This role is an intermediate level position in Markets Treasury, responsible for overseeing the balance sheet and managing related risks, assisting in managing and decision taking in AFS and trading books. The overall objective of this role is to ensure liquidity, manage interest rate risk from balance sheet and cooperate with the team to deliver on budgeted revenues in line with all regulatory requirements and limits.
Responsibilities:
- Oversee the balance sheet, liquidity, cash flow and interest rate risk of the bank by closely coordinating with different departments in the bank.
- Manage the banking risk position and RMH books within the permitted trading products - particularly fixed income and rates products - seize market opportunities, deliver to meet and exceed Profit and Loss (P/L) targets
- Understand the balance sheet structure and work with the team on investment decisions for bond portfolio and on execution
- Cooperate with Sales, Research and other teams across Markets and the broader business and exploring new business initiatives
- Review and manage the daily LCY and FCY balance sheets and cash flow and coordinate daily funding activity with the Trading Desk
- Ensure bank liquidity is in line with liquidity plans and limits, and ensure compliance with all local and global regulatory liquidity ratios and limits
- Assist with implementing the transfer pricing process and ensure it is transparent and in line with all the global policies
- Support the Desk Head/Country Treasurer with required deliverables and assist with preparing the monthly deck and regular call presentations
- Coordinate the daily and the monthly P/L estimate and calculation process with Finance and Product control, assist the team with system enhancement projects
- Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
- Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
- Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
- Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
- Adhere to all policies and procedures as defined by your role which will be communicated
- Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
- Appropriately assess risk when business decisions are made, demonstrating 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.
Qualifications:
- 5-10 years of experience in a related role
- Strong understanding of fixed income, rates and FX products
- Required licensing and registrations as applicable
- Advance analytical and numerical competency
- Effective interpersonal skills to develop and maintain relationships with internal and external stakeholders
- Consistently demonstrates clear and concise written and verbal communication
- Knowledge of Bloomberg, booking systems, trading protocol, closing technicalities
Education:
- Bachelor’s degree/University degree or equivalent experience
