Treasury Risk Officer - Vice President, Risk
No salary listed
Senior, Expert
Bachelor's, Master's
Shanghai, China
Hybrid
Finance & BankingRisk Management
About the job
Requirements
- A bachelor's degree in Finance, Economics, Quantitative Risk Management, Financial Engineering, or Accounting is required.
- Six to ten or more years of relevant experience in Treasury Risk Management, Liquidity Risk, Balance Sheet or Asset-Liability Management Risk, or Non-Trading Market Risk in banking or financial institutions.
- In-depth technical expertise in Liquidity Risk, including liquidity coverage ratio, net stable funding ratio, internal liquidity stress testing, intraday liquidity, and collateral management, and in interest rate risk in the banking book and asset-liability management, including economic value of equity, earnings at risk, net interest income sensitivity, yield-curve modeling, and credit spread risk in the banking book.
- Expertise designing, quantitatively calibrating, and backtesting risk limits, stress scenarios, and early-warning trigger frameworks.
- Working knowledge of People's Bank of China and National Financial Regulatory Administration regulations and reporting standards, Basel III/IV frameworks, BCBS 248 intraday metrics, and BCBS 368 interest rate risk in the banking book standards.
- Ability to provide credible challenge to first-line Corporate Treasury, Market Treasury, and business heads.
- Experience working within a locally incorporated bank subsidiary or material legal-entity environment.
- High proficiency in advanced Excel/VBA, SQL, and financial risk engines; experience with Python or business intelligence tools and applying artificial intelligence or automation to streamline workflows.
- Full professional fluency in written and spoken English and Mandarin (Putonghua) is mandatory.
- Ability to communicate and write memos articulating complex balance-sheet, liquidity, and interest-rate risk dynamics to senior governance committees.
- Prior experience participating in regulatory examinations, risk assessments, and internal audits.
- Ability to prioritize and deliver under tight timelines.
Responsibilities
- Lead periodic and ad-hoc review, establishment, and quantitative recalibration of the company's Treasury Risk Limit Framework covering liquidity, interest rate risk in the banking book, and balance-sheet structure.
- Formulate and recalibrate Board-approved Risk Appetite Statements, Early Warning Indicators, and management triggers to reflect balance-sheet changes, business strategy, and market dynamics.
- Provide second-line challenge of limit methodologies, allocation waterfalls, buffer sizing, and scenario severity parameters.
- Drive second-line monitoring and independent oversight of intraday liquidity risk, time-critical payment and clearing obligations (CNAPS/CIPS), and intraday collateral mobilization.
- Assess and challenge intraday liquidity buffers, credit lines, central-bank pledged collateral, and overdraft facilities under normal and stressed conditions.
- Review and challenge the operational feasibility of the Contingency Funding Plan, liquidity escalation triggers, and asset monetization capabilities.
- Lead second-line review and credible challenge of Internal Liquidity Stress Testing frameworks, Resolution Liquidity Adequacy metrics, and survival-horizon metrics.
- Assess stress-scenario severity and relevance; review cash-flow projections, deposit-runoff assumptions, contingent-liquidity draws, and wholesale-funding rollovers.
- Evaluate the sizing, composition, currency mix, and unencumbered status of the High-Quality Liquid Assets buffer.
- Monitor and ensure compliance with People's Bank of China and National Financial Regulatory Administration liquidity ratios, including Liquidity Coverage Ratio, Net Stable Funding Ratio, Liquidity Ratio, and Net Cumulative Outflow metrics.
- Ensure compliance with National Financial Regulatory Administration interest rate risk in the banking book guidelines, People's Bank of China macroprudential requirements, and Basel BCBS 368 standards.
- Lead assessment, validation, and monitoring of regulatory Supervisory Outlier Tests for interest rate risk in the banking book.
- Oversee and validate local regulatory interest-rate-risk returns, interest-rate repricing-gap schedules, and supervisory stress-test submissions; provide technical risk support for People's Bank of China and National Financial Regulatory Administration examinations and inquiries.
- Track, interpret, and drive implementation of evolving prudential standards across interest rate risk in the banking book, credit spread risk in the banking book, and liquidity metrics, including BCBS 248 and Basel III/IV.
- Review, analyze, and challenge banking-book interest-rate-risk metrics, including Economic Value of Equity sensitivity, Earnings at Risk, and Net Interest Income sensitivity.
- Review and challenge behavioral modeling assumptions for non-maturity deposits, loan prepayments, deposit early redemptions, and Funds Transfer Pricing rules.
- Supervise variance analysis and driver attribution explaining balance-sheet metric movements.
- Prepare risk analytics and participate in the Asset and Liability Committee, Country Risk Management Committee, and Country Coordination Committee.
- Provide second-line input and independent challenge for the Non-Trading Market Risk and Liquidity Risk sections of the ICAAP and Recovery and Resolution Plans.
- Serve as primary risk contact for Internal Audit and external regulatory examinations; drive timely remediation of Corrective Action Plans and Manager's Control Assessments.
- Uphold conduct, ethics, and compliance standards, transparently managing and escalating risk and control issues.
Desired Qualifications
- A master's degree or professional certifications such as FRM or CFA are strongly preferred.
About the company
Citi runs banking, investment and payment services for companies, governments and individuals around the world. Its global network connects institutions with local banking systems, while its US consumer business sells credit cards and deposit accounts. Corporate clients use Citi to manage cash, finance trade and raise capital, and investors use its trading, custody and wealth services to hold and manage assets. The bank earns interest on loans and fees from payments, securities transactions, financial advice and account services. Citi traces its banking roots to 1812; the Citigroup holding company was formed in 1998, and its headquarters are in New York City.
Company Size
10,001+
Company Stage
IPO
Headquarters
New York City, New York
Founded
1812
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Simplify's Take
What believers are saying
- Revenue is expanding: Citi reported $24.8 billion in the June 2026 quarter, up 14% year over year.
- US parents get protected time: eligible Citi employees receive 16 weeks of bonding leave at full base pay.
- Institutional deposits are sticky: Citi says around 80% of Services deposits come from clients with relationships exceeding 15 years.
What critics are saying
- Lending losses remain substantial: Citi's net credit losses reached $2.4 billion in the June 2026 quarter.
- Australian hybrid roles require office time: Citi sets a minimum of three office days weekly for designated hybrid positions.
- Job cuts carry a cost: Citi booked roughly $500 million in severance in the March 2026 quarter.
What makes Citi unique
- Corporate payments move at scale: Citi processes around $6 trillion daily through its Treasury and Trade business.
- Deposits move beyond banking hours: Citi Token Services transfers cash between participating Citi branches around the clock.
- Employees use a shared AI workspace: Citi's Stylus platform reaches over 180,000 people for research and multi-step workflows.
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Benefits
- Health Insurance
- Dental Insurance
- Vision Insurance
- Life Insurance
- Disability Insurance
- 401(k) Retirement Plan
- 401(k) Company Match
- Wellness Program
- Paid Vacation
- Paid Sick Leave
- Paid Holidays