The ALM Non-Trading Market Risk Srt. Analyst will 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 Interest Rate Risk on the Banking Book (IRRBB)

This role will report to a senior manager in ALM. The role exhibits in-depth understanding of bank balance sheet management and optimization, balancing financial resources among different competing priorities and how other Non-Traded Market Risk specific to IRRBB contributes to Corporate Treasury’s balance sheet optimization objectives and Citi’s strategic goals. Requires thorough understanding of strategic direction of the function within the relevant part of the business, combined with a solid conceptual/practical grounding in both the function and/or area of expertise and related subject areas. Excellent communication skills required to drive change internally, often at a senior level. Role is responsible for aiding the Business Head and senior leaders in executing functional strategy in the designed area in partnership with other finance functions, businesses and risk management.  

The IRRBB team performs quantitative analysis of the balance sheet behavior to measure interest rate risk (IRR). The team supports the design of methodologies, models and assumptions to support IRRBB framework and deposit pricing strategy , and support in risk mitigation strategies for the consolidated balance sheet.

Responsibilities:

• Offer team support to the implementation and development of key methodologies, assumptions, models for IRRBB analytics.
• Provide leadership, 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, used to influence leadership decisioning and often displayed to senior leadership and department heads.
• Use subject matter expertise to aid senior leaders in aligning governance and management framework, procedures and controls for IRRBB
• Assist Manager with remediation gap efforts in IRRBB as required to remediate regulatory/audit self-identified issues and achieve target state framework.
• Interact with 2nd line FinCRO function, regulators, senior management and Non-Traded Market Risk governance committees.
• Aid Business Head and senior leadership to develop, manage, and retain talent with moderate leadership experience demonstrated through empowerment, situational awareness, increasing transparency and conflict resolution on large-scale programs and data transformation.
• The position will require both individual analytical work as well as partnership across teams to identify solutions to business inquiries in a timely manner and own the implementation / execution steps to autonomously drive open issues to completion.
• Directs project prioritization, platform direction, and future state planning and strategic direction.

Qualifications:

• 10+ years' experience in Financial Services, Treasury, and/or ALM
• 5+ years of managerial and market experience required
• Ability to succinctly articulate data insights using business intelligence and data visualization techniques
• Excellent Excel and PowerPoint skills for report building and presentations used to influence
• Deep subject matter expertise in balance sheet management or forecasting, interest rate risk, etc.
• Strong understanding of regulatory, compliance, risk management and financial management, and data governance concerns
• Strong understanding of Bank ALM, Capital, and Liquidity considerations
• Extensive experience in balance sheet measurement, metrics and methodologies
• Experience in stakeholder management to achieve a complex rollout across many functions, time zones, systems
• Demonstrated ability to collaboratively solution complex and dynamic processes
• Willingness to work / thrive in a pressured and ambiguous environment with tight deadlines
• Demonstrated experience in management framework development
• Excellent oral and written communications skills; Previous experience interacting and working with Executive Leaders
• Demonstrates a sense of urgency, passion for results and personal accountability for achievement
• Experience with regulatory requirements around model risk and methodologies.

Education:

• Minimum Bachelor’s degree in Finance, Accounting or related field; Masters or additional qualifications preferred

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Job Family Group:

Risk Management

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Job Family:

Finance Risk

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Time Type:

Full time

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Primary Location:

NC-CHARLOTTE (BALLANTYNE)

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Primary Location Full Time Salary Range:

$145,840.00 - $218,760.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Most Relevant Skills

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

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Other Relevant Skills

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

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Anticipated Posting Close Date:

Feb 03, 2026

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

 

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