(Apply Now) Balance Sheet Mgmt Sr. Analyst

The individual will work in Interest Rate Risk in the Banking Book IRRBB Management team within Citi s Corporate Treasury The IRRBB Management team is responsible for measuring reporting and managing Interest Rate Risk in the Banking Book across the firm IRRBB Mgmt partners with businesses and functions across the firm to establish and implement comprehensive Interest Rate Risk metrics to enable the measurement and management of the IRRBB across Citi Interest Rate Risk in the Banking Book exists in balance sheets across Citi and the IRR team covers the global Citi balance sheet The IRRBB Citi and CBNA Analysis Team provides key analysis and insight into IRRBB for various IRRBB Units including Citigroup CBNA consolidated businesses and CTI The team is responsible for providing the IRRBB Unit teams with the information needed to understand and manage IRRBB for their respective units The team is responsible for providing analysis of the structure of IRRBB covering GAP Risk Curve Risk Basis Risk and Optionality Risk The team will provide analysis on the evolution of IRRBB how the key assumptions and constraints impact the exposure and management of IRRBB The IRRBB Analysis Team will also play a key role in defining and reshaping how Citi manages IRR IRRBB management is being enhanced as part of a significant investment to build out Citi s IRRBB capabilities The analysis team will help to define and implement the improvements being made to the way that IRRBB is measured and managed across Citi 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 Key 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 Engage country Treasurers and local businesses on optimizing IRRBB and FTP while complying with local regulatory requirements 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 Own several IRRBB related analysis and reporting required for enterprise risk management compliance and audit exercises Make presentations to senior management and working groups 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 What knowledge skills and experience we ll need from you 5-8 years experience within financial services preferably in a Bank s Corporate Treasury function Experience building enhancing and executing an ALM IRRBB management framework policy governance models methodologies reporting controls processes risk limits analytics data Strong communication skills both oral and written Excellent analytical and problem-solving ability Ability to multi-task and ability to work under pressure Bachelors degree preferably Masters degree Job Family Group Finance Job Family Balance Sheet Management Time Type Full time Most Relevant Skills Business Acumen Data Analysis Internal Controls Management Reporting Problem Solving Process Execution Risk Identification and Assessment Transfer Pricing Other Relevant Skills Assessment Credible Challenge Regulatory Compliance Risk Management 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 If you are a person with a disability and need a reasonable accommodation to use our search tools and or apply for a career opportunity review View Citi s and the poster