Citi Treasury Investments - In Business Risk Manager
The CTI Analytics Team is unit within CTI that is responsible for various aspects of support for the 4 CTI portfolios primarily related to CTI's Business Unit Management. This includes daily economic value reporting and validation of desk level P&L, Regulatory oversight, Control and Compliance framework as well as implementation of key business initiatives and Infrastructure re-engineering.
The role is an In-Business Risk Manager function supporting the day-to-day Risk analysis and reporting for the CTI Investment portfolio across the MBS, Rates, FXCM and Credit portfolios.
The role requires ongoing monitoring all investments including securities and derivatives with additional responsibility for oversight of the daily EV and Cost to Close profit attribution analysis. The CTI In-Business Risk Manager will be expected to provide day-to-day review and explanation of the risks, metrics, positions, economic value, cost to close, and risks related to hedging strategies related to the CTI Treasury business. The candidate will also be involved in key business initiatives driving implementation of both strategic and tactical solutions on behalf of the business. Key responsibilities include:
- Daily support all four CTI portfolio teams
- Liaison with Treasury Risk, Risk reporting and the Treasury teams supporting on Liquidity / Risk measurement (GLM and IRR teams)
- Improve risk capture and metrics for individual products
- Develop and implement internal risk reports, with specific focus on Simpliciti
- Sizing, implementation and maintenance of risk limits and triggers for CTI
- Implementation of risk frameworks within the overall Risk Appetite Framework
- Improve governance and liaison with teams (e.g. MQA) who sponsor risk models used by CTI
- Understand cross asset risks across CTI portfolios
- EV and attribution analysis
- Own the Material Risk Inventory for CTI
- Liason with Internal Audit, Compliance, Legal, Product Control, Operations, and Technology on risk related issues, limits, Errors, system enhancements, data issues
- Project participation: Establishment of CTI EV PAA reporting framework, Development and implementation of CTI risk-rating process for all current and future products consistent with firm-wide approach, coordinate business process and threshold monitoring for large, complex, and illiquid trades.
Job Family Group:
- 10+ years of experience with significant time spent in Market Risk or Financial Analysis role at a business unit or corporate level within a global financial services organization, with a specific focus on Investment Portfolio related Risk analytics, reporting and monitoring.
- Product knowledge of securities, debt, derivatives, and funding instruments.
- Strong quant and coding skills
- Strong project management skills with proven ability to drive results
- Experience designing and implementing risk tools / limits / models
- Knowledge of Citi risk systems and models would be beneficial
- Ability to work independently.
- Accounting knowledge of FAS133, AFS, HTM, MTM a plus.
- Exceptional analytical and problem-solving skills
- Ability to establish strong internal relationships across businesses and functions and to work in partnership with multiple parties to achieve shared goals.
- Excellent written and verbal communication skills.
- Proficient in Microsoft Office applications (Excel, PowerPoint, Word, Access) with knowledge of VBA a plus.
Finance Job Family:
Balance Sheet Management Time Type:
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