The primary focus of the Treasury Non Trading Market Risk Reporting team is to prepare complex and comprehensive risk management information in an accurate, timely and reliable manner. The team is heavily involved in providing Treasury, Risk Managers, Business Managers and Senior Management with critical data for portfolio monitoring, business reviews and regulatory reviews, as well as engaging in strategic initiatives and implementing new processes. The team interacts with a range of other stakeholders across the firm including Finance, Technology, Business units, and Audit, and also assists with ad-hoc deliverables for regulators and other external audiences whenever required. The role exists within the IRR treasury reporting group which is responsible for the analysis, commentary, and reporting of all IRR (Interest Rate Risk) exposure across the Asia Pacific and EMEA regions.
Responsibilities:
Evaluate and validate interest rate risk exposure. Including validation of cash flows to explain risk drivers, analysis of deposit modeling behavior and treasury hedging activity.
Engage with members of Treasury, ALM, Independent Market Risk and FP&A to explain drivers of variances in interest rate risk measures
Analysing material movements to understand underlying issues and providing concise explanations.
Manage / Prepare regular and time-sensitive analytics, visualizations and reports covering Citi's Credit & Interest Rate Risk Exposures
Provide critical data to Risk and Business management for portfolio monitoring and strategic decision-making. (including Regulatory Submissions).
Engage with Risk, Finance, Technology & business teams to provide in-depth analysis on the key Risk metrics and present the same during Senior Management Committee reviews. (Portfolio Review / ALCO etc.).
Business analysis support for solutions and platforms delivering risk data and risk reporting programs
Utilize Tableau to design visualizations, dashboards, and data flows
Drive organizational and innovative technology projects to execute strategy and deliver results.
Participate in critical Risk-wide initiatives such as platform implementation, end-user computing reduction, and process/data controls
Collaborate with risk and SME reporting leads on initiatives, key reports, and presentations
Realize opportunities to improve the timing, efficiency, and degree of automation for reporting deliverables
Participate in and support various new/evolving requirements, including significant new regulatory demands
Participate in initiatives to develop effective controls for data, data quality metrics and governance
Drive implementation of technology-dependent work through communication and partnership with Technology Teams
Communicating issues identified to impacted parties and implement corrective action plans.
Qualifications:
6+ years of experience in the finance services industry with strong experience in Risk, Finance, or Treasury.
Bachelor's or master's degree in a quantitative discipline (e.g. engineering, finance, economics, science)
Solid understanding of Asset and liability management and balance sheet analysis
Proficiency in Tableau, Power BI or other BI visualization tools
Advanced knowledge of EXCEL/VBA, Access and PowerPoint
Understanding of programming, technology systems, risk data, and automation
Strong analytical and problem-solving skills, and attention to details. Ability to quickly analyze granular details, summarize top-level trends, identify key drivers of trends and adeptly present findings.
Experience with managing/restructuring large, complex databases (e.g. with millions of records), and with programming languages such as Python, R and SAS, is preferable
Excellent written and verbal communication skills, and proven presentation skills. Ability to relay information to senior management in a succinct, insightful way, and negotiate internally with a broad range of stakeholders.
Good team player and excellent work ethics
Education:
Professional degree equivalent to CA / MBA Finance or Postgraduates from premier universities.
Master's degree in Finance, Bachelors / master's degree in engineering, computer science or other analytically intensive discipline
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Job Family Group:
Finance------------------------------------------------------
Job Family:
Financial Reporting------------------------------------------------------
Time Type:
Full time------------------------------------------------------
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