CBNA Treasury Interest Rate Risk Sr Lead Analyst - C14/SVP

The Balance Sheet Mgmt Sr Ld Anlst is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. Typically a small number of people within the business that provide the same level of expertise. Excellent communication skills required in order to negotiate internally, often at a senior level. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Accountable for significant direct business results or authoritative advice regarding the operations of the business. Necessitates a degree of responsibility over technical strategy. Primarily affects a sub-function. Responsible for handling staff management issues, including resource management and allocation of work within the team/project.

Responsibilities:

• Contributes to the governance of funding, investing and analytics of the balance sheet. This includes
• Participates in managing liquidity and interest rate risk, the capital/legal entity structure and capital planning as well as managing rating agency relationships.
• Involved in capital markets activities including commercial paper and securitization; liquidity, accrual risk oversight and transfer pricing.
• The position will require both individual analytical work as well as partnership across teams to identify solutions to business inquiries in a timely manner and own the implementation / execution steps to autonomousl drive open issues to completion.
• Directs project prioritization, platform direction, and future state planning and strategic direction.
• Exposure into various facets of Risk and Finance Processes within Citi; interacting with various levels within the organization.
• Performs other duties and functions as assigned
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications:

• 10 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

• Monitor CBNA and U.S. interest rate risk metrics and work closely with the Asset/Liability Management team within Citi Treasury and Citi Market Risk Management to understand the drivers of interest rate risk and periodic changes to those metrics, for the above entities.
• Make recommendations to the U.S. Bank Entity Treasurer and the CBNA Treasurer for actions to ensure those entities interest rate risk remain within established limits and triggers, and immediately escalate any breaches.
• Work closely with Citi Treasury Investments to understand the actions taken by that group to execute management of interest rate risk.
• Prepare monthly presentations to the CBNA ALCO and other relevant bodies as necessary addressing the interest rate risk of the entities.
• Work with Balance Sheet Management team to understand the net interest revenue and net interest margin of CBNA and the U.S. Bank, including the impact of changes to interest rates and other factors such as changes to balance sheet mix.
• Collaborate with Business Treasury teams to validate changes to business assumptions and their impact on interest rate exposure
• Collaborate with cross-functional teams on the execution of  balance sheet forecasting, including Annual Business Plan, period Plan updates and outlooks, CCAR/DFAST and Funding and Liquidity Plan
• Coordinate with country treasurers on balance sheet optimization and forecasting for bank entities, including the allocation of assets and deposit targets
• Drive efforts in support of various strategic initiatives including CBNA’s resolution/recovery plans, strategic plan and other ad hoc initiatives

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Job Family Group:

Finance

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Job Family:

Balance