Job Description

Responsibilities:

Role Introduction / Overview:

The successful candidate will:

Develop/enhance and execute Citi's 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) Be a key participant in Citi's interest rate risk management process and contribute to its balance sheet strategy

Business / Team Overview:

The Interest Rate Risk Management team is responsible for developing, maintaining and enhancing Citi's interest rate risk management framework and process Contributor to Citi's interest rate hedging and positioning strategy

Some of the key responsibilities in the role:

Enhance and strengthen the overall framework and governance of IRRBB Drive enhancements to Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data) Contribute to interest rate risk management (hedging and positioning) strategy and process Provide day-to-day management and mentorship to relatively junior analysts Own several IRRBB related analysis and reporting required for enterprise risk management, compliance and audit exercises Make 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:

10+ years' experience in Financial Services, Treasury Excellent analytical and problem-solving ability Ability to succinctly articulate data insights using business intelligence and data visualization techniques Excellent Excel and PowerPoint skills for report building and presentations used to influence Deep subject matter expertise in developing/enhancing and executing an ALM/IRRBB management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data) Strong understanding of regulatory, compliance, risk management and financial management, and data governance concerns Strong understanding of Bank ALM, Capital, and Liquidity considerations Experience in stakeholder management to achieve a complex rollout across many functions, time zones, systems Demonstrated ability to collaboratively solution complex and dynamic processes Willingness to work / thrive in a pressured and ambiguous environment with tight deadlines Demonstrated experience in management framework development Excellent oral and written communications skills; Previous experience interacting and working with Executive Leaders Demonstrates a sense of urgency, passion for results and personal accountability for achievement

Education:

Minimum Bachelor's degree in Finance, Accounting or related field; Masters or additional qualifications preferred

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Job Family Group:

Risk Management
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Job Family:

Finance Risk
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Time Type:

Full time
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Most Relevant Skills

Business Acumen, Data Analysis, Financial Modeling, Internal Controls, Management Reporting, Market Risk, Problem Solving, Process Execution, Risk Identification and Assessment.
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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.
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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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