Citi Group Interest Rate Risk - Corporate Treasury SVP 

United Kingdom, England, London 

44288020

The IRR Analyst has a strong understanding of how IRRBB management contributes to achieving the objectives of bank balance sheet optimization. A good understanding of bank balance sheet management and optimization. Requires an understanding of strategic direction of the function within the relevant part of the business, combined with conceptual/practical grounding in both the function and/or area of expertise and related subject areas. Excellent communication skills required in order to negotiate internally. Accountable for end results and interaction with other functions or businesses with guidance from manager.Responsibilities:

• Contributes to banking book interest rate risk analytics, reporting and management.
• Participates in enhancing Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Part of a team which actively manages the balance sheet by ensuring adherence to established targets in order to achieve liquidity, balance sheet and capital return metrics.
• Engages in the monitoring and reporting of interest rates.

Qualifications:

• 10+ years of experience within financial services
• Experience working in a bank IRRBB Treasury function (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Expert in using VBA, Python, R, and/or SQL programming languages.
• Clear concise communication skills, both oral and written
• Excellent analytical and problem-solving ability
• Ability to multi-task and ability to work under pressure.
• Strong technology, data analysis and quantitative skills, with attention to detail
• Willingness to take ownership and execute on deliverables.
• Team player with an ability to work well with others in a fast-paced, high-energy environment.

Specialized Skills:

• Understanding of Interest Rate Risk in the Banking Book and Banking balance sheet products

Education:

• Bachelors degree, preferably Masters / PhD degree in Finance, Economics, or a quantitative discipline

Development Opportunities:

• Unique opportunity to gain exposure to entirety of Citi’s Interest Rate Risk Management strategy, process and regulatory reporting
• Become a subject matter expert in Interest Rate Risk in the Banking Book
• Develop a toolkit of quantitative and qualitative skillsets that would enable the individual to become an experienced Treasury professional.
• Visibility and exposure to senior management and thought leadership

Time Type:

View the " " poster. View the .

View the .

View the