Senior Vice President, Balance Sheet Management Lead Analyst

3 weeks ago


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

Citi is seeking a highly skilled Senior Vice President, Balance Sheet Management Lead Analyst to join our team in Kowloon, Hong Kong. As a key member of our Interest Rate Risk Management team, you will be responsible for developing, maintaining, and enhancing Citi's interest rate risk management framework and process.

Key Responsibilities
  • Enhance and strengthen the overall framework and governance of Interest Rate Risk in the Banking Book (IRRBB)
  • Engage country and business treasurers teams on optimizing IRRBB and Fund Transfer Pricing (FTP) while complying with local regulatory requirements in APAC
  • Participate in projects to enhance Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
  • Collaborate with Citi Treasury Investments and Markets Treasury on developing interest rate risk management (hedging and positioning) strategy
  • Produce IRRBB related analysis and reporting required for enterprise risk management (2LOD), compliance, and audit exercises
  • Contribute to presentations to APAC regulators, senior management, Country ALCOs, and Interest Rate Risk Committee
  • Enhance alignment between IRRBB and FTP methodologies with the objective of minimizing residual interest rate risk in the businesses
Requirements
  • 6-10 years' experience within financial services, preferably in a Bank's Corporate Treasury function
  • Experience building, enhancing, and executing an Asset Liability Management (ALM)/IRRBB management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
  • Strong communication skills, both oral and written
  • Excellent analytical and problem-solving ability
  • Ability to multi-task and ability to work under pressure
  • Bachelor's degree, preferably Master's degree
About Citi

Citi is an equal opportunity and affirmative action employer. We are committed to diversity and inclusion in the workplace. If you are a person with a disability and need a reasonable accommodation to apply for a career opportunity, please review our Accessibility at Citi page.

Citi is an equal opportunity employer and welcomes applications from diverse candidates. We are committed to creating an inclusive work environment that values diversity and promotes equal opportunities for all employees.



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