- Citigroup (Getzville, NY)
- …Interest Rate Risk on Banking Book (IRRBB) and Credit Spread Risk arising from non- trading book activities (CSRBB). NTMR Operations' main ... **Department Description** The Non- Trading Market Risk (NTMR) Operations within Treasury Chief Administrative Office (CAO) is responsible for reporting,… more
- Citigroup (Getzville, NY)
- Responsibilities: + Determine requirements and develop analytical for Interest Rate Risk in Banking Book (IRRBB) and reporting designs based on the analysis of ... + Work with trading desk partners to analyze underlying financial and risk model setups used in portfolio analysis and reporting systems. + Provide user training… more