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VP, Treasury Risk - Stress Testing

Job Req ID 21357227 Primary Location New York, New York Job Category Risk Management
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The Stress Testing Risk Manager for interest rate risk for banking book will assist in the implementation and execution of the Interest Rate risk management framework and supporting processes across legal entities, geographies, and business segments. The candidate will interact directly with members of Treasury Risk Management, Regional and Country Risk Managers, Treasury, and business teams, with exposure to senior management.  The Interest Rate Risk Manager will assist in the design, monitoring, and implementation of an independent assessment of interest rate risks and in the preparation of senior management communications.  The role will require review of interest rate risk metrics and processes supporting risk management to identify potential emerging risks or areas of the governance framework requiring enhancement.  The Interest Rate Risk Manager will also provide effective challenge within independent risks in areas related to Interest Rate and ALM risk management.  The challenge may require analysis using market and internal data as well as quantitative techniques including statistical analysis.

Key Responsibilities:

• Review and challenge the monthly stress testing results and variance analysis

• Review and challenge the assumptions and models used for stress testing

• Strengthen the variance analysis for Stress testing and Risk Capital

• Produce presentation materials and present analysis to senior management and regulators

• Conduct independent research projects focus on interest rate risks

Through these activities, the candidate will gain experience with the processes supporting interest rate risk management within a global financial services firm, and broaden exposure through the interactions with the regions and country team globally.

Skills:

• Broad understanding of interest rate risks and balance sheet management

• Strong financial market knowledge of fixed income, capital markets, and banking products

• Ability to think strategically and understand implications of interest rate risk management to firm-wide balance sheet and capital management

• Excellent analytical and technical skills

• Strong written and verbal communication skills

• Excellent ability to work within a team globally

• Ability to ensure work is conducted in an independent and ethical manner

Qualifications:

• Postgraduate level education, with an excellent academic record in economics, finance or other quantitative field (e.g. mathematics, physics, statistics, etc.). Masters or higher degree is preferred

• Experience in Risk Management, Finance, Treasury, or other control functions within a financial services setting

• Prior experience related to Interest Rate Risk /ALM management or Treasury products

• Knowledge of balance sheet management, capital markets and banking products, and financial systems

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Job Family Group:

Risk Management

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Job Family:

Treasury Risk

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Time Type:

Full time

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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.

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