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Citi Group Treasury Risk Officer C13 hybrid located CIUDAD DE MEXICO Mexico, Mexico City 456434127
09.07.2024
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Job Description
Responsibilities:
- Responsible for risk reporting and analysis for Citi Treasury, working closely with the Treasury Portfolio Managers, Treasury Risk Managers, and Treasury Finance and O&T.
- Partners with members of Treasury, Risk Management, and Finance to establish reporting requirements, develop the tools, analysis and reporting necessary to proactively identify and manage risk with respect to portfolios and products, and continuously update the reporting process to reflect the current business structure.
- Supervises the team responsible for the reporting and analysis of interest rate and other market risks.
- Conducts daily, weekly, and or monthly reporting of Interest Rate Exposure, DV01, duration, convexity, VaR, and MTM. Monthly reporting requirements include computation of Economic Value Sensitivity, Economic Risk Capital, and numerous stress scenarios.
- Develops a high level of expertise in the various systems Treasury Risk uses to generate Risk information such as DP and Yield Book.
- Leads testing and implementing a new Treasury Risk Management system, including establishing data standards and controls as well as coordinating and performing ongoing projects and testing.
- Works with members of the various disciplines to identify ways to streamline and automate process flows in order to create more accurate and timely results, as well as improving efficiency.
- Responsible for handling day-to-day staff management issues, including resource management and allocation of work within the team/project.
- 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:
- 6-10 years relevant experience
- Bachelor’s/Universitydegree, Master’s degree preferred
Responsabilities:
- Provide independent oversight related to liquidity risk and Non-Trading Market Risk following the roles and responsibilities described in the policies and procedures.
- Participate, when required, in the respective committees to provide the review and challenge required as well as the approvals.
- Provide independent oversight of issuer risk and balance sheet liquidity management (BSLM) . Monitor investment and issuer risk reporting and metrics to identify and escalate potential areas of concern.
- Work with Treasury to ensure that all relevant risk factors are properly identified and formally captured in official risk systems.
- Develop and maintain appropriate treasury risk limits frameworks with applicable limits and triggers.
- Oversee risk exposure measurement and limit monitoring processes to ensure integrity and independence of reporting.
- Assesses complex risk/return trade-offs associated with transactions and products.
- Reviewing and approving of risk framework, as well as monitoring compliance with risk limits/triggers
- Interaction with Other stakeholders (Market Risk, Credit Risk, Operational Risk) and relevant Finance and Reporting teams to improve accuracy of regulatory and management reporting.
- Establishing professional relationships with relevant regulatory bodies and represents Citi on critical regulatory matters as required. Serves as liaison with regulatory examiners, Internal Audit, and external auditors on critical Risk issues and oversees the implementation of related remediation.
- Act as a subject-matter expert, demonstrating technical expertise in products and associated risks, including review and challenge of standard assumptions for Liquidity and IRRBB metrics for local usage.
- Perform local specific risk management requirements under Mexican regulation related to Liquidity and Non-Trading Market risk, in conjunction with Mexico CRO team.
- Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citi and 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, as well as effectively supervising the activity of others and create accountability with those who cannot maintain these standards Overseeing the design, development, delivery and maintenance of best in class Risk Management programs, policies and practices and sets strategic direction with focus on Liquidity Risk, Interest Rate Risk (IRRBB), Investments and Capital Risk to ensure adherence to Citi’s policies and regulatory requirements.
Qualifications & Experience:
- University degree finished in Business Administration, Finance, Economics or Engineer
- Postgraduate degree in a quantitative or financial discipline would be preferred
- Minimum 5 years of experience within risk management, treasury or support functions with exposure to balance sheet, financial products, financial/risk analysis
- Advanced English level (Fluent in written and spoken Spanish and English)
- General understanding of treasury products
- Knowledge of IRRBB, liquidity models and regulatory framework will be an advantage
- Prior work experience in the material entities and or regional markets
- Authority to command attention with Treasury and enforce risk decisions in a relevant manner but in a way, which also meets Citi’s risk related policies.
- Interaction with auditors / regulators and understanding of applicable best practice guidelines and regulations.
Skills & Competencies:
- Subject Matter Expert in asset-liability management, risk metrics and Risk Management
- Expert analytical, technical, and quantitative skills
- Expert knowledge of treasury, market risk, and liquidity management
- Articulate and effective communicator, both orally and in writing, with an energetic, charismatic and approachable style. Candidates must have effective persuasion skills, the ability to work effectively at the highest levels of the organization, and will display highly effective networking and influencing skill
- Proficient in MS Office applications
Time Type:
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