CITI Balance Sheet Mgmt Sr Lead Analyst / SVP C14 (Mexico City)

Job Description

Interest Rate Risk (IRR) team within Citi’s Corporate Treasury:

The individual will work in The IRRBB team, responsible for measuring, analyzing and managing Interest Rate Risk in the Banking Book across the firm. IRR partners with businesses and functions across the firm to establish and implement a comprehensive Interest Rate Risk framework to enable the identification, measurement, and management of the IRR across Citi. Interest Rate Risk in the Banking Book exists in balance sheets across Citi and the IRR team covers the global Citi balance sheet. The IRRBB Team works with business and local treasuries, understanding the IRR including Repricing/Maturity Mismatch Risk, Curve Risk, Basis Risk, Funds Transfer Pricing and Optionality Risk in the Banking Book.

Individual:

The IRR Analyst has a strong understanding of how IRRBB management contributes to achieving the objectives of bank balance sheet optimization. Requires an understanding of strategic direction of the function within the relevant part of the business, combined with conceptual/practical grounding in both the function and/or area of expertise and related subject areas. Excellent communication skills required to negotiate internally. Accountable for end results and interaction with other functions or businesses with guidance from manager.

Responsibilities:

• Contribute to banking book interest rate risk analytics, reporting and management.
• Participate in enhancing Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Get involved in setting the Risk Appetite, calibrate IRRBB Limits, monitor Limit Usage and propose hedging/remediation strategies.
• Collaborate with treasurers assessing guidance, regarding local and global regulatory requirements interpretation and compliance.
• Engages in the monitoring and reporting of interest rate risk metrics reports
• Be part of a team which actively manages the balance sheet by ensuring adherence to established targets to achieve liquidity, balance sheet and capital return metrics.

Qualifications:

• 10+ years of experience within financial services
• Experience working in a bank IRRBB Treasury function (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Knowledge of VBA, Python, R, and/or SQL programming languages.
• Clear concise communication skills, both oral and written
• Excellent analytical and problem-solving ability
• Ability to multi-task and ability to work under pressure.
• Strong technology, data analysis and quantitative skills, with attention to detail
• Willingness to take ownership and execute on deliverables.
• Team player with an ability to work well with others in a fast-paced, high-energy environment.

Specialized Skills:

• Understanding of Interest Rate Risk in the Banking Book and Banking balance sheet products
• Experience in analyzing / modelling deposits

Education:

• Bachelor’s degree, preferably Masters / PhD degree in Finance, Economics, or a quantitative discipline
• CFA or FRM is a plus

Development Opportunities:

• Unique opportunity to gain exposure to entirety of Citi’s Interest Rate Risk Management strategy, process and regulatory reporting
• Become a subject matter expert in Interest Rate Risk in the Banking Book
• Develop a toolkit of quantitative and qualitative skillsets that would enable the individual to become an experienced Treasury professional.
• Visibility and exposure to senior management and thought leadership

Fluent English

------------------------------------------------------

Job Family Group:

------------------------------------------------------

Job Family:

------------------------------------------------------

Time Type:

------------------------------------------------------

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.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View the "EEO is the Law" poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the Pay Transparency Posting