The Balance Sheet Management (BSM) unit is a division within Treasury, and is part of Citigroups broader Finance organization. Balance Sheet Managements specific responsibilities cover five key areas:
+ **Asset and Liability Management (ALM):**
+ **FTP Governance & Execution:** establishes and oversees the policies under which business assets and liabilities are priced based on interest rates and liquidity values; executes various firm-wide transfer pricing processes; and ensures retained costs and balance sheet in Treasury are minimal through an effective allocation process
+ **Interest Rate Risk Management** : evaluates, analyses, and reports Interest Rate Risk in the accrual businesses for Citigroup
+ **Balance Sheet Analytics & Management** : conducts analytics related to the firms balance sheet, NIR/NIM and associated financial metrics to drive financial resource allocations, and leading on internal and external communication of the strategy and performance of the balance sheet
+ **Capital Management & Portfolio Analytics:** Proposes Capital Policy design to Capital Committee including capital targets and buffers, and manages capital distribution strategy; designs the methodologies for allocating capital limits and attributing capital usage to businesses; and leads the design and delivery of portfolio management reporting and analytical capabilities to support Treasurys securities portfolios.
+ **Balance Sheet Costing (Infrastructure):** Leads the design, development, and implementation of the firms Funds Transfer Pricing system.
+ **Balance Sheet Costing (Methodology):** Leads cross-functional working groups to design and evolve Balance Sheet costing frameworks and methodologies, which flow into the attribution of resource costs / benefits across users/providers of balance sheet resources.
+ **Asset Allocation:** Designs and manages Treasurys allocation process on security portfolio strategy for Citis $400bn+ global liquidity portfolios. The team also performs the review and challenge of the Stress Testing results for securities portfolios, and oversees model governance for models related to valuation and forecasting of AFS/HTM asset classes
The Balance Sheet Mgmt Sr Ld Anlst is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. Typically a small number of people within the business that provide the same level of expertise. Excellent communication skills required in order to negotiate internally, often at a senior level. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Accountable for significant direct business results or authoritative advice regarding the operations of the business. Necessitates a degree of responsibility over technical strategy. Primarily affects a sub-function. Responsible for handling staff management issues, including resource management and allocation of work within the team/project.
**Responsibilities:**
+ Contributes to the governance of funding, investing and analytics of the balance sheet.
+ Participates in managing liquidity and interest rate risk, the capital/legal entity structure and capital planning as well as managing rating agency relationships.
+ Involved in capital markets activities including commercial paper and securitization; liquidity, accrual risk oversight and transfer pricing.
+ 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.
+ Exposure into various facets of Risk and Finance Processes within Citi; interacting with various levels within the organization.
+ Performs other duties and functions as assigned
+ Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
**Qualifications:**
+ 10 plus years of experience working for a financial services organization
+ Minimum Bachelors degree in a quantitative-focused discipline.
+ Experience with effectively analyzing Actual and Forecast results with a comprehensive knowledge of Transfer Pricing and other Intercompany items
+ Excellent written and oral communication
+ Demonstrates thorough knowledge fundamental Balance Sheet and P&L
+ Knowledge of financial instruments and products including an awareness of bank regulation, accounting, valuation techniques and risk measurement.
+ Experience in developing and/or validating of qualitative models related to the IRR, fixed income securities, financial derivatives, mortgage prepayments, liquidity management and funds transfer pricing
+ Analytical background with problem solving skills and an ability to assimilate information across a variety of financial disciplines.
+ Strong interpersonal and communication skills, both oral and written, with the ability to converse with a wide variety of people across functions / seniority.
+ Experienced in the use of Microsoft Office applications (Excel, PowerPoint and Word).
+ Coding knowledge such as SAS, SQL, VBA and Python, as well as working experience with SharePoint, will also be an advantage.
+ High energy, self-starter with a flexible and pragmatic attitude and a desire to show continued progress.
**Education:**
+ Bachelors degree, potentially Masters degree
+ Certifications like CFA, CPA, CTP will be a plus.
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**Job Family Group:**
Finance
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**Job Family:**
Balance Sheet Management
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**Time Type:**
Full time
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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
