Treasury Risk Manager - Australia & NZ
- Recruiter
- Citibank
- Location
- Sydney, New South Wales, Australia
- Salary
- Competitive salary
- Posted
- 27 Sep 2020
- Closes
- 29 Sep 2020
- Ref
- 17184594
- Job role
- Compliance/risk, Treasury
- Experience level
- Manager
Description
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - AU --
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 .
- Treasury Risk Management oversight for all balance sheet risks covering ICG and GCB portfolios in Australia & New Zealand as well as involvement in other regional risk initiatives
- Second line oversight of Liquidity risk, Interest Rate Risk, Investments Risk and Capital Risk management of all legal vehicles
- Active involvement in the new product approval and model validation process; participation in New Product Approval Committee, as required
- Review and approve an appropriate treasury risk limit framework for risk-taking units and monitor compliance with established Treasury Risk Appetite framework and / or applicable local regulatory requirements
- Overseeing and ensuring the integrity of the risk monitoring process
- Participation in Country ALCO and other applicable governance forums to provide second line independent review and challenge of treasury risk matters
- Frequent interaction with Finance Division in relation to price verification, pricing and market value adjustments, as well as regulatory reports
- Interacting with regulators, auditors and other market professionals on treasury risk management related matters
- Ensure proper implementation of all IRR and liquidity risk related policies, both corporate and regulatory
- Propose parameters and implement comprehensive stress testing scenarios at business or legal vehicle level
- Review and analyse all exposures and prepare reports for senior management, local Risk Governance Committee and ALCO
- Bachelor's degree in quantitative or financial discipline. Postgraduate degree is preferred. Additional professional qualifications, such as CFA will be an advantage
- Highly experienced in Market Risk and/or Treasury
- Sound judgment on risk and strong environmental awareness
- Good interpersonal and communication skills, as the role requires interaction with senior management and various constituents across business and support functions
- Ability to multitask to tight deadlines
- Good attention to details and strong analytical skills
- Ability to identify issues, take initiative and operate with limited supervision
- Ability to work well as part of a team, and deliver a common objective with cross function team sets
- Bachelor's/University degree, Master's degree preferred
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - AU --
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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