The Non-Trading Market Risk (NTMR) Operations within Treasury Chief Administrative Office (CAO) is responsible for reporting, analytics and data quality controls related to the firm’s Interest Rate Risk on Banking Book (IRRBB) and Credit Spread Risk arising from non-trading book activities (CSRBB). NTMR Operations’ main responsibilities include:
- Perform the monthly IRR reporting and analytics for Citigroup/CBNA as well as +70 IRRBB units at both legal entity and business level
- Lead data error identification, notification and adjustments
- Limit monitoring of IRR metrics
- Design, implement and monitor data quality controls in the IRR platform (RUBY)
- Provide oversight and governance for RUBY data quality and production to ensure it fits for purpose
Responsibilities
- Perform monthly reviews to ensure Ruby setups are accurate prior to the monthly IRR production cycle
- Work closely with multiple groups within Treasury, Finance Chief Data Office, FP&A, and Technology to drive improvements in upstream data quality, enhance controls, and ensure successful process execution
- Strategic professional who advises on directional strategy by analyzing subject matter and its application in own job and the business.
- Implements policies and procedures.
- Has the ability to operate with a limited level of direct supervision.
- Can exercise independence of judgement and autonomy.
- Acts as SME to senior stakeholders and /or other team members.
- 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:
- 7 - 10 years of relevant experience, within the financial services industry preferred
- Requires communication and diplomacy skills in order to guide and influence others.
- Experience and demonstrated ability to manage competing priorities in a complex and dynamic environment
- Self-motivated with the ability to make decisions in the absence of detailed instructions.
- Advanced Microsoft Office skills
- In depth knowledge of banking products / systems preferred.
Education:
- Bachelors degree, potentially Masters degree
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Job Family Group:
Finance
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Job Family:
Financial Reporting
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Time Type:
Full time
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