Job Description


The IRR Analyst has a strong understanding of how IRRBB management contributes to achieving the objectives of bank balance sheet strategy and optimization. Requires an understanding of strategic direction of the function within the relevant part of the business, combined with conceptual/practical grounding in both the function and/or area of expertise and related subject areas. Excellent communication skills required in order to negotiate internally. Accountable for end results and interaction with other functions or businesses with guidance from manager. Typically, a direct report to a C14 (SVP) or C15 (Director) role.


**Responsibilities:**


+ Contributes to banking book interest rate risk strategy, analytics, and management.

+ Participates in enhancing Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)

+ Engages in the monitoring/reporting of interest rate risk and building analytics to better position the Firm in different rate environments.

+ Liaises with businesses to ensure both an understanding and the ability to manage those limits in a well-governed environment which allows for business growth.

+ Part of a team which actively manages the balance sheet by ensuring adherence to established targets in order to achieve liquidity, balance sheet and capital return metrics.

+ 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, as well as effectively supervise the activity of others and create accountability with those who fail to maintain these standards.


Successful Candidates will Possess:


+ Solid understanding of financial products on a bank's balance sheet.

+ Experience working in an IRRBB Treasury function (models, methodologies, reporting, controls, processes, risk limits, analytics, data).

+ Experience managing large datasets using coding language.

+ Clear concise communication skills, both oral and written.

+ Excellent analytical and problem-solving ability.

+ Ability to multi-task and ability to work under pressure.


Basic Qualifications:


+ 5+ years experience within Financial Services

+ Bachelors Degree in a quantitative-focused discipline.

+ Experienced in the use of Microsoft Office applications (Excel, PowerPoint, and Word).

+ Proficiency in using VBA, Python, R, and/or SQL programming languages.


Preferred Qualifications:


+ 2-3 years experience working with Interest Rate Risk and Fixed Income.

+ Masters Degree in Financial Engineering, Engineering, Economics, Statistics, or Mathematics.


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**Job Family Group:**


Finance

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**Job Family:**


Balance Sheet Management

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**Time Type:**


Full time

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**Primary Location:**


Long Island City New York United States

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**Primary Location Salary Range:**


$137,610.00 - $206,420.00

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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 review **Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)** .


View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .


View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) .


View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf)
Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.