Citi Group CBNA Treasury Interest Rate Risk Sr Lead Analyst - C14/SVP 

United States, New York, New York 

852397249

Responsibilities:

• Monitor CBNA and U.S. interest rate risk metrics and work closely with the Asset/Liability Management team within Citi Treasury and Citi Market Risk Management to understand the drivers of interest rate risk and periodic changes to those metrics, for the above entities.
• Make recommendations to the U.S. Bank Entity Treasurer and the CBNA Treasurer for actions to ensure those entities interest rate risk remain within established limits and triggers, and immediately escalate any breaches.
• Work closely with Citi Treasury Investments to understand the actions taken by that group to execute management of interest rate risk.
• Prepare monthly presentations to the CBNA ALCO and other relevant bodies as necessary addressing the interest rate risk of the entities.
• Work with Balance Sheet Management team to understand the net interest revenue and net interest margin of CBNA and the U.S. Bank, including the impact of changes to interest rates and other factors such as changes to balance sheet mix.
• Collaborate with Business Treasury teams to validate changes to business assumptions and their impact on interest rate exposure.
• Collaborate with cross-functional teams on the execution of balance sheet forecasting, including Annual Business Plan, period Plan updates and outlooks, CCAR/DFAST and Funding and Liquidity Plan.
• Coordinate with country treasurers on balance sheet optimization and forecasting for bank entities, including the allocation of assets and deposit targets.
• Drive efforts in support of various strategic initiatives including CBNA’s resolution/recovery plans, strategic plan and other ad hoc initiatives.

Qualifications:

• Minimum 7 years’ experience in a Treasury, Finance or relevant Business role
• Experience with effectively analyzing Actual and Forecast results with a comprehensive knowledge of Transfer Pricing and other Intercompany items
• Thorough knowledge of key Interest Rate Risk metrics (IRE, EVS) , working knowledge of Citigroup Financial Systems such as (PEARL / GENESIS / Etc.)
• Proficiency with standard analysis tools (Excel / Access / SQL)
• Excellent written and oral communication
• Demonstrates thorough knowledge fundamental Balance Sheet and P&L

Education:

• Bachelor’s degree
• MBA with Finance concentration or other advanced quantitative degree strongly preferred

Anticipated Posting Close Date:

View the " " poster. View the .

View the .

View the