Corp Treasury
Reference Code: 12010032
Location: New York, NY, USA
Education Level: Bachelor's Degree
Description
Citi Treasury manages the capital, funding and liquidity of Citigroup legal vehicles; manages and provides Corporate oversight of liquidity risk, interest rate risk and currency translation risk; and supports product, customer and geographic businesses with risk identification, risk management, product innovation and funding strategy. Citigroup Treasury Finance provides analytical and product perspective support related to PL and balance sheet management, transfer pricing, planning and analysis, expense management, and product analysis to other functions within Treasury and to Businesses within Citigroup.
This job within Citigroup Treasury assists with various functions and performs analysis and reporting related to the following:
- Accounting policy matters;
- Hedge program development;
- Management reporting of derivatives, hedging and AFS securities;
- Analysis of daily PL results based on market movements;
- Front office support
Key responsibilities include:
- Daily interaction with Front Office and LIC accounting teams to provide real-time analysis and support for decision making;
- Actively participate in the process of daily PL reporting for derivatives and hedge accounting results;.
- Provide support to various improvement initiatives to improve controls and gain efficiencies in financial processes and reduce PL volatility through adoption of best practices in the accounting for derivatives and hedge accounting.
- Build and assist in the building of models to support the daily valuation of hedges and hedge.
- Coordinate/participate in the review of AFS securities for Other Than Temporary Impairment.
- Act as a liaison between Controllers, Derivatives and Securities Accounting, Front Office and Risk within Treasury.
- Handle ad hoc requests from senior management and businesses.