Overviewthe treasury risk manager provides full leadership and supervisory responsibility. Provides operational/service leadership and direction to team(s). Applies in-depth disciplinary knowledge through provision of value-added perspectives or advisory services. May contribute to the development of new techniques, models and plans within area of expertise. Strong communication and diplomacy skills are required. Generally has responsibility for volume, quality, timeliness of end results and shared responsibility for planning and budgets. Work affects an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family. Full supervisory responsibility, ensuring motivation and development of team through professional leadership to include duties such as performance evaluation, compensation, hiring, disciplinary and terminations as well as direction of daily tasks and responsibilities.
Responsibilitiesresponsible for risk reporting and analysis for citi treasury, working closely with the treasury portfolio managers, treasury risk managers, and treasury finance and o&t.partners with members of treasury, risk management, and finance to establish reporting requirements, develop the tools, analysis and reporting necessary to proactively identify and manage risk with respect to portfolios and products, and continuously update the reporting process to reflect the current business structure.supervises the team responsible for the reporting and analysis of interest rate and other market risks.conducts daily, weekly, and or monthly reporting of interest rate exposure, dv01, duration, convexity, var, and mtm. Monthly reporting requirements include computation of economic value sensitivity, economic risk capital, and numerous stress scenarios.develops a high level of expertise in the various systems treasury risk uses to generate risk information such as dp and yield book.leads testing and implementing a new treasury risk management system, including establishing data standards and controls as well as coordinating and performing ongoing projects and testing.works with members of the various disciplines to identify ways to streamline and automate process flows in order to create more accurate and timely results, as well as improving efficiency.typical responsibilities include supervision of team members’ performance evaluation, compensation, hiring, disciplinary actions, and direction of daily tasks and responsibilities.typically deals with variable (occasionally complex) issues with substantial potential impact.uses judgment based on the analysis of information.may be responsible for detailed analysis of issues where the best course of action is not evident from the information available, but actions must be recommended/taken.appropriate leadership and supervisory responsibility and ability to operate with limited direct supervision; acts as sme to senior stakeholders and/or other team members.ability to manage teams and appropriately assess risk when business decisions are made, driving compliance with laws, rules and regulations, policy adherence, ethical standards, and escalation of control issues with transparency.
Qualifications5-8 years relevant experience
educationbachelor’s/university degree or equivalent experience
other requirementscertifications and domain knowledge relevant to treasury risk and finance are expected. The candidate should have knowledge of financial markets, risk reporting, and related systems. English comprehension and reading skills are required. Some roles may require experience with regulatory interaction and audits.
Job detailsjob family group: risk managementjob family: finance risktime type: full time
skillsmost relevant skills: analytical thinking, credible challenge, financial analysis, governance, issue management, management reporting, policy and procedure, policy and regulation, risk controls and monitors, risk identification and assessment.
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