Citi Group Balance Sheet Mgmt Sr Analyst 

Mexico, Mexico City 

322725278

ALM and Funds Transfer Pricing for Mexico

Corporate Treasury manages the capital, funding and liquidity of the corporation's legal entities; manages and provides corporate oversight of liquiditymanagement, product innovation and funding strategy.The position will provide execution capability and analysis relating to Interest Rate FTP from corporate treasury, including actuals bookings acrossinitiatives within ALM and FTP in Mexico and LATAM (i.e. Balance Sheet Costing Initiative; Transformation Initiatives of ALM and Interest Rate FTP inCitiBanamex). The position will also support balance sheet A&L modeling for both forecast models as well as duration hedge models. The role willrequire strong analytical and critical thinking skills. Strong communication skills will also be required to explain transfer-pricing impacts and interactand systems (i.e. RUBY, CALM, Pearl, Fullsuite or familiarity with similar frameworks in the industry) as well as relevant regulatoryrequirements (Funds Transfer Pricing ("FTP"), Liquidity Premium ("LP"), Interest Rate Risk ("IRR"). Given some degree of direct interaction with senior businesses/stakeholdersand the regulatory aspects required, the role needs a minimum seniority and experience in these aspects.

support the function through the following activities:

Responsibilities:

• transformation initiatives within ALM and FTP, balance sheet A&L modeling for both forecast models and duration hedge models. The candidate willsupport the function through the following activities:
• ExecuteCorporate Treasury Transfer Pricing (FTP) process including pre-booking, actuals, and relevant business analysis for the businesses,ALCO and Treasury
• Perform analysis of Transfer Pricing P&L, including rate and volume impacts and drivers, for selected businessesCoordinate/participate in Interest Rate Transfer Pricing reengineering or ALM transformation initiatives in CitiBanamexDevelop and coordinate Interest Rate and FX forecasting to support plan and CCAR cycles as well as ad hoc interest rate forecast impactanalysis by business.
• Support Plan and CCAR cycle requirements relating to transfer pricing including business analysis and data validationEnhance and simplify FTP informative quote process to loans including ad hoc | relevant loans; reasonability of FTP inputs; manageprepayment system; manage franchise risk premium process / FTP internal trade transactions; manage special loans; approval andcommunication of large loans.
• Balance sheet Asset and Liability modelling: support modeling of all Deposit Models through the GOT corporate tool framework as well asAsset (Duration) Models.

Qualifications:

• Master degree is desired, but not required.
• Developing Professional with 2-5 yearsof work experience in Corporate Treasury, Markets/Treasury products, or financial and bankingexperience including knowledge on economic, statistical and financial analytical techniques.
• Knowledge of key Asset Liability Management principles and Interest Rate Risk specifically .
• Transfer pricing theory (incl. Interest Rate risk,and Liquidity modeling)
• Solid analytical and data management skills, including Microsoft Office (Excel).
• Proven execution abilities and proficiency at managing multiple projects and work streams
• Attention to detail and strong communication and presentation skillsAbility to collaborate within a team,diligent and organized.
• Solid Leadership and interpersonal skills for interaction with senior management.
• English: Advanced.

Lic terminada

5 años de experiencia en Finanzas, Riesgo, Tesorería

Rubi (deseable)

Programas TPS / Edealer (deseable)

Sistemas de finanzas Pearl / Fullsuit (deseable)

Microsoft office – Excel

Time Type:

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