The Interest Rate Risk Manager will assist in the implementation and execution of the Interest Rate risk management framework and supporting processes across legal entities, geographies, and business segments. The candidate will interact directly with members of Non-Trading Market Risk Management, Legal Entity and Country Risk Managers, Treasury, and business teams, with exposure to senior management. The Interest Rate Risk Manager will assist in the design, monitoring, and implementation of an independent assessment of interest rate risks and in the preparation of senior management communications. The role will require review of interest rate risk metrics and processes supporting risk management to identify potential emerging risks or areas of the governance framework requiring enhancement. The Interest Rate Risk Manager will also provide effective challenge within independent risks in areas related to Interest Rate and ALM risk management. The challenge may require analysis using market and internal data as well as quantitative techniques including statistical analysis.Key Responsibilities:• Design and conduct the independent assessment of interest rate risks and risk management processes• Work closely with Treasury and senior management to identify emerging ALM and interest rate risks and conduct analysis• Provide independent challenge on interest rate risk assumptions and limit framework.• Monitor interest rate risk reporting and metrics to identify and escalate potential areas of concern• Review New Product proposal and provide independent risk assessment• Produce presentation materials and present analysis to senior management and regulators• Conduct independent research projects focus on interest rate risksSkills:• Broad understanding of interest rate risks and balance sheet management• Strong financial market knowledge of fixed income, capital markets, and banking products• Ability to think strategically and understand implications of interest rate risk management to firm-wide balance sheet and capital management• Excellent analytical and technical skills• Strong written and verbal communication skills• Excellent ability to work within a team globally• Ability to ensure work is conducted in an independent and ethical mannerQualifications:• Postgraduate level education, with an excellent academic record in economics, finance or other quantitative field (e.g. mathematics, physics, statistics, etc.). Masters or higher degree is preferred• Experience in Risk Management, Finance, Treasury, or other control functions within a financial services setting• Prior experience related to Interest Rate Risk /ALM management or Treasury products• Knowledge of balance sheet management, capital markets and banking products, and financial systemsThrough these activities, the candidate will gain experience with the processes supporting interest rate risk management within a global financial services firm, and broaden exposure through the interactions with the legal entity and country team globally.------------------------------------------------------Job Family Group:Risk Management------------------------------------------------------Job Family:Treasury Risk------------------------------------------------------Time Type:Full time------------------------------------------------------Primary Location:Tampa Florida United States------------------------------------------------------Primary Location Full Time Salary Range:$141,440.00 - $212,160.00In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.------------------------------------------------------Anticipated Posting Close Date:May 10, 2024------------------------------------------------------Citi is an equal opportunity and affirmative action employer.Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. 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 reviewAccessibility at Citi.View the "EEO is the Law" poster. View theEEO is the Law Supplement .View theEEO Policy Statement .View thePay Transparency Posting
