Senior Manager of Interest Rate Risk

2 weeks ago


Long Island City, United States Hispanic Technology Executive Council Full time
Job Summary

Citi Treasury is seeking a highly skilled Senior Manager of Interest Rate Risk to join our team. As a key member of our Interest Rate Risk in the Banking Book (IRRBB) Management team, you will be responsible for managing and providing corporate oversight of liquidity risk, interest rate risk, and currency translation risk.

The ideal candidate will have a strong background in finance, preferably in treasury or risk management, and excellent analytical and communication skills. You will work closely with businesses and functions across the firm to establish and implement comprehensive interest rate risk metrics.

Responsibilities
  • Provide value-added analysis on IRR metrics, including trends and likely changes given the expected interest rate environment, to senior-level committees.
  • Lead the risk appetite and limit-setting process/metrics for Citigroup, CBNA, and five businesses.
  • Conduct sensitivity analysis of key IRR assumptions, both quantifying and presenting results to senior management.
  • Perform stress testing across both static and dynamically evolving balance sheets.
  • Review IRRBB Legal Entity structure and materiality classifications.
  • Ensure that Option Risk, Basis Risk, and Concentration Risk are adequately identified, monitored, and reported.
  • Prepare analysis and track progress on regulatory deliverables and enhancements to the IRRBB management process and controls.
  • Liaise with Entity and Business Treasurers for measuring, analyzing, reporting, and managing firm-wide IRR metrics.
Qualifications
  • Bachelor's degree in Finance or related field preferred.
  • 8-15 years of experience in Finance, preferably in Treasury or Risk Management.
  • Advanced analytical skills and ability to see the big picture.
  • Excellent communication skills, with the ability to make complex subjects easily digestible for senior management.
  • Proven PowerPoint and Excel skills.
  • Ability to prioritize in a fast-paced environment and interact with all levels of management.
Education
  • Bachelor's degree, potentially Master's degree.
Job Family Group

Finance

Job Family

Balance Sheet Management

Time Type

Full time

Primary Location

New York, New York, United States

Primary Location Full Time Salary Range

$176,000 - $265,080.00

In 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, and 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.

Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.


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