Provide value added analysis on IRR metrics inclusive of trends and likely changes given the expected interest rate environment to senior level committees.
Lead the risk appetite and limit setting process/ metrics for Citigroup, CBNA and five businesses
Conduct sensitivity analysis of key IRR assumptions both quantifying and presenting results to senior management
Perform stress testing across both static and dynamically evolving balance sheets
Review of IRRBB Legal Entity structure and materiality classifications
Ensure that Option Risk, Basis Risk and Concentration Risk are adequately identified, monitored, and reported
Prepare analysis and track progress on regulatory deliverables and enhancements to the IRRBB management process and controls and ensure adherence to all US regulatory requirements related to IRR
Key content creation and curation support in preparation and presentation of Board-level and senior management reporting and visible executive communication on IRRBB issues and topics
Liaise with Entity and Business Treasurers for measuring, analyzing, reporting and managing firm-wide IRR metrics
Qualifications:
Bachelor's degree in Finance or related field preferred,
8-15 years of experience in Finance, preferable Treasury or Risk Management
Must have advanced analytical skills but also the ability to see the big picture
Excellent communication skills are imperative i.e. ability to make complex subjects easily digestible for senior management
Exercises proven Power Point and Excel skills
Ability to prioritize in a fast-paced environment Ability to interact with all levels of management Must be a team player
Education:
Bachelors degree, potentially Masters degree
Full timeNew York New York United States$176,720.00 - $265,080.00