Citi Group Interest Rate Risk Lead Analyst - VP 

United Kingdom, England, London 

781869334

Some of the key responsibilities in the role:

• Provide value added analysis on IRR metrics inclusive of trends and likely changes given the expected interest rate environment to senior level committees.
• Conduct sensitivity analysis of key IRR assumptions both quantifying and presenting results to senior management
• Perform stress testing across both static and dynamically evolving balance sheets
• Review of IRRBB Legal Entity structure and materiality classifications as it relates to interest rate risk
• Ensure that Option Risk, Basis Risk and Concentration Risk are adequately identified, monitored, and reported
• Prepare analysis and track progress on regulatory deliverables and enhancements to the IRRBB management process and controls and ensure adherence to all applicable regulatory requirements related to IRR
• Key content creation and curation support in preparation and presentation of Board-level and senior management reporting and visible executive communication on IRRBB issues and topics
• Liaise with Entity and Business Treasurers for measuring, analysing, reporting and managing firm-wide IRR metrics

What knowledge, skills and experience we’ll need from you:

• Bachelor's degree in finance or related field preferred,
• 5-10 years of experience in Finance, preferable Treasury or Risk Management
• Transfer Pricing, Forecasting, or interest rate risk experience a plus
• Must have advanced analytical skills but also the ability to see the big picture
• Excellent communication skills are imperative i.e. ability to make complex subjects easily digestible for senior management
• Exercises proven Power Point and Excel skills
• Ability to prioritize in a fast-paced environment Ability to interact with all levels of management and must be a team player

Time Type:

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