**Responsibilities:** **Role Introduction / Overview:** The successful candidate will: + Develop/enhance and execute Citi's Asset Liability Management (ALM)/Interest Rate Risk in the Banking Book (IRRBB) Management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data) + Be a key participant in Citi’s interest rate risk management process and contribute to its balance sheet strategy **Business / Team Overview:** + The Interest Rate Risk Management team is responsible for developing, maintaining and enhancing Citi’s interest rate risk management framework and process + Contributor to Citi’s interest rate hedging and positioning strategy **Some of the key responsibilities in the role:** + Enhance and strengthen the overall framework and governance of IRRBB + Drive enhancements to Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data) + Contribute to interest rate risk management (hedging and positioning) strategy and process + Provide day-to-day management and mentorship to relatively junior analysts + Own several IRRBB related analysis and reporting required for enterprise risk management, compliance and audit exercises + Make presentations to regulators, senior management and Interest Rate Risk Committee + Enhance alignment between IRRBB and Fund Transfer Pricing (FTP) methodologies with the objective of minimizing residual interest rate risk in the businesses ​ **Development Value:** + Gain exposure to balance sheet and interest rate risk management at a leading global bank + The role provides an opportunity to influence and shape Citi’s target/future state interest rate risk management framework as it undergoes extensive enhancements **Qualifications:** + 10+ years' experience in Financial Services, Treasury + Excellent analytical and problem-solving ability + Ability to succinctly articulate data insights using business intelligence and data visualization techniques + Excellent Excel and PowerPoint skills for report building and presentations used to influence + Deep subject matter expertise in developing/enhancing and executing an ALM/IRRBB management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data) + Strong understanding of regulatory, compliance, risk management and financial management, and data governance concerns + Strong understanding of Bank ALM, Capital, and Liquidity considerations + Experience in stakeholder management to achieve a complex rollout across many functions, time zones, systems + Demonstrated ability to collaboratively solution complex and dynamic processes + Willingness to work / thrive in a pressured and ambiguous environment with tight deadlines + Demonstrated experience in management framework development + Excellent oral and written communications skills; Previous experience interacting and working with Executive Leaders + Demonstrates a sense of urgency, passion for results and personal accountability for achievement **Education:** + Minimum Bachelor’s degree in Finance, Accounting or related field; Masters or additional qualifications preferred ------------------------------------------------------ **Job Family Group:** Risk Management ------------------------------------------------------ **Job Family:** Finance Risk ------------------------------------------------------ **Time Type:** Full time ------------------------------------------------------ **Most Relevant Skills** Business Acumen, Data Analysis, Financial Modeling, Internal Controls, Management Reporting, Market Risk, Problem Solving, Process Execution, Risk Identification and Assessment. ------------------------------------------------------ **Other Relevant Skills** For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ _Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law._ _If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review_ _Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)_ _._ _View Citi’s_ _EEO Policy Statement (https://www.citigroup.com/global/eeo-aa-policy)_ _and the_ _Know Your Rights (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12ScreenRdr.pdf)_ _poster._ Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.