Risk Management Specialist

4 weeks ago


Kew Gardens, New York, United States Citigroup Full time
Job Summary

Citi is seeking a highly skilled Risk Management Specialist to join our team. As a key member of our Interest Rate Risk Management team, you will be responsible for developing, maintaining, and enhancing Citi's interest rate risk management framework and process.

Key Responsibilities
  • Participate in Citi's interest rate risk management process and contribute to its balance sheet strategy
  • Develop and maintain interest rate risk management models, methodologies, and reporting
  • Collaborate with country and business treasurers teams on optimizing IRRBB and FTP while complying with local regulatory requirements
  • Enhance alignment between IRRBB and Fund Transfer Pricing (FTP) methodologies with the objective of minimizing residual interest rate risk in the businesses
Requirements
  • 6-10 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)
  • Bachelor's degree, preferably Master's degree
What We Offer

Citi offers competitive employee benefits, including medical, dental, and vision coverage, life, accident, and disability insurance, and paid time off packages.



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