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VP - Treasury IRR Analyst

Job Req ID 22455893 Location(s) New York, New York; O'Fallon, Missouri; Jacksonville, Florida Job Category Finance
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The Balance Sheet Mgmt Ld Analyst is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. There are typically multiple people within the business that provide the same level of subject matter expertise. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Significant impact on the area through complex deliverables. Provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.


• Liaise with RTU treasurers and businesses for measuring, analyzing and reporting firm-wide IRR metrics
• Identify and analyze drivers for change in IRR and EVS metrics and drive risk appetite and limit setting process/ metrics for Citigroup, CBNA and key RTUs
• Quantify sensitivity of metrics to expected rate movements and perform stress testing using variety of corporate level scenarios and BSSTs
• Review of RTU structure and RTU material/non-material classification
• Ensure that Option Risk, Basis Risk and Concentration Risk are adequately identified, monitored and reported
• Provide analytical support and adequate governance to ensure that necessary risk appetite limits are approved and set up for all RTUs
• Prepare analysis and track progress on regulatory deliverables and enhancements to IRR management process and controls and ensure 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 IRR issues and topics
• Work with businesses to ensure that appropriate data and infrastructure capabilities are maintained and any issues are communicated and coordinated with key partners


  • Bachelor's degree in Finance or Accounting or related field preferred,
  • 6-10 years of experience in Finance
  • Must have advanced analytical skills but also the ability to see the big picture
  • 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 multitask in a fast-paced environment Ability to interact with all levels of management Must be a team player

Specialized Skills:
• Understanding of Interest Rate Risk in the Banking Book and Banking balance sheet products


  • Bachelors degree, potentially Masters degree


Job Family Group:



Job Family:

Balance Sheet Management


Time Type:

Full time


Primary Location:

Long Island City New York United States


Primary Location Salary Range:

$132,320.00 - $198,480.00


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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.

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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.

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