Balance Sheet Mgmt Ld Analyst Balance Sheet Mgmt Ld Analyst …

in New York, NY
Permanent, Full time
Be the first to apply
in New York, NY
Permanent, Full time
Be the first to apply
Balance Sheet Mgmt Ld Analyst
Investment Portfolio Analyst - CTI Analytics

Job Description

Citi Treasury Investments (CTI) Business Unit Management (BUM) team works directly with the CTI trading desks. The BUM team provides daily support and insights, monitor activity and performance vs Plan, develop analytical tools for granular insights into the generated Economic Value, ensure the desk operates in compliance with the relevant internal and external policies and regulations, establish appropriate controls. The Investment Portfolio Analyst is a key member of the team who will be responsible for supporting the day-to-day business functions for the CTI Investment portfolio across the Rates Portfolio Management desk. The role requires ongoing monitoring all investments including securities and derivatives with additional responsibility for oversight of the daily EV and Cost to Close P&L. The Portfolio Analyst will be expected to provide day-to-day review and explanation of the risks, controls, positions, P&L, economic value, cost to close, and hedging relationship strategies related to the CTI Treasury business.

Job Background

Citi Treasury Investments (CTI) operate's within Corporate Treasury to lead the investment of Citi's major liquidity portfolios with oversight from Citi's ALCO. Citi Treasury Investments (CTI) is a unit within Citi Treasury which is primarily responsible for managing the firm's liquidity pools. This involves managing the portfolios to meet all necessary regulatory requirements as well as achieving attractive returns. The team also conducts hedging and positioning activities for the firm at a global level to protect the firm against long term shifts in the macro environment. Citi Treasury Investments also has responsibility for management and oversight of the firm-wide Available for Sale (AFS)/Hold to Maturity (HTM) Comprehensive Capital Analysis and Review (CCAR) workstream. In addition to the management of liquidity portfolios, CTI is also responsible for management of the USD structural interest rate positioning for the firm and oversight of macro risks and hedging requirements. The AFS securities portfolio is comprised of various investments across a broad range of securities, including US Treasuries, Agencies and MBS, as well as various credit instruments across both North America and EMEA. Securities and Debt are hedged using swaps. This role will be situated in New York City.

Key responsibilities include:
  • Daily Business Unit Manager for the trading desk in all aspects: Finance, Operations, Legal, Compliance, Volcker, Market Risk.
  • Face off with Internal Audit, Compliance, Legal, Product Control, Operations, and Technology on a variety of issues including industry initiatives, P&L, Risk, MCA- Control Issues, system enhancements,
  • Analysis of daily P&L for securities, swaps, debt, transfer pricing, including attribution analysis and explains
  • Analysis and explanation of Front Office P&L for CTI AFS/HTM investments including attribution analysis using DV01 partials and risk metrics.
  • Monthly reporting and analytics on CTI's Cost to Close and EV.
  • Management and optimization of the CTI systems infrastructure.
  • Project participation: MRA's, Business Projects, Regulatory, P&L, Infrastructure Projects.
  • Insuring control and compliance of CTI trading mandates and MCA's.
  • Daily interaction with all teams to provide real-time analysis and support.

  • 1-5 years of experience with significant time spent in Financial Analysis/Strategy or Middle Office support at a business unit or corporate level within a global financial services organization.
  • Experience with Investment Portfolio related analytics, reporting and monitoring.
  • Product knowledge of securities, debt, derivatives, and funding instruments.
  • Accounting knowledge of FAS133, AFS, HTM, MTM.
  • Exceptional analytical and problem-solving skills with proven track record of managing and converting large data sets into business decision making tools.
  • Collaborative team player.
  • Proven ability to drive results.
  • Ability to work independently.
  • Ability to establish strong internal relationships across businesses and functions and to work in partnership with multiple parties to achieve shared goals.
  • Excellent written and verbal communication skills.
  • Proficient in Microsoft Office applications (Excel, PowerPoint, Word, Access) with knowledge of VBA or Power Bi a plus.

Job Family Group:

Job Family:
Balance Sheet Management

Time Type:
Full time

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