Think Beyond The Label Jobs

Client FRM drives efficient use of financial resources across all businesses within Citi, through Client and Product lenses. The group provides in-business leadership and subject matter expertise on capital, liquidity, tax and other financial resource management topics, and is further responsible for executing and managing credit hedges for the corporate loan portfolio.

The Liquidity & ALM team identifies and drives execution of commercial outcomes, through risk management strategies, model and methodology scrutiny, structured transactions, and other optimizations, delivering benefits across the Citi’s balance sheet, revenues and returns.

Further, we coordinate and lead on projects to enhance our Client and Product frameworks, across disciplines such as Liquidity, FTP (Funds Transfer Pricing) and IRRBB (Interest Rate Risk in the Banking Book).

We partner across the business lines across Citi, and with Treasury, Finance, Risk and Technology.

Technical Skills

• Top of the industry, multi-year expertise in one or both of:

• Liquidity management: understanding of both business balance sheet funding requirements and product liquidity risk, across many trading book and banking book products (e.g. loans, deposits, securities, derivatives, prime, structured notes, intraday/payments/nostros), including linkage with Liquidity Premium (FTP)

• ALM: understanding/appreciation of product characteristics, basis risk, behavioral modelling, optionality, accounting treatment, hedging strategy, risk transfer via FTP. Understanding of IRRBB concepts across loans and deposits, and also interconnectivity with trading book / markets business funding and cash management/ticketing.

• Commercial understanding of the business, and how optimized Liquidity management and ALM can enable competitive advantage

• Experience designing frameworks to support effective business-side Liquidity and Asset Liability Management

• Experience connecting Liquidity and ALM concepts with business forecasting and strategic planning

• Highly quantitative with excellent data analysis skills, able to manage large, sometimes unstructured data sets, and unclear requirements, with an ability to apply SQL, Python or other languages, alongside Excel, to perform analysis quickly and efficiently

• Able to partner with Finance and Technology to deliver enterprise-wide frameworks

Creative Problem Solving

• Ambitious and excited by the opportunity to work in a business-side Liquidity & ALM Strategy function

• Ability to understand complex ideas and problems in a fast-paced environment

• Unfazed by ambiguity, biased towards defining structure and project management, conceptualizing enterprise-wide frameworks and resource management approaches

• Superior attention to detail, accuracy, and scope, with an innovation mindset and intellectual curiosity

Acumen & Communication

• Strong ability to manage, prioritize, and communicate within a team, and in leadership roles

• Able to communicate complex and technical concepts to all levels of seniority

• Organised and able to manage multiple projects involving global teams in parallel, leading people directly and indirectly to achieve success

• Outstanding management, motivation and coaching abilities to direct reports and junior team members

• High degree of self-advocacy, motivation, and development with the highest level of professionalism

Partnership & Collaborative Success

• Excellent interpersonal skills, in person and over video, and able to build effective relationships and networks across the firm

• Ability to credibly partner with senior stakeholders to mitigate roadblocks and drive objectives to delivery

• Ability to design and prototype, and perform handovers to production teams

• Ability to defend the team’s interest and priorities, while putting the firm first

Experience and Qualifications

• Experience in the Financial Services industry with specific focus on FRM, Treasury, liquidity management and/or asset liability management

• Track record of success with data-intensive projects and enterprise-wide projects

• Bachelor’s degree and qualifications in STEM (Science, Technology, Engineering or Mathematics), Finance, Economics, Business, or another related field

Job Family Group:

Institutional Trading

Job Family:

Quantitative Analysis

Time Type:

Full time

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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.

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Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.