Citigroup Balance Sheet Management Senior Lead Analyst BL/BSM/YC in New York, New York
Citibank, N.A. seeks a Balance Sheet Management Senior Lead Analyst for its New York, New York location.
Duties: Develop and maintain daily position, Profit and Loss (P&L) and risk reports used by traders to manage Citi’s interest rate risks including duration, convexity, curve, basis, and spread risks. Develop and maintain Hedge Accounting (ASC 815) reports related to derivatives, including capacity reporting and hedge effectiveness of Fair Value Hedge and Cash Flow Hedge programs. Develop and maintain reports to help monitor compliance of CTI Swap and securities trading activities with regulations such as the Volcker Rule. Report Other Comprehensive Income and Other Than Temporary Impairment for FASB 115 Available For Sale securities, and participate in the Firm’s on-going initiative to reduce the accounting Mark to Market volatility due to hedge ineffectiveness. Enhance the portfolio management processes, tools and accounting systems, and support the processing and booking of third-party Interest Rate Swap transactions, Certificates of Deposit CDs, Federal Home Loan Bank advances, Repurchase agreements, and inter-company funding.
Requirements: Requires a Bachelor’s degree in Computer Science, Finance, Mathematics, or related field and 4 years of experience involving data analysis and financial reporting. In the alternative, the employer will accept a Master’s degree, or foreign equivalent, in the stated fields and 2 years of the specified experience. 2 years of experience must include: Project management; MS Access/Excel application design; Advanced quantitative analytics; Fixed Income product model and evaluation; Interest rate risk management; and Hedge Accounting. Qualified applicants submit resumes referencing job code BL/BSM/YC to Citigroup Recruiting Department., 3800 Citigroup Center Drive, Tampa, FL 33610. Citigroup is an EOE Employer. This position is eligible for incentives pursuant to Citigroup’s Employee Referral Program. Direct applicants only.
Job Family Group:
Balance Sheet Management
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