Treasury Risk Senior Analyst

Citibank, N.A. seeks a Treasury Risk Senior Analyst for its Getzville, NY location.

Duties: Review and analyze various treasury risk metrics under stress scenarios including the Basel Committee on Banking Supervision (BCBS) and the Global Systematic Stress Test (GSST). Generate and submit risk metrics reports to regulators, including the Office of the Comptroller of the Currency (OCC) and the Office of the Superintendent of Financial Institutions (OSFI), to meet Basel III regulation requirement. Perform monthly Interest Rate Risk Review and reporting for the RTU (Risk Taking Unit) or for the Business specifically. Monitor and report risk exposures for Citi’s Mortgage Servicing Rights (MSR) portfolio and Held-to-Maturity (HTM) mortgage loan portfolio. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Bachelor’s degree, or foreign equivalent, in Finance, Accounting, or a related field, and two (2) years of experience in the job offered, or in a related quantitative occupation performing data or risk analysis within the financial services industry. Two (2) years of experience must include: Utilizing financial derivatives and Greeks (risk metrics) for risk management and monitoring; Analyzing Balance Sheets using financial statement analysis; Utilizing financial models for risk analysis and financial forecasting; Monitoring exposures from financial products including fixed income securities and financial derivatives; and Analyzing financial statements and risk management reports using Tableau and Excel VBA. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/.  Please reference Job ID# 25869420. EO Employer.

Wage Range:                $95,805.00 to $95,805.00

Job Family Group:        Risk Management

Job Family:                  Treasury Risk

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In 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.

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