Treasury ALM – Senior Vice President

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The BSM NTMR Sr Ld will drive the production needs and lead various workstreams to develop, enhance, measure, and monitor 1st line Non-Trading Market Risk framework including Governance and Oversight, Metrics, Methodology, Measurement, Data and Infrastructure, Process and Controls, and Management for Commodity/Equity/CSRBB (credit spread in the banking book) Framework, FXRBB (FX risk in the banking book), stress testing analytics relating to CCAR and QMMF for Citi's global Pensions, and AFS/HTM securities, and asset allocation design.

This role will report to a senior manager and function as an integral member of the functional leadership team. The BSM NTMR Group Manager exhibits in-depth understanding of bank balance sheet management and optimization, balancing financial resources among different competing priorities and how other Non-Traded Market Risk such as FXRBB, Commodity/Equity/CSRBB risk and OCI capital at risk and allocation of cash into debt investment securities contribute to achieving Corporate Treasury's balance sheet optimization objectives and Citi's strategic goals. Requires thorough understanding of strategic direction of the function within the relevant part of the business, combined with a solid conceptual/practical grounding in both the function and/or area of expertise and related subject areas. Excellent communication skills required to drive change internally, often at a senior level. role is responsible for aiding the Business Head and senior leaders in executing functional strategy in the designed area in partnership with other finance functions, businesses and risk management.

Responsibilities:

• Offer team support to the implementation of and contribute to BSM's process by providing key analytical insights across BSM functions with a primary focus on asset allocation, FXRBB, OCI stress testing analytics for (CCAR) and QMMF for pensions and AFS /HTM securities, Commodity/Equity/CSRBB risk. Provide leadership, market experience, and subject matter expertise 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). Be able to build meaningful presentations to display data accurately and timely, used to influence leadership decisioning and often displayed to senior leadership and department heads.
• Use subject matter expertise to aid senior leaders in 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. 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 Manager with remediation gap efforts in other non-trading market risk (excl IRRBB) 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 FinCRO function, regulators, senior management and Non-Traded Market Risk governance committees.
• Aid Business Head and senior leadership to develop, manage, and retain talent with moderate leadership experience demonstrated through empowerment, situational awareness, increasing transparency and conflict resolution on large-scale programs and data transformation.
• The position will require both individual analytical work as well as partnership across teams to identify solutions to business inquiries in a timely manner and own the implementation / execution steps to autonomously drive open issues to completion.
• Directs project prioritization, platform direction, and future state planning and strategic direction.

Qualifications:

• 10+ years experience in Financial Services, Treasury, and bank global liquidity investment portfolio
• 5+ years of managerial and market experience required
• 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 debt investment securities and non-trading market risk such as FXRBB, commodity risk, private equity risk and CSRBB, QMMF and CCAR for Pensions, ATM/AFS portfolios, etc.
• Strong understanding of regulatory, compliance, risk management and financial management, and data governance concerns
• Strong understanding of Bank ALM, Capital, and Liquidity considerations
• Extensive experience in debt investment securities analytics, measurement, metrics and methodologies
• 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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