Citibank, N.A. seeks an Asset/Liability Optimization Senior Group Manager for its New York, New York location.
Duties:
- Work with Liquidity Management Services (LMS) Product Teams, Treasury, and Finance functions in order to establish strategy.
- Work with regional teams to set the deposit strategy.
- Drive funds transfer pricing objectives and ensure that deposit behaviors are appropriately reflected.
- Assess Funds Transfer Pricing architecture to ensure that deposit business changes are appropriately covered without unanticipated impacts.
- Conduct in-depth country assessment of funds transfer pricing methodologies to ensure appropriate behavioral treatment of deposits.
- Provide further visibility on regional single yield curve assumptions and results.
- Achieve consistency in Transfer Pricing policy and performance, enforce economically sound policies and practices.
- Engage with senior managers to discuss and challenge key funds transfer pricing methodologies.
- Lead TTS efforts in assessing and challenging current single yield curve, interest rate risk, and hedge methodologies that impact TTS regions.
- Support the delivery of TTS (Trade and Treasury Services) treasury-related regulatory and Consent Order requirements.
- Work on setting balance sheet and spread optimization objectives.
- Develop analytics necessary to proactively manage the balance sheet and monitor progress and performance against stated objectives/targets.
- Conduct interest rate exposure assessment of deposit portfolios client return analytics, spread performance, balance regressions, global comparative performance, and price reviews.
- Support ongoing monitoring of balance sheet items with regulatory implications.
- Ensure that allocated assets have the proper risk associated against returns.
- Enhance intraday allocation process and roll over to other regions.
- Drive discussions for LMS around capital allocation methodology.
- Provide leadership to the regions by setting direction.
- Set principles to ensure that deposits are appropriately reflected.
- Identify revenue opportunities that may be achieved through product design and spread management.
- Represent LMS in Global Liquidity management forums to ensure that liquidity premium is appropriately reflected for the deposit business.
- Influence Balance Sheet Costing methodologies.
- Lead RWA discussion with peers.
- Contribute to capital allocation methodology change in the franchise.
Requirements:
Requires a Bachelor's degree, or foreign equivalent, in Business Administration, Finance or related field and 8 years of progressively responsible post-baccalaureate experience as a Trader, Country Treasurer, Country Markets Head, Treasurer Assistant, Treasury Sales, or related position performing risk management within a global financial services institution. 8 years of experience must include:
- Asset / Liability management;
- Funds transfer pricing;
- Global optimization techniques including single yield Curve and Beta hedge;
- Interest rate risk and economic value sensitivity analysis;
- Deposit behaviors, asset-liability management, planning and analysis;
- Excel and MS Access.
Applicants submit resumes at . Please reference Job ID #24723878. EO Employer.
Wage Range:
$277,410 to $277,410
Job Family Group:
Product Management and Development
Job Family:
Asset/Liability Optimization
Time Type:
Full time
Primary Location:
New York, New York, United States
Primary Location Salary Range:
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. Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi .
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