Treasury ALM Vice President

As a BSM NTMR Senior Lead Analyst at Citi, your role will involve driving production needs and leading various workstreams to develop, enhance, measure, and monitor the 1st line Non-Trading Market Risk framework. This includes Governance and Oversight, Metrics, Methodology, Measurement, Data and Infrastructure, Process and Controls, and Management for various areas such as Commodity/Equity/CSRBB, FXRBB, stress testing analytics for CCAR and QMMF for Citis global Pensions, and AFS/HTM securities, and asset allocation design. Key Responsibilities: - Support the implementation of BSM's processes by providing key analytical insights across BSM functions, focusing on asset allocation, FXRBB, OCI stress testing analytics, Commodity/Equity/CSRBB risk - Enhance BSM's analytics and methodologies and establish Citi's first-line NTMR management framework - Align governance and management framework, procedures, and controls for legal entities with OCI Risk, FX risk, commodity risk, credit spread risk in the Banking Book - Assist Manager with remediation gap efforts in other non-trading market risks as required by Tier 1 regulations - Provide advice and counsel related to the technology or operations of the business - Interact with 2nd line FinCRO function, regulators, senior management, and Non-Traded Market Risk governance committees Qualifications: - 6-10 years of experience in Financial Services, Treasury, and bank global liquidity investment portfolio - Excellent Excel and PowerPoint skills for report building and presentations - Intermediate knowledge in debt investment securities, FXRBB, commodity risk, private equity risk, CSRBB, QMMF, CCAR for Pensions, ATM/AFS portfolios - Intermediate understanding of regulatory, compliance, risk management, financial management, and data governance concerns - Intermediate understanding of Bank ALM, Capital, and Liquidity considerations - Intermediate experience in debt investment securities analytics, measurement, metrics, and methodologies - Demonstrated ability to collaboratively solve complex and dynamic processes - Proven ability to work under pressure in ambiguous environments - Excellent oral and written communications skills; Previous experience interacting and working with Executive Leaders - Effective interpersonal skills - Strong technical problem-solving skills - Bachelors degree in Finance and Business or related fields; advanced degree is a plus This job falls under the Risk Management job family and Finance Risk job family at Citi. The most relevant skills for this role include Business Acumen, Data Analysis, Financial Modeling, Internal Controls, Management Reporting, Market Risk, Problem Solving, Process Execution, Risk Identification and Assessment. For additional skills, please refer to the provided information or contact the recruiter.,