Hispanic Technology Executive Council

The Finance Chief Risk Officer organization provides risk management oversight of the Global Finance function, including effective risk challenge and mitigation of risk for capital, liquidity, interest rate risk and Treasury investments, and ensures compliance with all risk-related regulatory requirements.. In addition, the team oversees the key risk management methodologies and calculations, including CECL and IFRS9 for credit reserves, and Basel Advanced RWA.. The Non-Trading Market Risk Management team is a newly formed group as part of the Finance CRO organization, is responsible for independent risk management of non-trading market risk, including interest rate risk in the banking book as well as market risk management of Treasury Investments.. Engage with members of Treasury, FP&A and Finance to explain drivers of variances in interest rate risk measures.. Experience with Interest Rate Risk and Banking Book products (deposits, loans, debt, investments, derivatives, etc.)

reporting

Job Description
Overview
The Finance Chief Risk Officer organization provides risk management oversight of the Global Finance function, including effective risk challenge and mitigation of risk for capital, liquidity, interest rate risk and Treasury investments, and ensures compliance with all risk-related regulatory requirements. In addition, the team oversees the key risk management methodologies and calculations, including CECL and IFRS9 for credit reserves, and Basel Advanced RWA.
The Non-Trading Market Risk Management team is a newly formed group as part of the Finance CRO organization, is responsible for independent risk management of non-trading market risk, including interest rate risk in the banking book as well as market risk management of Treasury Investments. It identifies, measures, and monitors non-trading market risks and it provides independent review and challenge to the first-line activities.
Responsibilities
Analyze global business specific interest rate risk exposure.Analysis will include the effects of interest rates on both Net Interest Revenue and Capital for the Interest Rate Risk Banking Book balance sheet.
Validation of cash flows to explain risk drivers. Analysis of deposit modeling behavior, investment securities, derivatives and loans including mortgages.
Engage with members of Treasury, FP&A and Finance to explain drivers of variances in interest rate risk measures.
Identify potential process improvements and capabilities to increase consistency, transparency, and reliability of accrual interest rate risk reporting and analysis.
Ensuring correct product risk modeling, data accuracy, and balance sheet forecasting to establish precise factor calculation for Interest Rate Risk Management.
Provide ad-hoc support and analysis.
Participates in efforts to ensure the Risk Organization complies with the Citigroup Data Management Policy
Ensure delivery of Regulatory tracked Monthly Interest Rate Risk Metrics to Senior Management by T+30
Design and implement effective control processes to ensure accurate and timely reporting of metrics
Ensure compliance with BCBS 239
Qualifications:
Bachelor's Degree plus 5+ years related experience or a masters degree plus relative experience in the financial services industry.
Experience with Interest Rate Risk and Banking Book products (deposits, loans, debt, investments, derivatives, etc.) a plus.
Industry qualifications such as CFA, FRM will be a plus
Highly motivated, proficient Excel/Data analysis and the ability to multi-task.
Good communication skills
Education:
Bachelors/University degree, Masters degree preferred.
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Job Family Group:
Risk Management -------------------------------------------------
Job Family:
Treasury Risk ------------------------------------------------------
Time Type:
Full time ------------------------------------------------------
Primary Location:
Getzville New York United States ------------------------------------------------------
Primary Location Salary Range:
$100,800.00 - $151,200.00 ------------------------------------------------------
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 review .
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