Interest Rate Risk Manager

1 week ago


Irving, Texas, United States Citigroup Full time
Job Summary

The Interest Rate Risk Manager will play a critical role in assisting the implementation and execution of the Interest Rate risk management framework and supporting processes across legal entities, geographies, and business segments.

Key Responsibilities
  • Design and conduct the independent assessment of interest rate risks and risk management processes
  • Work closely with Treasury and senior management to identify emerging ALM and interest rate risks and conduct analysis
  • Provide independent challenge on interest rate risk assumptions and limit framework
  • Monitor interest rate risk reporting and metrics to identify and escalate potential areas of concern
  • Review New Product proposals and provide independent risk assessment
  • Produce presentation materials and present analysis to senior management and regulators
Requirements
  • Broad understanding of interest rate risks and balance sheet management
  • Strong financial market knowledge of fixed income, capital markets, and banking products
  • Ability to think strategically and understand implications of interest rate risk management to firm-wide balance sheet and capital management
  • Excellent analytical and technical skills
  • Strong written and verbal communication skills
  • Excellent ability to work within a team globally
Qualifications
  • Postgraduate level education, with an excellent academic record in economics, finance or other quantitative field (e.g. mathematics, physics, statistics, etc.). Masters or higher degree is preferred
  • Experience in Risk Management, Finance, Treasury, or other control functions within a financial services setting
  • Prior experience related to Interest Rate Risk /ALM management or Treasury products
  • Knowledge of balance sheet management, capital markets and banking products, and financial systems


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