Finance Risk Officer - Assistant Vice President

About the role

This position is responsible for designing, developing and maintaining Treasury and Market Risk Management programs, focusing on liquidity, interest rate, market, investment and capital risks while ensuring compliance with Citi policies and regulatory requirements.

Key responsibilities

• Participate in the design, delivery and maintenance of Treasury/Market Risk Management programs and policies.
• Review and approve local market and liquidity risk limits and monitor compliance.
• Conduct analysis and provide oversight for Risk Appetite Statements, ICAAP/ILAAP, stress testing and recovery plans.
• Interact with global risk managers, finance and reporting teams to improve regulatory and management reporting.
• Liaise with regulators, internal audit and external auditors on Treasury/Market Risk issues and oversee remediation.

Required profile

• Degree in Finance or quantitative discipline; postgraduate degree preferred.
• 5+ years of experience in market/liquidity risk management, treasury or related functions.
• Advanced knowledge of treasury, market risk, liquidity management and derivative products.
• Strong analytical, technical and quantitative skills with ability to interact with auditors and regulators.

Required skills

• Proficiency in Excel/VBA.
• Experience with MS Office applications (Word, PowerPoint).