Citi
Location: New York,NY, USA
Date: 2024-11-26T07:34:11Z
Job Description:
Balance Sheet Management and Non-Trading Market Risk( BSM ) FunctionThe BSM function is a division of circa 200 professionals within Treasury and is part of Citigroup's broader Finance organization. BSM's specific responsibilities cover the following: 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 processCapital Attribution: Designs and implements the methodologies for attributing capital usage to businesses.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.Methodology and Policy Development: Leads cross functional workstreams to design, enhance, and evolve frameworks and methodologies.Asset Allocation: Designs and manages Treasury's security portfolio allocation process across Citi's $400bn+ global non-trading securities portfolios.Head of Balance Sheet Integrated SolutionsThis role reports to the Head of Analytics and manages a team of around 10 people. The successful candidate will partner across the function to develop sophisticated balance sheet dashboards and analytics support Treasury decision making. The Senior Group Manager is a professional who closely follows latest developments in business intelligence tools, large language models and machine learning. Responsibilities:Develop business information tools to support treasury decision making, across balance sheet and NII projections, liquidity, capital and non-traded market riskPartner across Treasury to identify opportunities and deliver analytics to enhance the team's efficiency and capabilitiesOversee a team responsible for developing and maintaining a production quality code baseMaintaining appropriate controls and across the software development lifecycleQualifications:15 plus years of experience within financial servicesSolid understanding of financial products on a bank's balance sheetHighly developed coding and system architecture skillsAbility to summarize and visualize complex data into digestible formatsEffective leadership and management skills with ability to build relationshipsClear concise communication skills, both oral and writtenExcellent analytical and problem solving abilityAbility to multi-task and ability to work under pressureEducation:Bachelors degree, potentially Masters degree and managerial experience------------------------------------------------------Job Family Group: Finance------------------------------------------------------Job Family:Balance Sheet Management------------------------------------------------------Time Type:Full time------------------------------------------------------Primary Location:New York New York United States------------------------------------------------------Primary Location Full Time Salary Range:$170,000.00 - $300,000.00In 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.------------------------------------------------------Anticipated Posting Close Date:Dec 13, 2024------------------------------------------------------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.View the EEO is the Law poster. View the EEO is the Law Supplement.View the EEO Policy Statement.View the Pay Transparency Posting
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