Role Introduction / Overview:

The successful candidate will:

• Possess experience building, enhancing and executing an Asset Liability Management (ALM)/Interest Rate Risk in the Banking Book (IRRBB) Management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Be a key participant in Citi’s interest rate risk management process and contribute to its balance sheet strategy
• Drive enhancements to Citi's IRRBB framework

Business / Team Overview:

• The Interest Rate Risk Management team is responsible for developing, maintaining and enhancing Citi’s interest rate risk management framework and process
• Key contributor to Citi’s interest rate hedging and positioning strategy

Some of the key responsibilities in the role:

• Enhance and strengthen the overall framework and governance of IRRBBDrive enhancements to Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Contribute to interest rate risk management (hedging and positioning) strategy and process
• Provide day-to-day management and mentorship to relatively junior analysts
• Own several IRRBB related analysis and reporting required for enterprise risk management, compliance and audit exercises
• Make presentations to regulators, senior management and Interest Rate Risk Committee
• Enhance alignment between IRRBB and Fund Transfer Pricing (FTP) methodologies with the objective of minimizing residual interest rate risk in the businesses

Development Value:

• Gain exposure to balance sheet and interest rate risk management at a leading global bank
• The role provides an opportunity to influence and shape Citi’s target/future state interest rate risk management framework as it undergoes extensive enhancements

What knowledge, skills and experience we’ll need from you:                                                                                                

• 15+ year's experience within financial services preferably in a Bank’s Corporate Treasury function
• Experience building, enhancing and executing an ALM/IRRBB management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Strong communication skills, both oral and written
• Excellent analytical and problem-solving ability
• Ability to multi-task and ability to work under pressure
• Bachelors degree, preferably Masters degree
• This role will report on site to the office in Long Island City 3 days/week

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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 Full Time Salary Range:

$170,000.00 - $300,000.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Anticipated Posting Close Date:

Aug 28, 2024

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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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