Balance Sheet Management - Assistant Vice President

A role on Citi’s Interest Rate Risk in the Banking Book (IRRBB) Management team within Corporate Treasury focused on measuring, reporting and managing interest rate risk across Citi’s global balance sheet. The team provides analysis and insight to IRRBB units and supports the development and implementation of IRRBB metrics and enterprise-wide risk measurement capabilities. The position contributes to defining and shaping Citi’s target/future state interest rate risk management framework as the firm invests in enhancing its IRRBB capabilities.