Job Background/context:
- Treasury Risk Management is the team in charge of ensuring that Citi stays within the appropriate Risk Appetite levels of Liquidity, Interest Rate, and Investments Risk. TRM is part of the 2nd line, and provides effective and credible challenge to the 1st line.
Job Purpose:
- Regional TRM Support
- As part of a new team, this person will help to ensure a sound and robust second line oversight, a consistent implementation of policies and procedures across a designated region, an optimization of the use of resources, and facilitating effective communication:
- Will provide support to the regions with focus on Liquidity (with some dedication to IRRBB and Investments)
- Will work with other TRMs so that all processes and their controls are supported by the required documentation and evidence (including credible and effective challenges)
- Will liaise with the global and regional teams to facilitate consistency, standardization and completeness of controls and challenges
- Will assist in providing deliverables in internal audits and regulatory exams
Key Responsibilities:
- Liquidity
- Work with local TRM teams to complete the annual Liquidity assessments, and manage the supporting documentation
- Coordinate the annual assessments presentation and discuss the reviews with the regional/global teams
- Review the Liquidity & Funding Plans and the Contingency Funding Plans
- Participate in the reviews of Assumptions and New Product proposals
- Review the Cash Flow projections, Intraday Liquidity and Collateral monitoring for effectiveness of controls
- Review Treasury Risk reports, exposures, limits and escalate any issues identified
- Review compliance of Markets Treasury units with local regulatory requirements
- Review the Transfer Pricing process, residual risk and New Products proposals
- Work in the assessment of Interest Rate Risk
- Investments
- Review the Risk Appetite and Risk Assessments
- Review the New Products proposals
- Treasury Risk Controls
- Coordinate the design, test and update of the regional TRM controls
- Gather and review the evidences tested
- Review and update the matrix with the new regulatory requirements, new activities and process improvements
- Provide independent risk challenge on the first line’s management of Treasury Risk
- Assist in relevant audits, regulatory inspections and reviews
- Others
- Provide independent risk challenge on the first line’s management of Treasury Risk
- Assist in relevant audits, regulatory inspections and reviews
Qualifications:
- 2-5 years relevant experience
- Degree in a quantitative or financial discipline.
- Knowledge of financial instruments, risk metrics and Market Risk Management
- Proficient quantitative skills including mathematics involved in risk estimation and modelling
- Knowledge of statistical concepts and experience in performing data analysis
- Excellent written and verbal communication skills
- Must be a self-starter, flexible, innovative and adaptive
- Ability to work collaboratively and with people at all levels of the organization
- Work collaboratively with regional and global partners in other functional units; ability to navigate a complex 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) and SQL
Development Value:
- The role will enable the successful candidate to demonstrate independent thought, task/project management skills, ability to implement changes, also meeting senior members of Country/Cluster business teams, Finance, Technology in addition to other areas of Risk Management.
Knowledge/Experience:
- Minimum 7 years of post-qualification experience , ideally 7-10 years of experience within risk management, treasury or support functions with exposure to balance sheet, financial products, financial/risk analysis
- General understanding of treasury products – securities, derivatives, and a broad mix of underlying asset classes
- Knowledge of market risk/IRRBB/liquidity models and regulatory framework will be an advantage
- Prior work experience in the regional markets
- Knowledge of key regional languages would be preferred
Education:
- Bachelor’s/University degree or equivalent experience
Skills:
- Strong analytical and technical skills
- Attention to detail
- Project management skills
- Team player with proven ability to drive changes
Qualifications:
- Bachelor’s degree in Finance, Economics, Business or related fields
- Postgraduate degree in a quantitative or financial discipline would be an added advantage
Competencies:
- Self-motivated and self-starter
- Proactive approach to issue resolution
- Ability to work in groups and flexibility in addressing a number of tasks simultaneously
- Ability to negotiate and resolve conflicts
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Job Family Group:
Risk Management-
Job Family:
Market Risk-
Time Type:
-
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