Treasury Risk Senior Officer I

Citi Handlowy

Tampa, Florida, United States
Base: $198,800; bonus/equity: discretionary incent...
Hybrid
Interpret interest rate risk metrics
Review behavioral models
Analyze methodological framework
Interpret interest rate risk metrics based on quantitative techniques to explain key drivers, variances and potential impacts to the firm’s financial position in the banking book

Job Summary

  • Interpret interest rate risk metrics based on quantitative techniques to explain key drivers, variances and potential impacts to the firm’s financial position in the banking book.
  • Participate in designing and writing non-trading market risk policy and procedures, including updates to the scope, governance, risk definitions, requirements, processes and standards in relation with interest rate risk in the banking book.
  • Citi offerings may include discretionary incentive & retention awards for eligible employees and competitive benefits.

Matching Summary

Interpret interest rate risk metrics based on quantitative techniques to explain key drivers, variances and potential impacts to the firm’s financial position in the banking book.

Salary

Base: $198,800; Bonus/Equity: discretionary incentive & retention awards; Benefits: competitive benefits

Skills & Requirements

Must-have

  • interpret interest rate risk metrics
  • review behavioral models
  • analyze methodological framework
  • design non-trading market risk policy
  • identify interest rate risk impacts

Nice-to-have

  • independent risk point of view
  • support legal entity managers
  • promote consistency across firm

Key Requirements

  • Bachelor's degree or foreign equivalent
  • 10 years of experience
  • Non-Trading Market Risk Director/Manager experience
  • Treasury Risk Director/Manager experience
  • Head of Market Risk experience
  • Head of Credit Risk experience
  • Risk Analyst experience
  • financial entities across the globe experience
  • interpreting regulations experience
  • evaluating market standards experience
  • understanding of financial statements
  • cash flow discounting/valuation techniques
  • specialized interest rate risk metrics
  • analyzing behavioral models
  • analyzing deposit pricing sensitivity
  • reviewing optionality features
  • analyzing yield curve methodologies
  • reviewing non-trading market risk policy
  • experience in capital, trading and liquidity risks

Work Rights

Not specified

Tailored Resume

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