Treasury Risk Senior Manager

Treasury Risk Management (TRM) ensures robust second line oversight and a consistent implementation of policies & procedures across UK & Western Europe. Primary responsibilities for this role is to focus on the review and challenge of Interest Rate Risk in the Banking Book (IRRBB) across all UK entities.Responsibilities:Review regular Interest Rate Risk (IRR) metrics and compliance with limits.Partner with Corporate and Markets Treasury, understand the ALM strategy and toolkit to maintain compliance with risk appetite.Liaise with reporting team and participate on attestation process.Review the IRR Transfer Pricing proposals, participate in the process and challenge results. Work with Treasury to set appropriate risk appetite levels. Participate in Regional and Global calls and maintain two-way communication.Review New Products proposals and assess the IRR impact.Treasury Risk Controls:Cooperate on the design, test and update of the regional TRM controlsGather and review the evidences testedReview and update the matrix with the new regulatory requirements, new activities and process improvementsQualifications:6-10 years of experience with Treasury or Treasury Risk teamExpert knowledge of fixed income products and marketsStrong knowledge of balance sheet composition and ALMBachelor's degree in science/engineering/finance degree and Master's degree preferred-------------------------------------------------Job Family Group: Risk Management-------------------------------------------------Job Family:Treasury Risk------------------------------------------------------Time Type:------------------------------------------------------Citi is an equal opportunity and affirmative action employer.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.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 review Accessibility at Citi.View the "EEO is the Law" poster. View the EEO is the Law Supplement.View the EEO Policy Statement.View the Pay Transparency Posting