- Citigroup (Getzville, NY)
- …upstream data quality, enhance controls, and ensure successful process execution **Responsibilities** The Interest Rate Risk Analytics & Reporting Lead ... Treasury Chief Administrative Office (CAO) is responsible for reporting, analytics and data quality controls related to the firm's... and data quality controls related to the firm's Interest Rate Risk on Banking… more
- Citigroup (Getzville, NY)
- …areas of focus: (1) ALM Policy & Execution (2) Interest Rate Risk Management and (3) ALM Analytics . The ALM Policy & Execution unit establishes and ... Treasury are minimal through an effective allocation process. The Interest Rate Risk Management function... in the accrual businesses for Citigroup. The ALM Analytics function calculates, analyzes, and forecasts NIM and identifies… more
- Citigroup (Getzville, 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 ... responsibilities include: + Perform the monthly IRR reporting and analytics for Citigroup/CBNA as well as +70 IRRBB units... Risk Operations team with a focus on Interest Rate Risk Management and… 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 ... analytics related to derivatives portfolios comprised of interest rate swaps and cross currency swaps...and other Intercompany items + Thorough knowledge of key Interest Rate Risk metrics (IRE,… more
- Citigroup (Getzville, NY)
- … of the balance sheet. This includes + Participates in managing liquidity and interest rate risk , the capital/legal entity structure and capital planning ... capital markets activities including commercial paper and securitization; liquidity, accrual risk oversight and transfer pricing. + Exposure to Citi's balance sheet… more