Citi Group Balance Sheet Mgmt Sr Analyst - C12 MUMBAI 

Malaysia, Penang, George Town 

264891774

Key contributor to Citi’s interest rate hedging and positioning strategy

Some of the key responsibilities in the role:

• Enhance and strengthen the overall framework and governance of IRRBB
• Engage country Treasurers and local businesses on optimizing IRRBB and FTP while complying with local regulatory requirements
• Drive enhancements to Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data
• Contribute to interest rate risk management (hedging and positioning) strategy and process
• Own several IRRBB related analysis and reporting required for enterprise risk management, compliance and audit exercises
• Make presentations to senior management and working groups
• 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

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

• 5-8 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
• Bachelors degree, preferably Masters degree

Time Type: