Citi Group Balance Sheet Mgmt Ld Analyst - C13 LONG ISLAND CITY 

United States, New York, New York 

47485136

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)
• Participate in Citi’s interest rate risk management process and contribute to its balance sheet strategy
• Contribute to enhancements to Citi's IRRBB framework

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

Responsibilities:

• Enhance and strengthen the overall framework and governance of IRRBB
• Engage country and business treasurers teams on optimizing IRRBB and FTP while complying with local regulatory requirements
• Participate in projects to enhance Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Collaborate with Citi Treasury Investments and Markets Treasury on developing interest rate risk management (hedging and positioning) strategy
• Produce IRRBB related analysis and reporting required for enterprise risk management, compliance and audit exercises
• Contribute to 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

Qualifications:

• 6-10 years’ 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
• Bachelor’s degree, preferably Master’s degree

Anticipated Posting Close Date:

View the " " poster. View the .

View the .

View the