Citi Group Balance Sheet Management Head Analytics - Managing Director 

United Kingdom, England, London 

158917543

The BSM function is a division of circa 200 professionals within Treasury and is part of Citigroup’s broader Finance organization. BSM’s specific responsibilities cover thefollowing:

• First Line Non-Trading Market Risk Management:analyzes, measures and defines management frameworks and policies for non-trading interest rate, foreign exchange, equity, credit spread and commodity risks.
• Funds Transfer Pricing (FTP): establishes and oversees the policies under which business assets and liabilities are transfer priced based on interest rates and liquidity values; executes firm-wide transfer pricing processes; and ensures retained costs and balance sheet in Treasury are minimal through an effective attribution process
• Capital Attribution: Designs and implements the methodologies for attributing capital usage to businesses.
• Balance Sheet Analytics : Designs anddevelops models,analytics, and business information platforms for BSM and across the wider Treasury team, with a particular focus on Asset and Liability Management (ALM) and deposit analytics.
• Methodology and Policy Development: Leads cross functional workstreams to design, enhance, and evolve frameworks and methodologies.
• Asset Allocation: Designs and manages Treasury’s security portfolio allocation process across Citi’s $400bn+ global non-trading securities portfolios.

Primary responsibilities include leading a circa 60 person team to:

• Design and development of interest rate risk on the banking book (IRRBB) modelling / analytics, with a strong focus on modelling customer behavior across the rate cycle
• Develop enhanced analytics to support business, legal vehicle attestations to IRRBB metric results
• Develop tools to analyze variability and variance of IRRBB measurements, with the goal of rapidly identifying model drift vs actual behavior, and ensuring timely escalation and remediation
• Enhance materials supporting senior management discussions on IRRBB results
• Develop advanced tools to rapidly identify evolving balance sheet behavior
• Enhance analytics supporting FTP decision making, including analysis of both historical and potential scenario performance
• Develop integrated financial resource projection and optimization tools
• Meet all model risk management governance requirements

Key skills:

• Excellent communication and executive presence with the ability to quickly adjust message based on audiences and agendas and to communicate complex issues clearly
• Effective at drawing out consensus across multiple different stakeholders
• Delivers complex strategic initiatives and remediation plans on a timely basis
• Attracts and develops strong talent across all levels
• Provides analytical thought leadership to resolve complex issues
• Influences across multiple functions without direct authority
• Works well with others in a fast-paced, high-energy environment
• Dynamic self-starter with high degree of initiative

Qualifications:

• Bachelor’s degree in Finance, Engineering, Science, Mathematics, or related fields; advanced degree is a plus.
• Demonstrable experience in Financial Services, Treasury, and transformational programs with managerial experience required
• Extensive experience in Asset Liability Management, deposit modelling and machine learning
• Experience in managing complex end-to-end projects (business requirements, data capture, model design, technology development, validation, implementation, and use)
• Proven ability to lead and direct analytical teams
• Demonstrated ability to collaboratively solution complex and dynamic processes
• Proven ability to work under pressure in ambiguous environments

Time Type:

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