Balance Sheet Management Modeling - VP C13

The BSM NTMR Group Manager will drive the production needs and lead various workstreams to develop, enhance, measure, and monitor 1st line Non-Trading Market Risk framework including Governance and Oversight, Metrics, Methodology, Measurement, Data and Infrastructure, Process and Controls, and Management for Commodity/Equity/CSRBB (credit spread in the banking book) Framework, FXRBB (FX risk in the banking book), stress testing analytics relating to CCAR and QMMF for Citi’s global Pensions, and AFS/HTM securities, and asset allocation design.   

This role will report to a senior manager and function as an integral member of the functional leadership team. The BSM NTMR Senior Manager exhibits intermediate understanding of bank balance sheet management and optimization, balancing financial resources among different competing priorities and how other Non-Traded Market Risk such as FXRBB, Commodity/Equity/CSRBB risk and OCI capital at risk and allocation of cash into debt investment securities contribute to achieving Corporate Treasury’s balance sheet optimization objectives and Citi’s strategic goals. Requires thorough understanding of strategic direction of the function within the relevant part of the business, combined with a solid conceptual/practical grounding in both the function and/or area of expertise and related subject areas. Excellent communication skills required in order to negotiate internally, often at a senior level. Some external communication/negotiation may be necessary. The role is responsible for aiding the Business Head and senior leaders in executing functional strategy in the designed area in partnership with other finance functions, businesses and risk management.

Responsibilities:

• Be a lead analyst to support to the implementation of and contribute to BSM’s process by providing key analytical insights across BSM functions with a primary focus on asset allocation, FXRBB, OCI stress testing analytics for (CCAR) and QMMF for pensions and AFS /HTM securities, Commodity/Equity/CSRBB risk. Provide leadership, market experience, and subject matter expertise for enhancing BSM’s analytics and methodologies and establishing Citi's first-line NTMR management framework (Policy/Standard/Procedures, models, methodologies, reporting, controls, processes, analytics, data and documentation). Be able to build meaningful presentations to display data accurately and timely.
• Use subject matter expertise to aid senior leaders in aligning governance and management framework, procedures and controls for all legal entities that have OCI Risk, FX risk, commodity risk, credit spread risk in the Banking Book. Liaise with businesses, legal entity treasury, CTI and Markets Treasury, and Controllers teams to ensure both an understanding and the ability to manage other non-trading market risks.
• Support the team and assist Manager with remediation gap efforts in other non-trading market risk as required by Tier 1 regulations and help to remediate regulatory/audit self-identified issues concerning other non-trading market risks in the banking book and achieve target state framework. Interact with 2nd line FinCRO function, regulators, senior management and Non-Traded Market Risk governance committees.
• Provides advice and counsel related to the technology or operations of the business.
• Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.
• Typically deals with complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting needs.

Qualifications:

• 6-8years experience in Financial Services, Treasury, and bank global liquidity investment portfolio
• Excellent Excel and PowerPoint skills for report building and presentations
• Intermediate knowledge in debt investment securities and non-trading market risk such as FXRBB, commodity risk, private equity risk and CSRBB, QMMF and CCAR for Pensions, ATM/AFS portfolios, etc.
• Intermediate understanding of regulatory, compliance, risk management and financial management, and data governance concerns
• Intermediate understanding of Bank ALM, Capital, and Liquidity considerations
• Intermediate experience in debt investment securities analytics, measurement, metrics and methodologies
• Demonstrated ability to collaboratively solution complex and dynamic processes
• Proven ability to work under pressure in ambiguous environments
• Excellent oral and written communications skills; Previous experience interacting and working with Executive Leaders
• Effective interpersonal skills
• Strong technical problem-solving skills
• Demonstrates a sense of urgency, passion for results and personal accountability for achievement

Education:

• Bachelor’s degree in Finance and Business or related fields; advanced degree is a plus.

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