Department Description
The Non-Trading Market Risk (NTMR) Operations within Treasury Chief Administrative Office (CAO) is responsible for reporting, analytics and data quality controls related to the firm’s Interest Rate Risk on Banking Book (IRRBB) and Credit Spread Risk arising from non-trading book activities (CSRBB). NTMR Operations’ main responsibilities include:
- Perform the monthly IRR reporting and analytics for Citigroup/CBNA as well as +70 IRRBB units at both legal entity and business level
- Lead data error identification, notification and adjustments
- Limit monitoring of IRR metrics
- Design, implement and monitor data quality controls in the IRR platform (RUBY)
- Provide oversight and governance for RUBY data quality and production to ensure it fits for purpose
- Manage the production and execution of the Ruby Data Forum, which increases transparency for critical deliverables and establishing a robust governance process
- Work closely with multiple groups within Treasury, Finance Chief Data Office, FP&A, and Technology to drive improvements in upstream data quality, enhance controls, and ensure successful process execution
Responsibilities
The Interest Rate Risk Analytics & Reporting Lead Analyst will be focused on providing variance analysis and commentaries on key drivers to ensure seniors have timely and accurate information on the firm's IRR position. The role also will support regulatory submissions including the quarterly FRB reporting. In addition, this role will support new reporting including Ramp and Plan Dynamic scenarios. Responsibilities include but not limited to:
- Analyze business specific interest rate risk exposure
- Engage with members of Treasury, ALM, FP&A, Independent Market Risk and Finance to explain drivers of variances in interest rate risk measures on a weekly, monthly and quarterly basis.
- Produce and present monthly executive presentations on consolidated accrual interest rate risk metrics for total Citigroup, Citibank, N.A. and Board of Directors meetings.
- Create and maintain comprehensive and interactive dashboards in Tableau
- Convert large datasets into comprehensive analytical and visual presentations
- Produce monthly executive presentations on various Liquidity metrics
- Perform related duties to comply with regulatory requirements (BCBS239).
- Identify potential process improvements and capabilities to increase consistency, transparency, and reliability of accrual interest rate risk reporting and analysis.
- Build relationships with key internal and external stakeholders such as Treasury and Independent Market Risk Managers.
- Provide ad-hoc support and analysis.
Qualifications
- Bachelor's Degree plus 10 years related experience or a master’s 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, Programming/VBA and the ability to multi-task.
- Strong communication and interpersonal skills.
- Self-motivated, results-oriented, with the ability to function effectively with multiple deadlines and work within a team environment.
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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:
$115,840.00 - $173,760.00
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.
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Anticipated Posting Close Date:
May 13, 2025------------------------------------------------------
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.
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What We Do
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