SVP; Transfer Pricing / Balance Sheet Mgnt Sr. Lead Analyst
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About The Position
The Asset and Liability Management (ALM) unit is a centralized function within Citigroup's Group Treasury and has three primary areas of focus: (1) ALM Policy & Execution (2) Interest Rate Risk Management and (3) ALM Analytics. The ALM Policy & Execution unit establishes and oversees the policies under which business assets and liabilities are priced based on interest rates and liquidity values, executes various transfer pricing processes, and ensures retained costs and balance sheet in Treasury are minimal through an effective allocation process. The Interest Rate Risk Management function evaluates, analyzes and manages Interest Rate Risk in the accrual businesses for Citigroup. The ALM Analytics function calculates, analyzes, and forecasts NIM and identifies optimization opportunities, allocates capital to Citigroup's businesses and analyzes interest rate risk exposures. The ALM function partners extensively with Independent Risk, Citi Treasury Investments (CTI), the Balance Sheet Strategy and Optimization team, the Treasury GPO team, and business, legal entity and regional treasurers. The position will provide execution capability and analytical analysis relating to Interest rate Transfer Pricing. This includes managing 'actuals' and forecasted transfer pricing across various business segments of CBNA businesses. Specifically this will cover Interest Rate Transfer Pricing (ITP), Liquidity Premium (LP), Credit Spread allocations and Corporate Treasury Asset Attribution of balance sheet. In addition, this role will support the long term transformation initiatives within transfer pricing including Balance Sheet Costing initiatives. The role will also assist in the production of key regulatory reporting being required for Transfer Pricing across CBNA, including the Report on Funds Transfer Pricing. The role will require strong analytical and critical thinking skills as well as strong communication skills analyze and explain liquidity transfer pricing impacts, including interaction with our various business and Treasury partners & stakeholders. The ideal candidate will have familiarity with liquidity transfer pricing frameworks and the relevant regulatory requirements (including various internal and regulatory liquidity, balance sheet and capital metrics). Given the high degree of direct interaction with businesses/stakeholders and the regulatory aspects required, this role will be located in New York City.
