Job Description

Investment ID: INV21-0383

Responsibilities

Within CTI the Rates Portfolio Management (RPM) team based in NY maintains USD sovereign investments with the objective of preserving liquidity and producing returns. The Rates Portfolio Management team also manages the firm's USD interest rate position under Citi ALCO guidance and within established risk tolerances, in addition to managing funding activities to help meet liquidity objectives.

The Balance Sheet Management Lead Analyst (C13) responsibilities will include:

Funding and Liquidity Management:

* Price and execute Central Funding Desks (CFD) daily funding and liquidity transactions between Bank/Corp/Delaware entities
* Manage CFDs daily pool position by understanding its dynamics with different Business Units (BU)

Intercompany Flow Analysis

* Take a lead in putting together a weekly cash flow forecast report including major balance sheet items at Bank and Corp chain levels
* Create quarterly intercompany funding flows across different BUs and LEs and analyze drivers behind major flows

Policy & Control

* Conduct a daily review of CFDs control checklist to ensure trades were executed in line with rules and policies the Desk should comply with
* Perform a regular review of intercompany pricing between different legal entities partnering with LE Treasury to ensure the pricing is in line with firms Transfer Pricing Policy

Project Management & Coordination

* Provide analytical support for ongoing balance sheet, regulatory and technology projects including; USD Funding Consolidation, PR IBE Asset Migration, ARRC LIBOR Replacement, New FTP System, among others

Interest Rate Risk Management

* Assist in modeling and calculating risk impact of various balance sheet funding and hedging activities and coordinating execution with different RPM desks/Regional Funding Hubs

Market Intelligence & Strategy Definition

* Assist in gathering market intelligence and formulating balance sheet management strategies

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Job Family Group:

Finance

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Job Family:

Balance Sheet Management

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Time Type:

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