IRRBB Senior Lead Analyst

Interest Rate Risk Lead AnalystThe Interest Rate Risk Lead Analyst will manage Interest Rate Risk across Citi including assessing the risk profile at the Citi level and each of the 5 major businesses. Citi Treasury manages the capital, funding, and liquidity of Citigroup legal entities; manages and provides corporate oversight of liquidity risk, interest rate risk, translation risk; and supports product, customer and geographic businesses with risk identification, risk management, product innovation and funding strategy. The Balance Sheet Management Lead Analyst will work in the Interest Rate Risk in the Banking Book (IRRBB) Management team within Citi's Corporate Treasury. The is responsible for analyzing and managing Interest Rate Risk (IRR) across the firm for the Banking Book. The IRRBB team partners with businesses and function firm to establish and implement comprehensive Interest Rate Risk metrics to enable the measurement and management of the IRR.Responsibilities:Provide value added analysis on IRR metrics inclusive of trends and likely changes given the expected interest rate environment to senior level committeeConduct sensitivity analysis of key IRR assumptions both quantifying and presenting results to senior managementPerform stress testing across both static and dynamically evolving balance sheetsReview of IRRBB Legal Entity structure and materiality classifications as it relates to interest rate riskEnsure that Option Risk, Basis Risk and Concentration Risk are adequately identified, monitored, and reportedPrepare analysis and track progress on regulatory deliverables and enhancements to the IRRBB management process and controls and ensure adherence applicable regulatory requirements related to IRRKey content creation and curation support in preparation and presentation of Board-level and senior management reporting and visible executive communication on IRRBB issues and topicsLiaise with Entity and Business Treasurers for measuring, analyzing, reporting and managing firm-wide IRR metricsQualifications:10+ years of experience in Finance, preferable Treasury or Risk ManagementTransfer Pricing, Forecasting, or interest rate risk experience a plusMust have advanced analytical skills but also the ability to see the big pictureTableau experience a plusExcellent communication skills are imperative i.e. ability to make complex subjects easily digestible for senior managementExercises proven Power Point and Excel skills Ability to prioritize in a fast-paced environmentAbility to interact with all levels of management and must be a team playerEducation:Minimum Bachelor's degree in Finance, Accounting or related field; Masters or additional qualifications preferredJob Family Group: Risk ManagementJob Family: Treasury RiskTime Type: Full timePrimary Location: Charlotte North Carolina United StatesPrimary Location Full Time Salary Range: $145,840.00 - $218,760.00In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.Most Relevant Skills: Business Acumen, Data Analysis, Financial Modeling, Internal Controls, Management Reporting, Market Risk, Problem Solving, Process Execution, Risk Identification and Assessment.Other Relevant Skills: For complementary skills, please see above and/or contact the recruiter.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.