Job Description

Role ID LIBOR21-0003

Responsibilities

The Balance Sheet Management Lead Analyst will support CTIs Libor Transition efforts with a focus on Funds Transfer Pricing (FTP). Responsibilities will include:

* Lead the development and monitoring of CTIs Libor Transition with a focus on the new FTP framework implementation for USD funding and transfer pricing
* Serve as the primary point of contact for CTI and represent the Desk across different working groups on Libor Transition and the new FTP framework
* Identify business needs and develop a project plan to ensure timely implementation of the new FTP framework
* Analyze and quantify the risk and P&L impact of the new transfer pricing curve on CTIs USD funding position
* Document the current end-to-end FTP process, assess the implication, and identify areas of technology development before migrating to the new FTP framework. This includes testing system feeds, key reports and analytics
* Update policies and procedures impacted by Libor Transition and the new FTP framework
* Support the Desk with other market/regulatory/system initiatives

Qualifications

* BA/BS in Finance, Business or Economics
* CFA, MBA degree or other advanced degree, a plus but not required
* 4 or more years of experience in Financial Services
* Treasury experience in balance sheet management and funding preferred
* Knowledge of Interest Rate Risk Management for Banking Book (IRRBB) and Funds Transfer Pricing (FTP) processes preferred
* Prior work experience with different Citi organizations and functions is preferred
* High level of analytical, modeling capabilities and project management skills
* Proficient with Microsoft Excel, Access, VBA and Python helpful

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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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