Funding & Investments Mgmt Sr. Lead Analyst

Citigroup • New York, NY

95d • $187,000 - $230,000 • Remote

About The Position

Citibank, N.A. seeks a Funding & Investments Mgmt Sr. Lead Analyst for its New York, New York location. The role involves performing quantitative analysis related to FX exposures and FX derivative transactions, analyzing financial data, interpreting results, and making data-driven recommendations. The analyst will conduct macroeconomic analysis for major developed markets and key emerging markets, analyze sovereign and corporate bonds for P/L, risk, and Net Present Value, and develop models to enhance hedging performance. Additionally, the analyst will help develop and maintain a scenario-based risk monitoring framework for FX & International Markets related limits and triggers. The position requires the use of financial modeling techniques and tools such as Excel, VBA, and Bloomberg. The analyst will also analyze portfolio measures of correlations, volatilities, and their influence on portfolio returns, support strategic analysis related to non-USD Capital investments, and apply corporate finance principles including risk assessment and return on investment. Responsibilities include assisting in transacting, booking, monitoring, and reporting on hedging activity, tracking competitors' net investment hedge and investment programs, maintaining relationships with counterparts, conducting quantitative analysis on debt hedging activities, and identifying digitization opportunities. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements

• Requires a Master's degree, or foreign equivalent, in Business Administration, Business Analytics, Finance, Strategy, Economics or related field.
• 4 years of experience as a Treasury FX Derivative Trader, Senior Analyst, Associate Analyst, Analyst or related position involving quantitative analysis, markets analysis.
• Alternatively, a Bachelor's degree in the stated fields and 6 years of specified progressive, post-baccalaureate experience is acceptable.
• 4 years of experience must include: Financial modeling techniques, including developing models from scratch and adjusting existing models.
• Experience with derivative products including forwards, options, and swaps.
• Knowledge of corporate finance principles including risk assessment, return on investment, financial metrics, and capital structuring.
• Experience analyzing financial data, interpreting results, and making data-driven recommendations.
• Understanding of portfolio measures of correlations, volatilities, and their influence on portfolio returns.
• Familiarity with macroeconomic indicators in Emerging Markets.
• Knowledge of accounting and balance sheet strategy.
• Proficiency in financial analysis software such as Excel, VBA, and Bloomberg.
• Experience in sell-side markets.

Responsibilities

• Perform quantitative analysis related to FX exposures and FX derivative transactions.
• Analyze financial data, interpret results, and make data-driven recommendations.
• Conduct macroeconomic analysis for major developed markets and key emerging markets.
• Analyze sovereign and corporate bonds for P/L, risk, and Net Present Value.
• Develop models to enhance hedging performance.
• Help develop and maintain a scenario-based risk monitoring framework for FX & International Markets related limits and triggers.
• Use financial modeling techniques and tools such as Excel, VBA, and Bloomberg.
• Analyze portfolio measures of correlations, volatilities, and their influence on portfolio returns.
• Support strategic analysis and initiatives related to non-USD Capital investments activity.
• Apply corporate finance principles including risk assessment, return on investment, financial metrics, and capital structuring.
• Assist in transacting, booking, monitoring, and reporting on hedging activity.
• Track competitors' net investment hedge and investment programs.
• Maintain and leverage relationships with counterparts to aid in portfolio strategy.
• Conduct quantitative analysis on debt hedging activities to provide recommendations and presentations to management.
• Identify digitization opportunities.

Benefits

• Medical, dental & vision coverage
• 401(k)
• Life, accident, and disability insurance
• Wellness programs
• 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
• Industry: Credit Intermediation and Related Activities
• Education Level: Master's degree