8 days old

Treasury Risk Reporting Sr. Analyst

Citigroup
Getzville, NY 14068
The Treasury Risk Reporting & Analysis team within the Risk Reporting organization focuses on producing, analyzing and reporting accrual risk metrics for businesses throughout the firm. The team works with Risk Managers, Treasury and Finance to establish reporting requirements, develop the tools and analysis necessary to proactively identify and manage risk with respect to portfolios and products while continuously updating the process to reflect the current business structure.


Accrual risk metrics include Interest Rate Exposure (IRE), Economic Value Sensitivity, Economic Risk Capital, OCI Capital at Risk, and numerous Stress Scenarios. The team utilizes the RUBY system as the firms standard platform for interest rate risk measurement. RUBY will support more sophisticated and granular product models and dynamic forecasting of net interest revenue under different scenarios.


+ 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 IRR 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:


+ Bachelors Degree and 5-8 years of relevant experience in financial services, risk management, treasury or an advanced degree in related field.

+ Masters in Finance, Business, Engineering, Marketing or MBA preferred.

+ Proficiency in Microsoft Excel and Power Point presentation is required

+ CFA, CPA or FRM a plus.

+ Strong communication and interpersonal skills.

+ Self-motivated, results-oriented, with the ability to function effectively with multiple deadlines and work within a team environment.

+ Knowledge in power point, excel based spreadsheet modeling, VBA


VBA


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**Job Family Group:**


Risk Management

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**Job Family:**


Risk Reporting

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**Time Type:**


Full time

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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 **Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)** .


View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .


View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) .


View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf)


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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

Categories

Posted: 2022-05-13 Expires: 2022-06-12

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Treasury Risk Reporting Sr. Analyst

Citigroup
Getzville, NY 14068

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