- 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...include but not limited to: + Analyze business specific interest rate risk exposure +… more
- Citigroup (Getzville, NY)
- …and rate forecasts, forecasting equations, and user inputs. It is used for Interest Rate Risk Metrics and CCAR stress testing. Quality incoming data ... offers the prospective candidate exposure to various facets of Risk and Finance processes and provides the opportunity to...Collaborate with the wider Finance Data, Treasury, FP&A and Risk teams to identify data quality issues and perform… 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