Citibank, N.A. seeks a Risk Treasurer for its New York, NY location. Duties: Work within the Markets Treasury Strategic Transformation Group to formulate and implement a coordinated business response to internal and regulatory commitments, as well as business initiatives regarding Liquidity Management, IRRBB (Interest Rate Risk in the Banking Book), Funds Transfer Pricing, and Business Simplification. Support intra-day and end-of-day liquidity, cross-entity liquidity management, and 24x7 instant payments. Perform consent order Citi FTP (Funds Transfer Pricing) design and rollout, Ruby (Internal Citi System) remediation, and IRRBB management and forecasting. Support SYC (Single Tiled Curve) repository, Citi FTP design and rollout, and Other Citi Markets (OCM)/Markets transfer pricing. Conduct regulatory exams and audit responses to global structural setup and target state. Assist in efforts to further align and standardize activity across the Markets Treasury group. Coordinate efforts globally and regionally, drawing on subject matter experts from within the Markets Treasury business, where applicable, to assist in helping create a best-in-class Treasury unit for the future needs of Citi, its clients, and regulators. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols. Requirements: Bachelors degree, or foreign equivalent, in Economics, Accounting, Finance, or a related field, and five (5) years of experience in the job offered or in a related occupation supporting liquidity management and Interest Rate Risk in the Banking Book (IRRBB) within the financial services industry. Five (5) years of experience must include: Monitoring Interest Rate Risk in the Banking Book (IRRBB); Reviewing IRRBB methodologies for conceptual soundness and applicability across markets; Coordinating Intraday and End-of-Day Liquidity risk; Implementing Funds Transfer Pricing constructs to ensure they are fit-for-purpose; & Applying Liquidity Stress Testing methodologies in Emerging Markets. Salary range: $250,000.00 to $250,000.00/yr. 40 hrs./wk. Citi offerings may include discretionary incentive & retention awards for eligible employees. Citi also offers competitive benefits. See . Applicants submit resumes at Please reference Job ID# 26942811. EO Employer.
Job Title
Risk Treasurer