Citi Group VP Risk Reporting Officer - C13 Hybrid 

United States, New York 

142164927

• Job Description

The Finance Chief Risk Officer organization provides risk management oversight of the Global Finance function, including effective risk challenge and mitigation of risk for capital, liquidity, interest rate risk and Treasury investments, and ensures compliance with all risk-related regulatory requirements. In addition, the team oversees the key risk management methodologies and calculations, including CECL and IFRS9 for credit reserves, and Basel Advanced RWA.

Responsibilities

• Analyze global business specific interest rate riskexposure. Analysiswill include the effects of interest rates on both Net Interest Revenue and Capital for the Interest Rate Risk Banking Book balance sheet.
• Validation of cash flows to explain risk drivers. Analysis of deposit modeling behavior, investment securities, derivatives and loans including mortgages.
• Engage with members of Treasury, FP&A and Finance to explain drivers of variances in interest rate risk measures.
• Identify potential process improvements and capabilities to increase consistency, transparency, and reliability of accrual interest rate risk reporting and analysis.
• Ensuring correct product risk modeling, data accuracy, and balance sheet forecasting to establish precise factor calculation for Interest Rate Risk Management.
• Provide ad-hoc support and analysis.
• Participates in efforts to ensure the Risk Organization complies with the Citigroup Data Management Policy
• Ensure delivery of Regulatory tracked Monthly Interest Rate Risk Metrics to Senior Management by T+30
• Design and implement effective control processes to ensure accurate and timely reporting of metrics
• Ensure compliance with BCBS 239

Qualifications:

• Bachelor's Degree plus 5+ years related experience or a master’s degree plus relative experience in the financial services industry.
• Experience with Interest Rate Risk and Banking Book products (deposits, loans, debt, investments, derivatives, etc.) a plus.
• Industry qualifications such as CFA, FRM will be a plus
• Highly motivated, proficient Excel/Data analysis and the ability to multi-task.
• Good communication skills

Education:

• Bachelor’s/University degree, Masters degree preferred.

Time Type:

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