The BSM NTMR senior analyst exhibits understanding of bank balance sheet management and optimization, balancing financial resources among different competing priorities and how other Non-Trading Market Risk such as FXRBB, Commodity/Equity/CSRBB risk and OCI capital at risk and allocation of cash into debt investment securities contribute to achieving Corporate Treasury's balance sheet optimization objectives and Citi's strategic goals. Ability to learn and understand strategic direction of the function within the relevant part of the business. Good communication skills required in order to collaborate internally and engage a wide range and level of stakeholders . The role is to assist the NTMR manger with executing functional strategy in the designed area. Assist with determining approach to implementing functional strategy and assisting the NTMR manager with reflecting strategic influence on the business and interaction with other functions or businesses.
Responsibilities:
Contribute to BSM's management process by providing key analytical insights and support with a primary focus on asset allocation, FXRBB, Commodity/Equity/CSRBB risk. Provide support to the NTMR manager for enhancing BSM's analytics and methodologies and establishing Citi's first-line NTMR management framework (Policy/Standard/Procedures, models, methodologies, reporting, controls, processes, analytics, data and documentation).
Assist with aligning governance and management framework, procedures and controls for all legal entities that have OCI Risk, FX risk , commodity risk, credit spread risk in the Banking Book. Provide support to the NTMR manager to liaise with businesses, legal entity treasury, CTI and Markets Treasury, and Controllers teams to ensure both an understanding and the ability to manage other non-trading market risks.
Assist with identifying and remediating gaps in other non-trading market risk (excl IRBB) as required by Tier 1 regulations and help to remediate regulatory/audit self-identified issues concerning other non-trading market risks in the banking book and achieve target state framework. Interact with 2nd line Finance CRO function, regulators, senior management and Non-Traded Market Risk governance committees.
Qualifications:
7 - 10 + years experience in Financial Services, Treasury, and bank global liquidity investment portfolio. Market experience is preferred
Proficient with debt investment securities and non-trading market risk such as FXRBB, commodity risk, private equity risk and CSRBB
Demonstrate ability to understand regulatory, compliance, risk management and financial management, and data governance concerns
Understanding of Bank ALM, Capital, and Liquidity considerations
Experience in debt investment securities analytics, measurement, metrics and methodologies
Demonstrates thorough knowledge fundamental Balance Sheet and P&L
Proficient with Bloomberg, fixed income analytical tool (e.g. yield book), Python or other database experience is a plus
Education:
Bachelor's degree required; advanced degree a plus
------------------------------------------------------
Job Family Group:
Finance------------------------------------------------------
Job Family:
Balance Sheet Management------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Primary Location:
Getzville New York United States------------------------------------------------------
Primary Location Full Time Salary Range:
$125,200.00 - $187,800.00
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.
------------------------------------------------------
Anticipated Posting Close Date:
Nov 19, 2024------------------------------------------------------
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 reviewAccessibility at Citi.
View the "EEO is the Law" poster. View theEEO is the Law Supplement .
View theEEO Policy Statement .
View thePay Transparency Posting