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Citi Group Balance Sheet Mgmt Sr Grp Mgr - 
United States, New York, New York 
584103677

02.08.2024

The successful candidate will:

  • Possess experience building, enhancing and executing an Asset Liability Management (ALM)/Interest Rate Risk in the Banking Book (IRRBB) Management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
  • Be a key participant in Citi’s interest rate risk management process and contribute to its balance sheet strategy
  • Drive enhancements to Citi's IRRBB framework

Business / Team Overview:

  • The Interest Rate Risk Management team is responsible for developing, maintaining and enhancing Citi’s interest rate risk management framework and process
  • Key contributor to Citi’s interest rate hedging and positioning strategy

Some of the key responsibilities in the role:

  • Enhance and strengthen the overall framework and governance of IRRBBDrive enhancements to Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
  • Contribute to interest rate risk management (hedging and positioning) strategy and process
  • Provide day-to-day management and mentorship to relatively junior analysts
  • Own several IRRBB related analysis and reporting required for enterprise risk management, compliance and audit exercises
  • Make presentations to regulators, senior management and Interest Rate Risk Committee
  • Enhance alignment between IRRBB and Fund Transfer Pricing (FTP) methodologies with the objective of minimizing residual interest rate risk in the businesses

Development Value:

  • Gain exposure to balance sheet and interest rate risk management at a leading global bank
  • The role provides an opportunity to influence and shape Citi’s target/future state interest rate risk management framework as it undergoes extensive enhancements

What knowledge, skills and experience we’ll need fromyou:

  • 15+ year's experience within financial services preferably in a Bank’s Corporate Treasury function
  • Experience building, enhancing and executing an ALM/IRRBB management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
  • Strong communication skills, both oral and written
  • Excellent analytical and problem-solving ability
  • Ability to multi-task and ability to work under pressure
  • Bachelors degree, preferably Masters degree
Balance Sheet Management

Full timeLong Island City New York United States$170,000.00 - $300,000.00



Anticipated Posting Close Date:

Aug 08, 2024

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