Citi Group Balance Sheet Mgmt Sr Grp Mgr - C15/DIR 

United States, New York, New York 

460198801

The successful candidate will:

• Possess experience building, enhancing and executing an Asset Liability Management (ALM)/Interest Rate Risk in the Banking Book (IRRBB) Management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Be a key participant in Citi’s interest rate risk management process and contribute to its balance sheet strategy
• Drive enhancements to Citi's IRRBB framework

Business / Team Overview:

• The Interest Rate Risk Management team is responsible for developing, maintaining and enhancing Citi’s interest rate risk management framework and process
• Key contributor to Citi’s interest rate hedging and positioning strategy

Some of the key responsibilities in the role:

• Enhance and strengthen the overall framework and governance of IRRBBDrive enhancements to Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Contribute to interest rate risk management (hedging and positioning) strategy and process
• Provide day-to-day management and mentorship to relatively junior analysts
• Own several IRRBB related analysis and reporting required for enterprise risk management, compliance and audit exercises
• Make presentations to regulators, senior management and Interest Rate Risk Committee
• Enhance alignment between IRRBB and Fund Transfer Pricing (FTP) methodologies with the objective of minimizing residual interest rate risk in the businesses

Development Value:

• Gain exposure to balance sheet and interest rate risk management at a leading global bank
• The role provides an opportunity to influence and shape Citi’s target/future state interest rate risk management framework as it undergoes extensive enhancements

What knowledge, skills and experience we’ll need fromyou:

• 15+ year's experience within financial services preferably in a Bank’s Corporate Treasury function
• Experience building, enhancing and executing an ALM/IRRBB management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Strong communication skills, both oral and written
• Excellent analytical and problem-solving ability
• Ability to multi-task and ability to work under pressure
• Bachelors degree, preferably Masters degree
• This role will report on site to the office in Long Island City 3 days/week

Anticipated Posting Close Date:

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