Treasury ALM Senior Vice President

Role Overview: As a BSM NTMR Sr Ld at Citi, you will be responsible for driving the production needs and leading various workstreams to develop, enhance, measure, and monitor the 1st line Non-Trading Market Risk framework. You will be focusing on Governance and Oversight, Metrics, Methodology, Measurement, Data and Infrastructure, Process and Controls, and Management for Commodity/Equity/CSRBB Framework, FXRBB, stress testing analytics related to CCAR and QMMF for Citis global Pensions, AFS/HTM securities, and asset allocation design. Reporting to a senior manager, you will function as an integral member of the functional leadership team. Key Responsibilities: - Offer team support in implementing and contributing to BSMs process by providing key analytical insights across BSM functions with a primary focus on Interest Rate risk in the Banking book (IRRBB) risk - Provide leadership, market experience, and subject matter expertise for enhancing BSMs analytics and methodologies - Establish Citi's first-line NTMR IRRBB management framework including Policy/Standard/Procedures, models, methodologies, reporting, controls, processes, analytics, data, and documentation - Aid senior leaders in aligning governance and management framework, procedures, and controls for all legal entities with NTMR/IRRBB - Assist in remediation gap efforts in IRRBB area as required by regulations and help to remediate regulatory/audit self-identified issues concerning non-trading market risks - Develop, manage, and retain talent with moderate leadership experience demonstrated through empowerment, situational awareness, and conflict resolution - Collaborate with teams to identify solutions to business inquiries and drive open issues to completion autonomously - Direct project prioritization, platform direction, and future state planning and strategic direction Qualifications: - 10+ years experience in Financial Services, Treasury, and bank global liquidity investment portfolio - 5+ years of managerial and market experience required - Ability to succinctly articulate data insights using business intelligence and data visualization techniques - Deep subject matter expertise in debt investment securities and non-trading market risk including IRRBB - Strong understanding of regulatory, compliance, risk management, financial management, and data governance concerns - Extensive experience in debt investment securities analytics, measurement, metrics, and methodologies - Demonstrated ability to collaboratively solution complex and dynamic processes - Excellent oral and written communications skills - Demonstrates a sense of urgency, passion for results, and personal accountability for achievement - Minimum Bachelors degree in Finance, Accounting, or related field; Masters or additional qualifications preferred,