Balance Sheet Mgmt Ld Analyst

Job Background:

Citi Treasury Investments (CTI) is the functional unit of Citi’s Treasury that is primarily responsible for managing the Firm’s liquidity pools. This involves managing the portfolios to meet all necessary regulatory requirements as well as achieving attractive returns. The team also conducts hedging and positioning activities for the firm at a global level to protect the firm against long term shifts in the macro environment. The group is responsible for raising long term liquidity across four major borrowings programs – issuance, liability management, and governance related to all Local Country borrowings.

The FX & International Markets (FXIM) team within CTI is responsible for:

Overseeing FX hedging activities for Citi’s Net Investment, and; Conducting Non-US dollar sovereign bond investments and associated FX and interest rate hedges, and; Managing foreign exchange risk for Citi’s non-US dollar debts, and; Overseeing non-US dollar capital investment in major countries

Key Responsibilities:

• Assist in managing $12bn non-USD Sovereign Portfolio and hedging of non USD debt issuance, including execution of fixed income investments and non-USD interest rate and currency derivatives hedging
• Perform macroeconomic and financial market analysis with interpretation in the context of Citi's non-USD balance sheet risks and develop investment and risk management strategy recommendations
• Daily monitoring and management of Citi’s non-USD risk position within prescribed risk limits and framework
• Regular presentation of risk position, market environment, as well as hedging and investment strategy to senior management
• Frequent project work to support ongoing balance sheet optimization initiatives, build out of Economic PAA and support continuing transition away from LIBOR
• Build and maintain relationships with third party issuers, strategy, economists and sales coverage
• Support FXIM’s digital transformation initiatives

Qualifications:

• Minimum Bachelor’s degree in a finance-focused discipline from a top tier university; MBA preferred
• 7+ years of experience working in related functions, understanding of fixed income, interest rate and foreign currency markets, instrument valuation and risk metrics
• Experience in transacting fixed income securities, interest rate derivatives and currency derivatives required and knowledge of FASB hedge accounting preferable
• Ability to manage multiple projects independently and as part of a team
• Strong ability to work collaboratively across different groups in different regions; strong communication and presentation skills
• Excellent analytical and problem-solving ability
• Highly motivated and interested in learning about FX and interest rate markets/products and overall Balance Sheet Management
• High energy, self-starter with a desire to show creative ideas and continued progress
• Strong Power Point, Excel and VBA skills
• CFA, programming, or quant experience would be a plus

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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.