The Country/Cluster Treasury Risk Manager is:
- responsible for implementing a sound and robust governance process for trading book market risk, IRRBB and liquidity risk (in accordance with the policies) across Markets’ business mainly but covering all businesses in the country/cluster
- Works closely with different Local and Global teams - Local Boards, Alco’s, regulators, FRI, RMCO etc
- Ensures changing regulatory requirements are assessed with the gaps identified, actioned and closed in a timely manner in co-operation with LE management and regional stakeholders
- Independent oversight for 1st LOD activities including business and balance sheet management
- Providing credible 2nd LOD challenge to Business proposals
- Risk assessment to calibrate results of risk analysis to identical standards as those specified for other risk measures, e.g., stress testing (global systemic and business specific), integrated VaR and Stress Testing, and risk capital, for all models used by Markets’ team globally.
- Key policies that cover the role are as follow:
- a) Liquidity Risk Management Policy
- b) MRAP policy
- c) MtM Risk management policy
- d) NPAC policy
- e) Debt Investment Securities policy
- f) Model Risk Management Policy
- g) Cross border risk policy
- e) applicable TRM manuals clarifying 2nd LOD responsibilities
- 10+ years relevant experience
- Degree in a Quantitative or Financial discipline
- Advanced knowledge of financial instruments, risk metrics and Market Risk Management
- Advanced analytical, technical and quantitative skills
- Expert knowledge of treasury, market risk and liquidity management and knowledge of secured financing, securitization, and derivative products
- Excellent written and verbal communication skills
- Must be a self-starter, flexible, innovative and adaptive
- Highly motivated, attention to detail, team oriented, organized
- Developed presentation skills with the ability to articulate complex problems and solutions through concise and clear messaging
- Ability to work collaboratively and with people at all levels of the organization
- Excellent project management and organizational skills and capability to handle multiple projects at one time
- Proficient in MS Office applications (Excel/VBA, Word, PowerPoint)
- Programming/modeling experience - preferable
- Bachelor’s/University degree, Master’s degree preferred
- Opportunity to work in an international, multi-cultural environment
- Cooperation with a high quality team in a challenging area of the financial industry with one of the world's leading companies
- Access to the latest technologies and tools
- Attractive conditions of employment and benefits
- High exposure coming from direct cooperation with senior management
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
Country / Cluster Treasury Risk manager hold ultimate responsibility for ensuring that risk limits accurately reflect current or expected business plan and market conditions and in agreement with Citi/Treasury risk appetite.
This person will interact with senior Business management as an independent stakeholder and will take part in decision making on new trades/new business providing credible risk challenge.
This role plays important role in helping the firm to improve risk governance and framework to ensure a strong control environment in all risk taking environments.