Citigroup Inc.
IRRBB Senior Lead Analyst - SVP
Citigroup Inc., Charlotte, North Carolina, United States, 28245
The Interest Rate Risk Lead Analyst will manage Interest Rate Risk across Citi, assessing the risk profile at the Citi level and each of the five major businesses. Citi Treasury manages the capital, funding, and liquidity of Citigroup legal entities while providing corporate oversight of liquidity risk, interest rate risk, and translation risk, and supports product, customer and geographic businesses with risk identification, risk management, product innovation and funding strategy. The Balance Sheet Management Lead Analyst works in the Interest Rate Risk in the Banking Book (IRRBB) Management team within Citi’s Corporate Treasury and is responsible for analyzing and managing Interest Rate Risk across the firm for the Banking Book. The IRRBB team partners with businesses and functions within the firm to establish and implement comprehensive Interest Rate Risk metrics for measurement and management of the IRR.
Responsibilities
Provide value added analysis on IRR metrics, including trends and likely changes given the expected interest rate environment to senior level committee.
Conduct sensitivity analysis of key IRR assumptions, quantifying and presenting results to senior management.
Perform stress testing across both static and dynamically evolving balance sheets.
Review IRRBB Legal Entity structure and materiality classifications as it relates to interest rate risk.
Ensure that Option Risk, Basis Risk, and Concentration Risk are adequately identified, monitored, and reported.
Prepare analysis and track progress on regulatory deliverables and enhancements to the IRRBB management process and controls, ensuring adherence to applicable regulatory requirements related to IRR.
Key content creation and curation support in preparation and presentation of Board-level and senior management reporting and visible executive communication on IRRBB issues and topics.
Liaise with Entity and Business Treasurers for measuring, analyzing, reporting and managing firm‑wide IRR metrics.
Qualifications
10+ years of experience in Finance, preferably Treasury or Risk Management.
Transfer Pricing, Forecasting, or interest rate risk experience is a plus.
Advanced analytical skills and the ability to see the big picture.
Tableau experience is a plus.
Excellent communication skills are imperative, including the ability to make complex subjects easily digestible for senior management.
Demonstrated PowerPoint and Excel skills, and the ability to prioritize in a fast‑paced environment.
Ability to interact with all levels of management and a proven team‑player mindset.
Education
Minimum Bachelor’s degree in Finance, Accounting, or a related field; Master’s or additional qualifications preferred.
Primary Location: Charlotte, North Carolina, United States
Primary Location Full Time Salary Range: $145,840.00 – $218,760.00
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.
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
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, review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.
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Responsibilities
Provide value added analysis on IRR metrics, including trends and likely changes given the expected interest rate environment to senior level committee.
Conduct sensitivity analysis of key IRR assumptions, quantifying and presenting results to senior management.
Perform stress testing across both static and dynamically evolving balance sheets.
Review IRRBB Legal Entity structure and materiality classifications as it relates to interest rate risk.
Ensure that Option Risk, Basis Risk, and Concentration Risk are adequately identified, monitored, and reported.
Prepare analysis and track progress on regulatory deliverables and enhancements to the IRRBB management process and controls, ensuring adherence to applicable regulatory requirements related to IRR.
Key content creation and curation support in preparation and presentation of Board-level and senior management reporting and visible executive communication on IRRBB issues and topics.
Liaise with Entity and Business Treasurers for measuring, analyzing, reporting and managing firm‑wide IRR metrics.
Qualifications
10+ years of experience in Finance, preferably Treasury or Risk Management.
Transfer Pricing, Forecasting, or interest rate risk experience is a plus.
Advanced analytical skills and the ability to see the big picture.
Tableau experience is a plus.
Excellent communication skills are imperative, including the ability to make complex subjects easily digestible for senior management.
Demonstrated PowerPoint and Excel skills, and the ability to prioritize in a fast‑paced environment.
Ability to interact with all levels of management and a proven team‑player mindset.
Education
Minimum Bachelor’s degree in Finance, Accounting, or a related field; Master’s or additional qualifications preferred.
Primary Location: Charlotte, North Carolina, United States
Primary Location Full Time Salary Range: $145,840.00 – $218,760.00
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.
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
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, review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.
#J-18808-Ljbffr