IRRBB Senior Lead Analyst

The 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 committee

• 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 as it relates to interest rate risk

• 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 and ensure adherence applicable 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:

• 10+ years of experience in Finance, preferable Treasury or Risk Management

• Transfer Pricing, Forecasting, or interest rate risk experience a plus

• Must have advanced analytical skills but also the ability to see the big picture

• Tableau experience a plus

• Excellent communication skills are imperative i.e. ability to make complex subjects easily digestible for senior management

• Exercises proven Power Point and Excel skills Ability to prioritize in a fast-paced environment

• Ability to interact with all levels of management and must be a team player

Education:

• Minimum Bachelor's degree in Finance, Accounting or related field; Masters or additional qualifications preferred

Job Family Group:

Risk Management

Job Family:

Finance Risk

Time Type:

Full time

Primary Location:

Charlotte North Carolina United States

Primary Location Full Time Salary Range:

$145,840.00 - $218,760.00

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 & 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.

Anticipated Posting Close Date:

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.

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Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.