Responsibilities:
Determine requirements and develop analytical for Interest Rate Risk in Banking Book (IRRBB) and reporting designs based on the analysis of business needs, objectives, and existinginfrastructure.
Support design and development of solutions for portfolio analytics and business intelligence for products traded by Treasury (Investment Securities AFS/HTM, Derivatives and Capital Hedging portfolios, AFS/HTM, derivatives (fair value hedges, cash flow hedges and Capital Hedging portfolio), Long Term debt and Transfer pricing portfolios.
Create prototypes for analytics related to derivatives portfolios comprised of interest rate swaps and cross currency swaps using inputs from data reporting systems and pricing tools including derivatives pricing engine (DP model).
Project management activities for centralized and enhancedfinancial/risk/managementreporting.
Build relationships with stakeholders. Analyze portfolio management models used by desk using various underlying financial and economic variables.
Advise regarding valuation and reporting of fixed income securities, hedging programs, and reporting projects.
Coordinate to provide centralized and enhancedfinancial/risk/managementreports.
Review portfolio models and reports to identify opportunities for streamlining portfolio analytics and reporting.
Design portfolio management dashboard using financial analysis, trend analysis and correlation analysis techniques.
Collaborate to build new analytical and reporting items across different platforms used by finance organization in Citi.
Work with trading desk partners to analyze underlying financial and risk model setups used in portfolio analysis and reporting systems.
Provide user training and working group sessions to demonstrate analytics and reporting capabilities.
Portfolio digitization to enhance capabilities and develop foundation for future innovations.
Review digitization tools MicroStrategy, Power BI, Tableau to maximize reporting effectiveness.
Qualifications:
8 plus years of experience working for a financial services organization
Experience with effectively analyzing Actual and Forecast results with a comprehensive knowledge of Transfer Pricing and other Intercompany items
Thorough knowledge of key Interest Rate Risk metrics (IRE, EVS) , working knowledge of Citigroup Financial Systems (PEARL / GENESIS / Etc.)
Proficiency with standard analysis tools (Excel / Access / SQL)
Excellent written and oral communication
Demonstrates thorough knowledge fundamental Balance Sheet and P&L
Education:
Bachelors degree, potentially Masters degree in Finance, Economics or quantitative discipline.
Finance certifications like CFA, CPA, FRM will be preferred.
Please Note: This is a hybrid position that requires working 3 days per week onsite at our Buffalo location. Relocation assistance is not provided.
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Job Family Group:
Finance------------------------------------------------------
Job Family:
Financial Reporting------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Primary Location:
Getzville New York United States------------------------------------------------------
Primary Location Full Time Salary Range:
$92,000.00 - $138,000.00
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:
Jan 16, 2025------------------------------------------------------
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.
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