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Balance Sheet Management - Assistant Vice President at Citi
Mumbai, maharashtra, India -
Full Time

Start Date

Immediate

Expiry Date

11 Apr, 26

Salary

0.0

Posted On

11 Jan, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

No

Skills

Interest Rate Risk Management, Hedging, Positioning Strategy, Analysis, Reporting, Communication Skills, Analytical Ability, Problem Solving, Multi-tasking, Data Analysis, Internal Controls, Management Reporting, Process Execution, Risk Identification, Assessment, Transfer Pricing

Industry

Financial Services

Description
Enhance and strengthen the overall framework and governance of IRRBB Engage country Treasurers and local businesses on optimizing IRRBB and FTP while complying with local regulatory requirements Contribute to interest rate risk management (hedging and positioning) strategy and process Own several IRRBB related analysis and reporting required for enterprise risk management, compliance and audit exercises Make presentations to senior management and working groups Enhance alignment between IRRBB and Fund Transfer Pricing (FTP) methodologies with the objective of minimizing residual interest rate risk in the businesses ------------------------------------------------------ 5-8 years' experience within financial services preferably in a Bank's Corporate Treasury function Experience building, enhancing and executing an 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 Bachelors degree, preferably Masters degree Business Acumen, Data Analysis, Internal Controls, Management Reporting, Problem Solving, Process Execution, Risk Identification and Assessment, Transfer Pricing. ------------------------------------------------------
Responsibilities
Enhance the framework and governance of Interest Rate Risk in the Banking Book (IRRBB) and engage with country Treasurers to optimize IRRBB and Fund Transfer Pricing (FTP). Own IRRBB related analysis and reporting for enterprise risk management and make presentations to senior management.