Citi Group CTI/Pensions - Fixed Income Analyst C13/VP 

United States, New York, New York 

451694537

The Fixed Income Analyst will have as primary responsibility to analyze and monitor the DB and and DC Pension Plan investments of the 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

· 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

· 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

· Interact daily with the Custodian to reconcile transaction, cash management and asset transfers

· 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

· 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

· Proficiency with standard analysis tools (Excel / Access / SQL)

· Excellent written and oral communication

· Demonstrates thorough knowledge on the dynamics between the liabilities and P&L of portfolios

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

Time Type:

View the " " poster. View the .

View the .

View the