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Balance Sheet Management, Head of Balance Sheet Analytics - Managing Director C16
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$500,000 a year
Full-time
- The BSM function is a division of circa 200 professionals within Treasury and is part of Citigroup’s broader Finance organization.
- First Line Non-Trading Market Risk Management: analyzes, measures and defines management frameworks and policies for non-trading interest rate, foreign exchange, equity, credit spread and commodity risks.
- Funds Transfer Pricing (FTP): establishes and oversees the policies under which business assets and liabilities are transfer priced based on interest rates and liquidity values; executes firm-wide transfer pricing processes; and ensures retained costs and balance sheet in Treasury are minimal through an effective attribution process
- Balance Sheet Analytics: Designs and develops models, analytics, and business information platforms for BSM and across the wider Treasury team, with a particular focus on Asset and Liability Management (ALM) and deposit analytics.
- The Lead Group Manager is a strategic professional who closely follows latest developments in Asset Liability Management, balance sheet modelling, large language models, machine learning and business intelligence tools.
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