Citi Group Interest Rate Risk Analytics Reporting Analyst - C13/VP New York 

United States, New York, New York 

640940825

The Non-Trading Market Risk (NTMR) Operations within Treasury Chief Administrative Office (CAO) is responsible for reporting, analytics and data quality controls related to the firm’s Interest Rate Risk on Banking Book (IRRBB). NTMR Operations’ main responsibilities include:

• Perform the monthly IRR reporting and analytics for Citigroup/CBNA as well as +70 IRRBB units at both legal entity and business level

• Lead data error identification, notification and adjustments

• Limit monitoring of IRR metrics

• Design, implement and monitor data quality controls in the IRR platform (RUBY)

• Provide oversight and governance for RUBY data quality and production to ensure it fits for purpose

• Manage the production and execution of the Ruby Data Forum, which increases transparency for critical deliverables and establishing a robust governance process

• Work closely with multiple groups within Treasury, Finance Chief Data Office, FP&A, and Technology to drive improvements in upstream data quality, enhance controls, and ensure successful process execution

• Analyze business specific interest rate risk exposure

• Produce and present monthly executive presentations on consolidated accrual interest rate risk metrics for total Citigroup, Citibank, N.A. and Board of Directors meetings.

• Create and maintain comprehensive and interactive dashboards in Tableau

• Convert large datasets into comprehensive analytical and visual presentations

• Produce monthly executive presentations on various Liquidity metrics

• Perform related duties to comply with regulatory requirements (BCBS239).

• Identify potential process improvements and capabilities to increase consistency, transparency, and reliability of accrual interest rate risk reporting and analysis.

• Build relationships with key internal and external stakeholders such as Treasury and Independent Market Risk Managers.

• Provide ad-hoc support and analysis.

Qualifications:

• 6-8years experience in Financial Services, Treasury, and Risk Management either for banking book or trading book

• Excellent Excel and working knowledge in programming skills such as Python would be plus

• Intermediate knowledge in debt investment securities and non-trading market risk such as Interest Rate Risk and Banking Book products (deposits, loans, debt, investments, derivatives, etc.).

• Intermediate understanding of regulatory, compliance, risk management and financial management, and data governance concerns

• Intermediate understanding of Bank’s balance sheet

• Intermediate experience in debt investment securities analytics, measurement, metrics and methodologies

• Demonstrated ability to collaboratively solution complex and dynamic processes

• Proven ability to work under pressure in ambiguous environments

• Excellent oral and written communications skills; Previous experience interacting and working with Executive Leaders

• Effective interpersonal skills

• Strong technical problem-solving skills

• Demonstrates a sense of urgency, passion for results and personal accountability for achievement

Education:

• Bachelor’s degree in finance and business or related fields; advanced degree is a plus.

Anticipated Posting Close Date:

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