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Manager of Treasury Risk Management

2 months ago


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

Citi Treasury is responsible for managing the capital, funding, and liquidity of Citigroup legal entities; overseeing and providing corporate guidance on liquidity risk, interest rate risk, and currency translation risk; and supporting product, customer, and geographic businesses with risk identification, risk management, product innovation, and funding strategy.

The Balance Sheet Management Analyst will work in the Interest Rate Risk in the Banking Book (IRRBB) Management team within Citigroup's Corporate Treasury. The IRRBB team is accountable for internal Citi measuring and managing Interest Rate Risk (IRR) across the firm for the Banking Book. The IRRBB team partners with businesses and functions across the 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, including trends and potential 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 of 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, ensuring adherence to all US regulatory requirements related to IRR.
    • Key content creation and curation support in preparation and presentation of Board-level and senior management reporting and visible executive communication on IRRBB issues and topics.
    • Liaise with Entity and Business Treasurers for measuring, analyzing, reporting, and managing firm-wide IRR metrics.
Qualifications:
    • Bachelor's degree in Finance or a related field preferred.
    • 8-15 years of experience in Finance, preferably Treasury or Risk Management.
    • Must have advanced analytical skills but also the ability to see the big picture.
    • Excellent communication skills are imperative, i.e., the ability to make complex subjects easily digestible for senior management.
    • Exercises proven PowerPoint and Excel skills.
    • Ability to prioritize in a fast-paced environment. Ability to interact with all levels of management. Must be a team player.
Education:
    • Bachelor's degree, potentially Master's degree.