Balance Sheet Management Analyst, Senior Vice President

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem solving and communication to Citi’s Finance Team.

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview

Citi Treasury manages the capital, funding, and liquidity of Citigroup legal entities; manages and provides corporate oversight of liquidity risk, interest rate risk, currency translation risk; and supports product, customer and geographic businesses with risk identification, risk management, product innovation and funding strategy.

The Balance Sheet Management Analyst will work in the Interest Rate Risk in the Banking Book (IRRBB) Management team within Citi’s Corporate Treasury. The IRRBB team is responsible for analysing and managing Interest Rate Risk (IRR) across the firm for the Banking Book. The IRRBB team partners with businesses and functions across the firm to establish and implement comprehensive Interest Rate Risk metrics to enable the measurement and management of the IRR.

What you’ll do

• Provide value added analysis on IRR metrics inclusive of trends and likely changes given the expected interest rate environment to senior level committees.
• Conduct sensitivity analysis of key IRR assumptions both quantifying and presenting results to senior management
• Perform stress testing across both static and dynamically evolving balance sheets
• Conduct optionality analysis of the banking book, identifying and quantifying potential risk
• Produce value added analysis for business specific risk exposure aligning methodologies of modelling IRR for deposits and loans vs funds transfer pricing (FTP)
• Prepare analysis and track progress on regulatory deliverables and enhancements to the IRRBB management process and controls and ensure adherence to all US regulatory requirements related to IRR
• Key content creation and curation support in preparation and presentation of Board-level and senior management reporting and visible executive communication on IRRBB issues and topics
• Liaise with Entity and Business Treasurers for measuring, analysing, reporting and managing firm-wide IRR metrics

What we’ll need from you

• Experience in Financial Services.
• Demonstrates thorough knowledge fundamental Balance Sheet and P&L.
• Experience with Interest Rate Risk and Banking Book products (deposits, loans, debt, investments, derivatives, etc.).
• Strong communication and interpersonal skills.
• Must have advanced analytical skills but also the ability to see the big picture.
• Excellent communication skills are imperative i.e. ability to make complex subjects easily digestible for senior management.
• Ability to prioritize in a fast-paced environment Ability to interact with all levels of management Must be a team player.
• Bachelors degree, potentially Masters degree.
• Industry qualifications such as CFA, FRM will be a plus.

What we can offer you

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as: 

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure
• A discretional annual performance related bonus 
• Private medical insurance packages to suit your personal circumstances
• Employee Assistance Programme
• Pension Plan 
• Paid Parental Leave 
• Special discounts for employees, family, and friends 
• Access to an array of learning and development resources 

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day.  We want the best talent around the world to be energised to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities. 

 #LI-JD7

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Job Family Group:

Finance

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Job Family:

Balance Sheet & Balance Sheet Attribution Management

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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.

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