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Vice President - Balance Sheet Management Lead Analyst - Interest Rate Risk Analyst

Job Req ID 23706366 Location(s) New York, New York Job Type On-Site/Resident Job Category Finance
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Team:
The individual will work in Interest Rate Risk (IRR) team within Citi’s Corporate Treasury. The IRR team is responsible for measuring, reporting 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. Team works with business treasuries to understand the IRR including – Repricing/Maturity Mismatch Risk, Curve Risk, Basis Risk 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. A good understanding of bank balance sheet management and 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 in order to negotiate internally. Accountable for end results and interaction with other functions or businesses with guidance from manager.

Responsibilities:

  • Contributes to banking book interest rate risk analytics, reporting and management.
  • Participates in enhancing Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
  • Part of a team which actively manages the balance sheet by ensuring adherence to established targets in order to achieve liquidity, balance sheet and capital return metrics.
  • Engages in the monitoring and reporting of interest rates.

Qualifications:

  • 5+ 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)
  • Proficiency in using 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

Education:

  • Bachelors degree, potentially Masters degree in Finance, Economics, or a quantitative discipline


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

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Job Family Group:

Finance

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Job Family:

Balance Sheet Management

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Time Type:

Full time

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Primary Location:

Long Island City New York United States

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Primary Location Salary Range:

$142,320.00 - $213,480.00

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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

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