VP, Treasury Risk Reporting, Getzville, New York

The Treasury Risk Reporting & Analysis team within the Risk Reporting organization focuses on producing, analyzing and reporting accrual risk metrics for businesses throughout the firm. The team works with Risk Managers, Treasury and Finance to establish reporting requirements, develop the tools and analysis necessary to proactively identify and manage risk with respect to portfolios and products while continuously updating the process to reflect the current business structure.

Accrual risk metrics include 48 Interest Rate Exposure (IRE), 4 Economic Value Sensitivity, Economic Risk Capital, OCI Capital at Risk, and numerous Stress Scenarios.

The team is working towards completing a multiyear, cross-functional effort to implement the RUBY system as the firm's standard platform for interest rate risk measurement. RUBY will support more sophisticated and granular product models and dynamic forecasting of net interest revenue under different scenarios.

• Analyze business specific interest rate risk exposure.
• Engage with members of Treasury, ALM, FP&A, Independent Market Risk and Finance to explain drivers of variances in interest rate risk measures on a weekly and monthly basis.
• Produce and present monthly executive presentations on consolidated accrual interest rate risk metrics for total Citigroup, Citibank, N.A. and Board of Directors meetings.
• Convert large datasets into comprehensive analytical and visual presentations
• Perform related duties to comply with regulatory requirements (BCBS239).
• Identify potential process improvements and capabilities to increase consistency, transparency, and reliability of accrual interest rate risk reporting and analysis.
• Build relationships with key internal and external stakeholders such as Treasury and Independent Market Risk Managers.
• Create and maintain reporting dashboards in Tableau software.
• Provide ad-hoc support and analysis.

Qualifications:

• Bachelor's Degree and 10 years of relevant experience in financial services, risk management, treasury or an advanced degree in related field.
• Masters in Finance, Business, Engineering, Marketing or MBA preferred.
• Proficiency in Tableau, Microsoft Excel (VBA Macros) and Power Point presentation is required
• MBA, CFA, CPA or FRM a plus.
• Strong communication and interpersonal skills.
• Self-motivated, results-oriented, with the ability to function effectively with multiple deadlines and work within a team environment.

Job Family Group:
Finance

Job Family:
Management Reporting

Time Type:
Full time

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