The BSM Snr Ld analyst will help to drive the production needs and lead various workstreams to develop, enhance, measure, and monitor 1st line Non-Trading Market Risk framework including Governance and Oversight, Metrics, Methodology, Measurement, Data and Infrastructure, Process and Controls, and Management for Balance Sheet Allocation Design, Bank Owned Life Insurance, and Balance Sheet Analytics.

This role will report to a manager and function as an integral member of the functional leadership team.

Responsibilities:

Be a lead analyst to support to the implementation of and contribute to BSM’s process by providing key analytical insights across BSM functions with a primary focus on asset allocation, and Bank Owned Life Insurance. Provide assistance to the leadership team with market experience, and subject matter expertise for enhancing BSM’s analytics and methodologies and establishing Citi's first-line NTMR management framework (Policy/Standard/Procedures, models, methodologies, reporting, controls, processes, analytics, data and documentation). Be able to build meaningful presentations to display data accurately and timely.

• Use subject matter expertise to aid senior leaders in aligning governance and management framework, procedures and controls for all legal entities that have OCI Risk, FX risk, commodity risk, credit spread risk in the Banking Book. Liaise with businesses, legal entity treasury, CTI and Markets Treasury, and Controllers teams to ensure both an understanding and the ability to manage other non-trading market risks.
• Support the team and assist Manager with remediation gap efforts in other non-trading market risk as required by Tier 1 regulations and help to remediate regulatory/audit self-identified issues concerning other non-trading market risks in the banking book and achieve target state framework. Interact with 2nd line FinCRO function, regulators, senior management and Non-Traded Market Risk governance committees.
• Provides advice and counsel related to the technology or operations of the business.
• Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.
• Typically deals with complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting needs.

Qualifications:

• 6-10 years experience in Financial Services, Treasury, and bank global liquidity investment portfolio

• Excellent Excel and PowerPoint skills for report building and presentations

• Intermediate knowledge in debt investment securities analytics and Bank Owned Life Insurance, etc.

• Intermediate understanding of regulatory, compliance, risk management and financial management, and data governance concerns

• Intermediate understanding of Bank ALM, Capital, and Liquidity considerations

• Intermediate experience in debt investment securities analytics, measurement, metrics and methodologies

• Demonstrated ability to collaboratively solution complex and dynamic processes

• Proven ability to work under pressure in ambiguous environments

• Excellent oral and written communications skills; Previous experience interacting and working with Executive Leaders

• Effective interpersonal skills

• Strong technical problem-solving skills

• Demonstrates a sense of urgency, passion for results and personal accountability for achievement

• Education:

• Bachelor’s degree in Finance and Business or related fields; advanced degree is a plus.

Job Family Group:

Risk Management

Job Family:

Finance Risk

Time Type:

Full time

Most Relevant Skills

Business Acumen, Data Analysis, Financial Modeling, Internal Controls, Management Reporting, Market Risk, Problem Solving, Process Execution, Risk Identification and Assessment.

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.
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