Balance Sheet Management Lead Analyst

Citi • New York, NY

10d • Hybrid

About The Position

Citibank, N.A. seeks a Balance Sheet Management Lead Analyst for its New York, NY location. DUTIES: Drive the prioritization of key Markets business requirements within Treasury risk stripes to ensure appropriate risk measurement and management in critical metrics and processes. Engage with Interest Rate Risk (IRR) and Funds Transfer Pricing (FTP) subject matter experts to understand key drivers and changes affecting Markets Treasury and local markets activity. Provide feedback and engage with stakeholders on proposed changes to IRR models, reflecting the impact of proposals on local markets activity. Engage with LM, risk, and the Markets business to support ongoing development and implementation of improvements to Citi’s liquidity stress testing assumptions to ensure assumptions and methodologies appropriately reflect Markets considerations, including HLA monetization, derivatives trading, and other major types of markets transactions for liquidity. Partner with Markets businesses and Treasury management to support the execution of key business strategies and initiatives. Analyze, assess, and define impacts on key interest rate risk, liquidity, and capital metrics, balance sheet usage, and funding requirements resulting from proposed transactions and initiatives. Collaborate with legal entity Treasury and other key stakeholders to understand and optimize returns across businesses and entities while ensuring businesses and entities continue to operate within key treasury risk limits. Utilize proprietary Citi systems such as GLRS, PEARL, Ruby, and Aqua to investigate reporting of Markets activities and identify issues in Treasury reporting of Markets business activities or initiatives. Assist in the buildout and development of relevant dashboards reflecting key Treasury metrics, with an emphasis on driving inclusion of metrics relevant to the Markets business to support transparency. Support testing changes to liquidity reporting enhancements affecting markets to ensure business activity is appropriately reflected. Perform ad-hoc analysis on Markets portfolios and develop presentations for senior management and key forums or committees on topics impacting treasury and markets stakeholders. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols. REQUIREMENTS: Bachelor’s degree, or foreign equivalent, in Finance, Financial Risk Management, Business Administration, Economics, or a related field, and six (6) years of experience in the job offered or in a related finance occupation performing risk management and treasury operations. Six (6) years of experience must include: Utilizing tools and systems such as Excel, PowerPoint, and including internal trading systems, market risk systems, liquidity stress testing, interest rate risk or balance sheet reporting; Designing and developing reporting, visualization, and analytics, up to and including via tools such as Excel, Tableau, SQL, VBI, or Python; Developing/implementing risk assessment models/methodologies and assessing potential financial and strategic impact to the firm; Conducting statistical analyses to quantify risk, using Excel, statistical analysis software, or econometric models; Analyzing areas of potential risk to assets or earning capacity, and document and ensure communication of key risks; Understanding of interest rate risk modeling and methodology, including duration, cross-currency, spread risks, or hedging strategies; and Understanding of key activities across multiple currencies and jurisdictions and implications for returns as well as relevant metrics (e.g., market, liquidity and/or interest rate risk metrics and assumptions). In the alternative, employer will accept a Master’s degree, or foreign equivalent, and four (4) years of experience. Employer will accept pre or post Master's degree experience. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #26935402. EO Employer. Wage Range: $181,500.00 to $183,800.00

Requirements

• Bachelor’s degree, or foreign equivalent, in Finance, Financial Risk Management, Business Administration, Economics, or a related field, and six (6) years of experience in the job offered or in a related finance occupation performing risk management and treasury operations.
• Six (6) years of experience must include: Utilizing tools and systems such as Excel, PowerPoint, and including internal trading systems, market risk systems, liquidity stress testing, interest rate risk or balance sheet reporting
• Designing and developing reporting, visualization, and analytics, up to and including via tools such as Excel, Tableau, SQL, VBI, or Python
• Developing/implementing risk assessment models/methodologies and assessing potential financial and strategic impact to the firm
• Conducting statistical analyses to quantify risk, using Excel, statistical analysis software, or econometric models
• Analyzing areas of potential risk to assets or earning capacity, and document and ensure communication of key risks
• Understanding of interest rate risk modeling and methodology, including duration, cross-currency, spread risks, or hedging strategies
• Understanding of key activities across multiple currencies and jurisdictions and implications for returns as well as relevant metrics (e.g., market, liquidity and/or interest rate risk metrics and assumptions).
• In the alternative, employer will accept a Master’s degree, or foreign equivalent, and four (4) years of experience.
• Employer will accept pre or post Master's degree experience.

Responsibilities

• Drive the prioritization of key Markets business requirements within Treasury risk stripes to ensure appropriate risk measurement and management in critical metrics and processes.
• Engage with Interest Rate Risk (IRR) and Funds Transfer Pricing (FTP) subject matter experts to understand key drivers and changes affecting Markets Treasury and local markets activity.
• Provide feedback and engage with stakeholders on proposed changes to IRR models, reflecting the impact of proposals on local markets activity.
• Engage with LM, risk, and the Markets business to support ongoing development and implementation of improvements to Citi’s liquidity stress testing assumptions to ensure assumptions and methodologies appropriately reflect Markets considerations, including HLA monetization, derivatives trading, and other major types of markets transactions for liquidity.
• Partner with Markets businesses and Treasury management to support the execution of key business strategies and initiatives.
• Analyze, assess, and define impacts on key interest rate risk, liquidity, and capital metrics, balance sheet usage, and funding requirements resulting from proposed transactions and initiatives.
• Collaborate with legal entity Treasury and other key stakeholders to understand and optimize returns across businesses and entities while ensuring businesses and entities continue to operate within key treasury risk limits.
• Utilize proprietary Citi systems such as GLRS, PEARL, Ruby, and Aqua to investigate reporting of Markets activities and identify issues in Treasury reporting of Markets business activities or initiatives.
• Assist in the buildout and development of relevant dashboards reflecting key Treasury metrics, with an emphasis on driving inclusion of metrics relevant to the Markets business to support transparency.
• Support testing changes to liquidity reporting enhancements affecting markets to ensure business activity is appropriately reflected.
• Perform ad-hoc analysis on Markets portfolios and develop presentations for senior management and key forums or committees on topics impacting treasury and markets stakeholders.

Benefits

• 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.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level