Interest Rate Risk Analytics and Reporting Senior Lead Analyst - C14/SVP - GETZVILLE

Getzville New York United States · 17 months ago

$115,840 to $173,760 a year

About the job

Department Description The Non-Trading Market Risk (NTMR) Operations within Treasury Chief Administrative Office (CAO) is responsible for reporting, analytics and data quality controls related to the firm’s Interest Rate Risk on Banking Book (IRRBB) and Credit Spread Risk arising from non-trading book activities (CSRBB). NTMR Operations’ main responsibilities include: - Perform the monthly IRR reporting and analytics for Citigroup/CBNA as well as +70 IRRBB units at both legal entity and business level - Lead data error identification, notification and adjustments - Limit monitoring of IRR metrics - Design, implement and monitor data quality controls in the IRR platform (RUBY) - Provide...