O Fallon, Missouri
The ALM Policy & Execution unit establishes and oversees the policies under which business assets and liabilities are priced based on interest rates and liquidity values, executes various transfer pricing processes, and ensures retained costs and balance sheet in Treasury are minimal through an effective allocation process.
The ALM function partners extensively with Independent Risk, Citi Treasury Investments (CTI), Treasury LFO, Interest Rate Risk Management, Treasury Analytics, the Balance Sheet Strategy and Optimization team, the Treasury GPO team, and business, legal entity and regional treasurers.
The position will provide execution capability and analysis relating to Liquidity Transfer Pricing including the transition to a new Funds Transfer Pricing System (Citi FTP). Systems transition will entail significant changes to existing processes and governance, which will require back testing of existing liquidity transfer pricing as well as evaluating and improving the efficiency and controls. Responsibilities include “actuals” bookings and forecasting of Transfer Pricing across various business segments. The role will also assist in the production of key regulatory reporting being required for Transfer Pricing across CBNA, including the Report on Funds Transfer Pricing. The role will require strong analytical and critical thinking skills as well as strong communication skills to analyze and explain transfer pricing impacts and interact with our various business and Treasury partners/stakeholders.
The ideal candidate will have some familiarity with Citi’s existing transfer pricing framework, systems (RUBY, Citi FTP, Pearl and Summit) and the relevant risk measures (interest rate risk framework). Additionally, ideal candidate will have familiarity with transfer pricing, liquidity and capital regulatory requirements (Funds Transfer Pricing “FTP”, Liquidity Premium “LP”, Liquidity Coverage Ratio “LCR” framework, Total Loss Absorbing Capacity “TLAC”, Resolution Liquidity Adequacy and Positioning “RLAP” and Net Stable Funding Ratio “NSFR”).
Given the high degree of direct interaction with businesses/stakeholders and the regulatory aspects required, this role will be located in New York City.
The function partners extensively with Independent Risk, Citi Treasury Investments, the Balance Sheet Strategy and Optimization Team, Interest Rate Risk Management team, and business, legal entity and regional/cluster treasurers.
Job Family Group:
Balance Sheet Management
Long Island City New York United States
Primary Location Salary Range:
$105,510.00 – $158,270.00
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