Cluster Treasury Finance Risk Manager

7 months ago


Dubai, United Arab Emirates Citigroup, Inc. Full time

Cluster Treasury Finance Risk Manager

**Responsibilities**:

- Responsible for risk reporting and analysis for Citi Treasury, working closely with the Treasury Portfolio Managers, Treasury Risk Managers, and Treasury Finance and O&T.
- Partners with members of Treasury, Risk Management, and Finance to establish reporting requirements, develop the tools, analysis and reporting necessary to proactively identify and manage risk with respect to portfolios and products, and continuously update the reporting process to reflect the current business structure.
- Conducts daily, weekly, and or monthly reporting of Interest Rate Exposure, DV01, duration, convexity, VaR, and MTM. Monthly reporting requirements include computation of Economic Value Sensitivity, Economic Risk Capital, and numerous stress scenarios.
- Develops a high level of expertise in the various systems Treasury Risk uses to generate Risk information such as DP and Yield Book.
- Leads testing and implementing a new Treasury Risk Management system, including establishing data standards and controls as well as coordinating and performing ongoing projects and testing.
- Works with members of the various disciplines to identify ways to streamline and automate process flows in order to create more accurate and timely results, as well as improving efficiency.
- Responsible for handling day-to-day staff management issues, including resource management and allocation of work within the team/project.

**Qualifications**:

- 5 - 10 years of relevant experience.
- Working experience in the following risk types: Market Risk, Liquidity Risk, Balance Sheet Risk, Capital Risk
- Awareness of finance/ balance sheet management
- ALM knowledge and experience.
- Derivatives product knowledge

**Education**:

- Bachelor's/University degree, Master's degree preferred

**Job Family Group**:
Risk Management

**Job Family**:
Treasury Risk

**Time Type**:
Full time

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

View the " **EEO is the Law** " poster. View the **EEO is the Law Supplement**.

View the **EEO Policy Statement**.

View the **Pay Transparency Posting**

Job ID 24719712



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