Job Description:

Job information Interest Rate Risk Lead Analyst - VP from the Company Citi, this latest Interest Rate Risk Lead Analyst - VP job vacancy is located in the city London located in the country United Kingdom . This latest job opening is open to job seekers who have the latest education / graduate GCSE . Job Vacancies in this Interest field have been opened and published up to the specified time.

Job Responsibility:

Role Introduction / Overview:

The Interest Rate Risk Analyst will manage Interest Rate Risk across Citi including assessing the risk profile of each of the 5 businesses. Analysing, presenting and working with senior leaders across the Bank to effectively understand and utilize multiple metrics to manage risk to both net interest income and capital.

Business / Team 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.

Some of the key responsibilities in the role:

• 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
• Review of IRRBB Legal Entity structure and materiality classifications as it relates to interest rate risk
• Ensure that Option Risk, Basis Risk and Concentration Risk are adequately identified, monitored, and reported
• Prepare analysis and track progress on regulatory deliverables and enhancements to the IRRBB management process and controls and ensure adherence to all applicable 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

Development Value:

Successful candidate will obtain a subject matter expertise on the entirety of Citi's banking book balance sheet and interest rate risk related products. Working with several different stakeholders spread across both the 1st line and second lines of defense analysing metrics over both a static and dynamically evolving forecasted period.

What knowledge, skills and experience we'll need from you:

• Bachelor's degree in finance or related field preferred,
• 5-10 years of experience in Finance, preferable Treasury or Risk Management
• Transfer Pricing, Forecasting, or interest rate risk experience a plus
• 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
• Exercises proven Power Point and Excel skills
• Ability to prioritize in a fast-paced environment Ability to interact with all levels of management and must be a team player

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Job Family Group:

Finance

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Job Family:

Balance Sheet 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.

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Keywords : London jobs

Closed Date : 2025-02-19