Balance Sheet Mgmt Lead Analyst – VP

Jacksonville, Florida
Citi
The Balance Sheet Management (“BSM”) unit is a division within Treasury, and is part of Citigroup’s broader Finance organization. Balance Sheet Management’s specific responsibilities cover five key areas:

• Capital Management & Portfolio Analytics:
• Designs the methodologies for estimating the Stress Capital Buffer (SCB).
• Designs the methodologies for allocating capital limits and attributing capital usage to businesses; and leads the design and delivery of portfolio management reporting
• Proposes Capital Policy design to Capital Committee including capital targets and buffers, and manages capital distribution strategy; g and analytical capabilities to support Treasury’s securities portfolios.
• Asset and Liability Management (ALM):
  • FTP Governance & Execution: establishes and oversees the policies under which business assets and liabilities are priced based on interest rates and liquidity values; executes various firm-wide transfer pricing processes; and ensures retained costs and balance sheet in Treasury are minimal through an effective allocation process
  • Interest Rate Risk Management: evaluates, analyses, and reports Interest Rate Risk in the accrual businesses for Citigroup
  • Balance Sheet Analytics & Management: conducts analytics related to the firm’s balance sheet, NIR/NIM and associated financial metrics to drive financial resource allocations, and leading on internal and external communication of the strategy and performance of the balance sheet
• Balance Sheet Costing (Infrastructure): Leads the design, development, and implementation of the firm’s Funds Transfer Pricing system.
• Balance Sheet Costing (Methodology): Leads cross-functional working groups to design and evolve Balance Sheet costing frameworks and methodologies, which flow into the attribution of resource costs / benefits across users/providers of balance sheet resources.
• Asset Allocation: Designs and manages Treasury’s allocation process on security portfolio strategy for Citi’s $400bn+ global liquidity portfolios. The team also performs the review and challenge of the Stress Testing results for securities portfolios, and oversees model governance for models related to valuation and forecasting of AFS/HTM asset classes.

The successful candidate will participate in modeling and model governance process over the variety of models related to capital management.

Key Responsibilities

• Assist in the development and testing of variety of models related to Capital Management, stress testing, in accordance with Citi’s Model Risk Management requirements, including:
  • As a part of model development, assisting in the design of the model framework, and performing a set of required statistical, quantitative and qualitative tests
  • Producing model documentation according to Model Risk Management guidelines, as well as preparing the related presentation materials to the senior management and regulators, as needed
  • Participating in the model ongoing performance assessment processes
• Partner with Citi’s business leaders and Technology teams in the development, implementation, documentation and use of models.
• Assist in coordinating and liaising with businesses and functions to educate and garner support for project initiatives.
• Contribute and support other cross-group projects and initiatives.

Experience & Qualifications

• 3 or more years of previous experience working in the finance industry.
• Minimum Bachelor’s degree in a quantitative-focused discipline.
• Coding knowledge such as Python, R or SQL.
• Experience in developing and/or validating of models.
• Knowledge of financial instruments and products including an awareness of bank regulation, accounting, valuation techniques and risk measurement.
• Analytical background with problem solving skills and an ability to assimilate information across a variety of financial disciplines.
• Strong interpersonal and communication skills, both oral and written, with the ability to converse with a wide variety of people across functions / seniority.
• Expert in use of Microsoft Office applications (Excel, PowerPoint and Word).
• High energy, self-starter with a flexible and pragmatic attitude and a desire to show continued progress.

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Job Family Group:

Finance –

Job Family:

Balance Sheet Management

Time Type:

Full time

Primary Location:

Long Island City New York United States

Primary Location Salary Range:

$137,610.00 – $206,420.00

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.

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