Citi Group VP Market Risk Non-Trading Officer Hybrid 

United States, District of Columbia, Washington 

928778972

Responsibilities:

• Responsible for risk reporting and analysis for Citi Treasury, working closely with the Treasury Portfolio Managers, Treasury Risk Managers, and Treasury Finance and O&T.
• Partners with members of Treasury, Risk Management, and Finance to establish reporting requirements, develop the tools, analysis and reporting necessary to proactively identify and manage risk with respect to portfolios and products, and continuously update the reporting process to reflect the current business structure.
• Supervises the team responsible for the reporting and analysis of interest rate and other market risks.
• Conducts daily, weekly, and or monthly reporting of Interest Rate Exposure, DV01, duration, convexity, VaR, and MTM. Monthly reporting requirements include computation of Economic Value Sensitivity, Economic Risk Capital, and numerous stress scenarios.
• Develops a high level of expertise in the various systems Treasury Risk uses to generate Risk information such as DP and Yield Book.
• Leads testing and implementing a new Treasury Risk Management system, including establishing data standards and controls as well as coordinating and performing ongoing projects and testing.
• Works with members of the various disciplines to identify ways to streamline and automate process flows in order to create more accurate and timely results, as well as improving efficiency.
• Responsible for handling day-to-day staff management issues, including resource management and allocation of work within the team/project.
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications:

• 6-10 years relevant experience

Education:

• Bachelor’s/University degree, Master’s degree preferred

Anticipated Posting Close Date:

View the " " poster. View the .

View the .

View the