Rates Portfolio Management/Funding Desk Analyst - C12/AVP
Listed on 2025-12-01
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Finance & Banking
Corporate Finance, Risk Manager/Analyst, Financial Manager, Financial Analyst
Join to apply for the Rates Portfolio Management/Central Funding Desk Analyst - C12/AVP role at Citi
Join to apply for the Rates Portfolio Management/Central Funding Desk Analyst - C12/AVP role at Citi
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Business Description
Citi Treasury Investments (CTI) leads and oversees the investment function for Citi’s major liquidity portfolios globally, including the development of the overall asset allocation strategy and process. The Rates Portfolio Management team within CTI has responsibility for short-term funding, legal entities’ money position and funding, Citi Treasury’s global government, government-backed/agency and government-backed mortgage securities portfolios and primary responsibility for interest rate risk positioning.
Business Description
Citi Treasury Investments (CTI) leads and oversees the investment function for Citi’s major liquidity portfolios globally, including the development of the overall asset allocation strategy and process. The Rates Portfolio Management team within CTI has responsibility for short-term funding, legal entities’ money position and funding, Citi Treasury’s global government, government-backed/agency and government-backed mortgage securities portfolios and primary responsibility for interest rate risk positioning.
Within RPM, Central Funding Desk (CFD) is responsible for executing daily funding trades to transfer cash and liquidity between different legal entities. The desk also manages third party derivatives execution to reduce the firm’s USD interest rate and basis risks. The Liquidity Management and Money Position Desk (LMMP) is responsible for forecasting and monitoring the Citibank’s Federal Reserve Bank.
Role Description
The Balance Sheet Management Lead Analyst will be the main trader managing daily execution of USD Funding activities including the responsibilities below:
Funding and Liquidity Management:
- Manage all aspects of daily execution of Funding activities for Delaware legal entities
- Support optimization of intercompany pricing, processes, and liquidity profiles consistent with the overall balance sheet and liquidity objectives
- Manage intercompany funding activities for Broker Dealer legal entities
- Provide SME analytical support for ongoing balance sheet, regulatory and technology projects
- Model and calculate risk impact of various balance sheet funding and hedging activities and coordinate execution with different RPM desks/Regional Funding Hubs
- Address business funding and hedging needs by partnering with ALM/Business Treasury
- Gather market intelligence and formulate balance sheet management strategies
- Participate in weekly market meeting discussions on market flows, fundamental & technical factors, risk positions, regulatory impacts, and portfolio strategy decisions
- Monitor and forecast Citibank’s FRB account cash levels on a daily basis, compare to cash forecast, and perform back-testing
- Proven execution abilities and proficiency at managing multiple projects and work streams
- Excellent communication, presentation, and collaborative skills
- Exceptional analytical and critical thinking skills with attention to detail coupled with the ability to manage time effectively and meet tight deadlines
- Strong interpersonal skills, detail-oriented initiative-taker with the ability to work effectively in a team environment
- An understanding of the Treasury business is a plus
- Proficient computer skills with a focus on Microsoft Office applications. Knowledge in VBA and Python helpful
- Bachelor’s degree in Finance, Business, Economics or Accounting
- 3+ years of experience in Finance
- Job Family Group:
Finance
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- Job Family:
Funding & Investments Management
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- Time Type:
Full time
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- Primary
Location:
New Castle Delaware…
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