- Citigroup (New York, NY)
- …including resource management and allocation of work within the team/project. **Responsibilities:** + Monitor CBNA and US interest rate risk metrics and work ... closely with the Asset/Liability Management team within Citi Treasury and Citi Market Risk Management to understand the...CBNA Treasurer for actions to ensure those entities interest rate risk remain within established limits… more
- Citigroup (New York, NY)
- …Citi Treasury Investment, Account Policy, and others to devise actions to manage CBNA interest rate risk as needed including the establishment of FAS133 ... interest rate risk and net interest revenue. Collaborate as necessary with Business Treasury... Rate Risk Management Engage in review of interest rate risk reporting for CBNA… more
- Citigroup (New York, NY)
- …is responsible for reporting, analytics and data quality controls related to the firm's Interest Rate Risk on Banking Book (IRRBB) and Credit Spread Risk arising ... + Perform the monthly IRR reporting and analytics for Citigroup/ CBNA as well as +70 IRRBB units at both...enhance controls, and ensure successful process execution **Responsibilities** The Interest Rate Risk Analytics & Reporting Senior… more