Citi Group Senior Vice President Balance Sheet Management Lead Analyst IRRBB 

China, Hong Kong 

881145561

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks. We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

Vice President, Balance Sheet Management Lead Analyst - Hybrid

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• Citiprovides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.

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Role Introduction / Overview:

• 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)

• Participate in Citi’s interest rate risk management process and contribute to its balance sheet strategy

• Contribute to 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 in APAC

Some of the key responsibilities in the role:

• Enhance and strengthen the overall framework and governance of IRRBB

• Engage country and business treasurers teams on optimizing IRRBB and FTP while complying with local regulatory requirements in APAC

• Participate in projects to enhance Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)

• Collaborate with Citi Treasury Investments and Markets Treasury on developing interest rate risk management (hedging and positioning) strategy

• Produce IRRBB related analysis and reporting required for enterprise risk management (2LOD), compliance and audit exercises

• Contribute to presentations to APAC regulators, senior management, Country ALCOs 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

As a successful candidate, you’d ideally have the following skills and exposure:

• 6-10 years’ 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

• Bachelor’s degree, preferably Master’s degree

Time Type:

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