Citi Group CTI/Pensions - Fixed Income Analyst C13/VP Long Island City NY 

United States, New York, New York 

420648099

The Fixed Income Analyst will have as primary responsibility to analyze Fixed Income portfolios and monitor the LDI applications of the Plan's Assets vs its Liabilities.

Responsibilities:

• Contributes directly to the analysis and management of the Fixed Income Portfolios.
• Participates in analyzing the liquidity and interest rate risk, liability hedging and duration matching and determines the credit risk and duration of the portfolios.
• Deals directly with external Fixed Income managers and helps to negotiate Investment Management Agreements and manages the ongoing relationships.
• Performs Due Diligence for new investments, annual reviews for existing investments, maintains a watchlist and presents recommendation to the CIO and the IIR for portfolio changes.
• Works on fee payments to external managers and works on a project to determine ways to create stable

alpha above the Core Fixed Income benchmark.

• Interact daily with the Custodian to reconcile transaction, cash management and asset transfers.
• Support the monthly and quarterly reporting processes through close partnership with the USPI Operations teams.
• Monitor and review specific investment manager guidelines.
• Prepare ad-hoc reports, special projects, and various presentations for both internal team members and the Plan Committees.
• Adhere to all policies and procedures as defined by your role which will be communicated to you.
• The position will require both individual analytical work as well as partnership across teams to identify solutions to business inquiries in a timely manner and own the implementation / execution steps to autonomously drive open issues to completion.
• Performs other duties and functions as assigned by the CIO, including reporting requirements on Risk, Compliance and Audit
• 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:

• 5 plus years of experience working for a financial services organization with focus on analyzing Fixed Income Portfolios
• Experience with effectively analyzing Actual and Forecast results with a comprehensive knowledge of Hedging Pension Plans Liabilities with Fixed Income Assets
• Thorough knowledge of key Interest Rate Risk metrics and experience in analyzing portfolios that are used for LDI purposes
• Demonstrates thorough knowledge on the dynamics between the liabilities and P&L of portfolios
• Experience with BlackRock’s Aladdin platform preferred but not required
• Proficiency with standard analysis tools (Excel / Access / SQL)
• Excellent written and oral communication

Education:

• Bachelors degree, potentially Masters degree in Economics, Finance or Mathematics

Anticipated Posting Close Date:

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