Treasury Risk Officer
Treasury Risk Management is the team in charge of ensuring that Citi and entities like BHW, being part of the Group, stays within the appropriate Risk Appetite levels of Liquidity, Interest Rate, and Investments Risk. TRM is part of the 2nd line, and provides effective and credible challenge to the 1st line. As part of a Bank Handlowy Treasury Risk Management Team based in Warsaw/Poland, this person will help to ensure robust second line oversight and a consistent implementation of policies & procedures across BHW, Citi Entity in Poland, as well their alignment with Citi global policies and standards, and optimization of the use of resources, and facilitating effective communication.
The incumbent will:
Be primarily responsible for oversight of the Bank Handlowy Liquidity Risk Management, but can also serve as a backup for the functions related to interest rate risk in Banking Book.
Work to ensure local processes and their controls are supported by the required documentation and evidence (including credible and effective challenges).
Liaise with the global and regional teams to facilitate consistency, standardization and completeness of controls and challenges.
Assist in providing deliverables in internal audits and regulatory exams.
Work with local Treasury Risk Management teams to complete the annual Liquidity assessments, and manage the supporting documentation.
Coordinate the annual assessments presentation and discuss the reviews with the regional/global teams.
Review the Liquidity & Funding Plans and the Contingency Funding Plans.
Participate in the reviews of Assumptions and New Product proposals.
Review the Cash Flow projections, Intraday Liquidity and Collateral monitoring for effectiveness of controls.
Review Treasury Risk reports, exposures, limits and escalate any issues identified.
Review compliance of Treasury units with local regulatory requirements.
Review the Transfer Pricing process, residual risk and New Products proposals.
Monitor IRRBB metrics (IRE and EVS).
Work in the assessment of Interest Rate Risk.
Review the Risk Appetite and Risk Assessments.
Review the New Products proposals.
Treasury Risk Controls:
Coordinate the design, test and update of the TRM controls, and their alignment with regional once.
Gather and review the evidences tested.
Review and update the matrix with the new regulatory requirements, new activities and process improvements.
Assist in relevant audits, regulatory inspections and reviews
Participate in required COB (Continuity of Business) testing.
Minimum 7-10 years of experience within Treasury, Trade and Treasury Solutions (innovative solutions for institutional clients), Finance or Risk management with exposure to balance sheet, financial products, financial/risk analysis.
General understanding of banking services and products – securities, derivatives, and a broad mix of underlying asset classes.
Knowledge of market risk/IRRBB/liquidity models and regulatory framework will be an advantage .
Fluent in spoken and written English.
Fluent in spoken and written Polish due to the contact with the Polish regulator - KNF.
Strong analytical and technical skills.
Attention to details.
Team player with proven ability to drive changes.
Business acumen to interact with partners in Risk, Treasury, Markets, and other support Functions.
Project management skills is a plus.
Master’s degree in analytical field such as Finance, Economics or Mathematics is preferred.
Postgraduate degree in a quantitative or financial discipline would be preferred.
Self-motivated and self-starter.
Proactive approach to issue resolution.
Ability to work in groups and flexibility in addressing a number of tasks simultaneously.
Ability to negotiate and resolve conflicts.
Coping with stress - the ability to quickly prepare analyzes / conclusions under time constraints.
What do we offer:
Joining a small and experienced team aiming to work together to provide effective review and challenge and help the organisation operate within appropriate risk appetite levels.
The role assumes responsibilities primarily for Bank Handlowy w Warszawie S.A, but being part of the Global institution provide great opportunities for growth within Regional and Global Treasury Risk Management Team.
As knowledge and skills are enhanced, the role offers exposure to more complex business/entities and benefit from the broad set of services and product offerings.
The role requires interaction with key senior members of Finance, Funding desks and other areas of Risk Management, both locally and globally.
Competitive social benefits (medical care, Multisport, life insurance, pension plan and other).
Chance for a career evolution within Citi business structures.
Job Family Group:Risk Management
Job Family:Market Risk
Time Type:Full time
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