Balance Sheet Management Lead Analyst

Job description

Citibank, N.A. seeks a Balance Sheet Management Lead Analyst for its New York, NY location. DUTIES: Drive the prioritization of key Markets business requirements within Treasury risk stripes to ensure appropriate risk measurement and management in critical metrics and processes. Engage with Interest Rate Risk (IRR) and Funds Transfer Pricing (FTP) subject matter experts to understand key drivers and changes affecting Markets Treasury and local markets activity. Provide feedback and engage with stakeholders on proposed changes to IRR models, reflecting the impact of proposals on local markets activity. Engage with LM, risk, and the Markets business to support ongoing development and implementation of improvements to Citi’s liquidity stress testing assumptions to ensure assumptions and methodologies appropriately reflect Markets considerations, including HLA monetization, derivatives trading, and other major types of markets transactions for liquidity. Partner with Markets businesses and Treasury management to support the execution of key business strategies and initiatives. Analyze, assess, and define impacts on key interest rate risk, liquidity, and capital metrics, balance sheet u...