Finance, Asset and Liability Management (ALM) Lead Analyst - Libor Transition, VP
The Asset and Liability Management (ALM) unit is a centralized function within Citigroup's Group Treasury and has three primary areas of focus: (1) ALM Policy & Execution (2) Interest Rate Simulation, and (3) Model Analytics.
The ALM Policy & Execution unit establishes and oversees the policies under which business assets and liabilities are priced based on interest rates and liquidity values, executes various transfer pricing processes, and ensures retained costs and balance sheet in Treasury are minimal through an effective allocation process.
ALM Analyst position will support and report to the ALM head of LIBOR Transition and all related aspects for ALM related functions.
The ALM function partners extensively with Independent Risk, Citi Treasury Investments (CTI), the Balance Sheet Management team, the Treasury GPO team, and business and legal entity treasurers. Key Responsibilities
Lead the development and monitoring of ALM Libor Transition project plan. Work with stakeholders to ensure project is on schedule
Coordinate with ALM head of Libor Transition and support/represent ALM across working groups and project calls. Stay current with industry developments regarding the implementation of Risk Free Rates and update senior management on a regular basis
Coordinate FTP Libor exposure measurement initiatives globally
Evaluate alternative approaches to transition Funds Transfer Pricing framework to risk free rates
Manage front-to-back testing across Treasury functions (TP, LP, FDIC, Asset Attribution, RWA etc.) to ensure all allocations are in line with LIBOR transition
Update ALM policies and procedures impacted by Libor Transition
Proactively escalate issues to ALM Senior Managers if deadlines and priorities are not being met
Coordinate with central Libor Transition team and product teams to ensure smooth transition
Prepare and support recurring and ad hoc analyses and presentation materials related to LIBOR Transition for senior management forums.
Support ALM team with other market/regulatory and systems initiatives Qualifications
Minimum of 3 year experience in finance, especially managing cross functional projects at the middle / senior management level
Knowledge of Corporate Treasury functions and products, including intercompany funding and Derivatives
Understanding of Rates and FX markets
Strong communication and presentation skills
Ability to create, analyze and review spreadsheet models
Organized, with attention to detail and excellent at multi-tasking.
Ability to work autonomously with minimal supervision Education:
Bachelor's degree in Finance, Economics, Business, Engineering or related fields
Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - HK
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