Strategic Balance Sheet Management Expert

22 hours ago


Hong Kong, Central and Western District, Hong Kong SAR China Citi Full time

Citi, a global leader in financial services, is seeking an experienced professional to join its Interest Rate Risk Management team as Senior Vice President, Balance Sheet Management Lead Analyst.

The successful candidate will possess a deep understanding of Asset Liability Management (ALM) and Interest Rate Risk in the Banking Book (IRRBB) management frameworks. They will be responsible for enhancing and executing these frameworks, participating in Citi's interest rate risk management process, and contributing to the bank's balance sheet strategy.

This role offers a unique opportunity to shape Citi's target/future state interest rate risk management framework, influencing and driving enhancements across various areas, including policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, and data.

Key responsibilities include:

  • Enhancing and strengthening the overall ALM/IRRBB framework and governance
  • Engaging country and business treasurers teams on optimizing IRRBB and FTP while complying with local regulatory requirements in APAC
  • Participating in projects to enhance Citi's ALM/IRRBB framework
  • Collaborating with Citi Treasury Investments and Markets Treasury on developing interest rate risk management strategy
  • Producing IRRBB-related analysis and reporting required for enterprise risk management, compliance, and audit exercises

To excel in this role, the ideal candidate should have 6-10 years' experience within financial services, preferably in a Bank's Corporate Treasury function. Strong communication skills, both oral and written, are essential, along with excellent analytical and problem-solving abilities.

This position offers a chance to gain exposure to balance sheet and interest rate risk management at a leading global bank, shaping the future of Citi's risk management strategies.

Citi values diversity and inclusion, providing equal opportunities for all qualified applicants. We invite you to explore this exciting opportunity and contribute your expertise to our dynamic team.



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