The Balance Sheet Management (BSM) Non-Trading Market Risk (NTMR) Senior Analyst exhibits understanding of bank balance sheet management and optimization, balancing financial resources among different competing priorities and how other NTMR’s such as debt investment securities, commodity risk, equity price risk and credit spread risk in the banking book to achieving Corporate Treasury’s balance sheet optimization objectives and Citi’s strategic goals. Ability to learn and understand strategic direction of the function within the relevant part of the business. Excellent communication skills required in order to collaborate internally and engage a wide range and level of stakeholders. The role is to aid the NTMR manger with executing functional strategy in the designed area. Help with determining approach to implementing functional strategy and helping the NTMR manager with reflecting strategic influence on the business and interaction with other functions or businesses. 

Responsibilities:

• Contribute to BSM’s management process by providing key analytical insights and support with a primary focus on non-traded market risk including asset allocation for debt investment security. CSRBB, commodity, and equity. Provide support to the NTMR manager 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).
• Assist with aligning governance and management framework, procedures and controls for all legal entities that have NTMR risk in the Banking Book. Provide support to the NTMR manager to 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.
• Aid with identifying and remediating gaps in other non-trading market risk (excluding IRBB) 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 Finance CRO function, regulators, senior management and Non-Traded Market Risk governance committees.

Qualifications:

• 7 to 10 + years’ experience in Financial Services, Treasury, and 1st line foreign currency risk management. Market experience or Product Control experience for Markets business, especially in rates, agency MBS and foreign sovereign securities or FX derivatives is preferred.
• Proficient with non-trading market risk
• Capable of handling large quantity of data
• Demonstrated ability to understand regulatory, compliance, risk, financial management and data governance concerns
• Understanding of Bank ALM, Capital, and Liquidity considerations
• Experience in debt investment securities analytics, measurement, metrics and methodologies
• Proven ability to work under pressure in ambiguous environments
• Demonstrated ability leading the development of management framework
• Excellent oral and written communications skills.
• Demonstrates a sense of urgency, passion for results and personal accountability for achievement
• Proficient with accounting ledger system such as Full Suite, Ruby, Bloomberg, fixed income analytical tools, Python and/or database
• Strong power point presentation skills

Education:

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

Please Note: This is a hybrid position that requires working 3 days per week onsite at our Buffalo location. Relocation assistance is not provided.

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Job Family Group:

Finance

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Job Family:

Balance Sheet & Balance Sheet Attribution Management

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Time Type:

Full time

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Primary Location:

Getzville New York United States

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Primary Location Full Time Salary Range:

$125,200.00 - $187,800.00

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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Anticipated Posting Close Date:

Feb 07, 2025

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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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