Finance - AVP - Balance Sheet Management Lead Analyst / Business Unit Manager, Citi Treasury Investm

  • London, UK
  • 02 Aug, 2020

Job Description

Description: Citi Treasury Investments was established in 2011 within Corporate Treasury to lead the investment of Citi's major liquidity portfolios with oversight from Citi's ALCOs. This involves managing the portfolios to meet all necessary regulatory requirements while 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. CTI's Rates, MBS, Credit and FXCM desks manage AFS and HTM investment securities across a variety of sectors such as US Treasuries, Foreign Government Bonds, Agencies and MBS, as well as a range of Credit instruments such as Structured Finance securities, CLOs, Covered Bonds and others. CTI's FX and Capital Markets team manages Citi's Benchmark Debt issuance and Credit Card Securitization programs, as well as hedging of non-Dollar capital globally against FX risks. The desks are supported by the CTI Analytics team; the candidate would be part of CTI Analytics Business Unit Management team and will focus on supporting the desks based in London. The candidate will be in a key position to help support and partner with the CTI Credit portfolio management team, as well as the FX hedging team in their capacity as Junior BUM. The candidate will also collaborate closely with the rest of the CTI Analytics area, as well as other areas such as Product Control, Audit, Risk, Compliance, Middle Office, FP&A and others. The Junior BUM would provide daily support and analytical insights, monitor activity, PnL results 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, as well as establish appropriate controls. He / She would also collaborate with the rest of the CTI Analytics team on broader projects. Key Responsibilities Ongoing monitoring of all investments including securities, funding and derivatives Support for the CTI Credit daily PnL Affirmation process Become the key partner and support the portfolio managers in monitoring of the existing holdings versus Plan, create any required ad-hoc analytics, attribution analysis and explains for securities, hedges and funding. Assist with Firm Account openings and reporting infrastructure changes Be responsible for the month end management reporting and analytics, as well as required reconciliations Establish a strong working relationship with the Product Control and FP&A teams, review the daily desk level PnL and Balance Sheet reports and published monthly EV results. Help lead various projects of either desk-specific or broader projects across CTI Ensure control and compliance with CTI trading mandate and MCAs Find opportunities for process and infrastructure improvements Development Value Opportunity to work within a leading portfolio management team. Opportunity to develop analytics and solutions that add value and drive decision making. Exposure to a very diverse Treasury team at the heart of one of the world's largest financial institutions with opportunities for development and growth Qualifications: A minimum of 2-3 years of experience spent in Financial Analysis / Strategy / Product Control or Middle Office role within a global financial services organization. Some experience in investment portfolio analytics, reporting and monitoring. Understanding of securities, debt, derivatives and funding instruments. Accounting knowledge of FAS133, AFS, HTM, MTM is a plus Skills Strong quantitative and analytical problem solving skills Ability to work well within a diverse team, as well as independently Expert knowledge of MS Excel VBA coding skills would be an advantage Exceptional analytical and problem-solving skills with proven track record of converting large data sets into business decision making tools. Exceptional attention to detail Highly motivated self-starter, with ability to take ownership and drive results Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - GB Time Type : Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity. Citigroup Inc. and its subsidiaries ('Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity CLICK HERE . To view the 'EEO is the Law' poster CLICK HERE . To view the EEO is the Law Supplement CLICK HERE . To view the EEO Policy Statement CLICK HERE . To view the Pay Transparency Posting CLICK HERE .



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