The candidate manages a team of risk managers who are responsible for assessing, measuring and monitoring Interest Rate Risk in theBanking Book. The Risk Manager of Interest Rate Risk Management in the Banking Book (IRRBB) reports to the Head of Non-Trading Market Risk and must have extensive Treasury/Finance and/or risk management experience relevant to Asset Liability Management / Balance Sheet Management. Relevant experience working for a U.S. GSIB is desired. S/He must possess excellent communication and presentation skills for interactions with Treasury, Independent Risk, regulators, auditors and various senior management and Board committees. This individual must have the credibility to influence others in senior management, collaborate effectively across divisions, build relationships between Independent Risk and the business, and enhance and improve our Interest Rate Risk Management activities. This person should have an engaged, hands-on style of leadership, be detail-oriented, question the status quo, and have a strong track record of driving execution.
Responsibilities
Responsible for the direction and execution of the Independent Risk responsibilities covering Interest Rate Risk Management:
Directly manage a team of risk managers
Manage balance sheet Interest Rate Risk
Independently assess Interest Rate Risk quantification methodology and assumptions, metrics, governance and controls and forecast
Interface with the Corporate Treasury senior staff and all units of Treasury on risk and strategy issues
Be responsible for key risk management processes as they relate to IRRBB, including risk identification, risk policies and limits, risk appetite, and stress testing, while also participating in broader risk and capital initiatives such as ICAAP and CCAR
Produce value-adding risk reports for senior management and key oversight committees
Be an active member of relevant risk oversight committees
Qualifications and Experience
Advanced degree in Economics, Math, or Hard Sciences highly preferred
15+ years working in financial services, preferably for U.S. GSIBs
Experience in a leadership role in Treasury, Finance or Risk, either within a Treasury or Enterprise Risk function
Experience managing a team of professionals and strong attracting/developing talent skills
Experience with senior management, Board, and regulatory communications
Strong oral and written communication skills; comfortable making presentations to executives and large groups of professionals
Excellent influencing; able to influence senior management by articulating and defending a point of view in an open, collaborative dialogue
Demonstrated success at building relationships at all levels and collaborating across organizational boundaries
Proven decision-making and negotiation skills with an ability to drive execution
Detail oriented with a hands-on management style
Pursues and welcomes new thinking and insights, questions the status quo
A natural communicator who actively looks for ways to work effectively with the company's many internal and external constituencies
-
Job Family Group:
Risk Management-
Job Family:
Treasury RiskTime Type:
Full timePrimary Location:
New York New York United StatesPrimary Location Salary Range:
$170,000.00 - $300,000.00Citi 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 .
View the " EEO is the Law " poster. View the EEO is the Law Supplement .
View the EEO Policy Statement .
View the Pay Transparency Posting