Citi Group SVP Balance Sheet Mgmt Group Manager 

United States, New York, New York 

767295720

Responsibilities:

• Contribute to BSM’s management process by providing key analytical insights and support with a primary focus on asset allocation, FXRBB, Commodity/Equity/CSRBB risk. Provide support to the NTMR manager for enhancing BSM’s analytics and methodologies and establishing Citi's first-line NTMR management framework (Policy/Standard/Procedures, models, methodologies, reporting, controls, processes, analytics, data and documentation).
• Assist with aligning governance and management framework, procedures and controls for all legal entities that have OCI Risk, FX risk , commodity risk, credit spread risk in the Banking Book. Provide support to the NTMR manager to liaise with businesses, legal entity treasury, CTI and Markets Treasury, and Controllers teams to ensure both an understanding and the ability to manage other non-trading market risks.
• Assist with identifying and remediating gaps in other non-trading market risk (excl IRBB) as required by Tier 1 regulations and help to remediate regulatory/audit self-identified issues concerning other non-trading market risks in the banking book and achieve target state framework. Interact with 2nd line Finance CRO function, regulators, senior management and Non-Traded Market Risk governance committees.

Qualifications:

• 7 to 10 + years experience in Financial Services, Treasury, and bank global liquidity investment portfolio. Market experience is preferred
• Proficient with debt investment securities and non-trading market risk such as FXRBB, commodity risk, private equity risk and CSRBB
• Demonstrate ability to understand regulatory, compliance, risk management and financial management, and data governance concerns
• Understanding of Bank ALM, Capital, and Liquidity considerations
• Experience in debt investment securities analytics, measurement, metrics and methodologies
• Proven ability to work under pressure in ambiguous environments
• Demonstrated ability leading the development of management framework
• Excellent oral and written communications skills;
• Demonstrates a sense of urgency, passion for results and personal accountability for achievement

• Proficient with Bloomberg, fixed income analytical tools, Python and/or database
• Strong power point presentation
• Understanding of accounting general ledger

Education:

• Bachelor’s degree required; advanced degree is a plus

Anticipated Posting Close Date:

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