GP&P Lead Analyst

• Determine requirements and develop analytical for Interest Rate Risk in Banking Book (IRRBB) and reporting designs based on the analysis of business needs, objectives, and existing infrastructure
• Support design and development of solutions for portfolio analytics and business intelligence for products traded by Treasury
• Create prototypes for analytics related to derivatives portfolios
• Project management activities for centralized and enhanced financial/risk/management reporting
• Build relationships with stakeholders
• Analyze portfolio management models used by desk using various underlying financial and economic variables
• Advise regarding valuation and reporting of fixed income securities, hedging programs, and reporting projects
• Coordinate to provide centralized and enhanced financial/risk/management reports
• Review portfolio models and reports to identify opportunities for streamlining portfolio analytics and reporting
• Design portfolio management dashboard using financial analysis, trend analysis and correlation analysis techniques
• Collaborate to build new analytical and reporting items across different platforms used by finance organization in Citi
• Work with trading desk partners to analyze underlying financial and risk model setups used in portfolio analysis and reporting systems
• Provide user training and working group sessions to demonstrate analytics and reporting capabilities
• Portfolio digitization to enhance capabilities and develop foundation for future innovations
• Review digitization tools MicroStrategy, Power BI, Tableau to maximize reporting effectiveness.

• 8 plus years of experience working for a financial services organization
• Experience with effectively analyzing Actual and Forecast results with a comprehensive knowledge of Transfer Pricing and other Intercompany items
• Thorough knowledge of key Interest Rate Risk metrics (IRE, EVS), working knowledge of Citigroup Financial Systems (PEARL / GENESIS / Etc.)
• Proficiency with standard analysis tools (Excel / Access / SQL)
• Excellent written and oral communication
• Demonstrates thorough knowledge fundamental Balance Sheet and P&L
• Bachelors degree, potentially Masters degree in Finance, Economics or quantitative discipline
• Finance certifications like CFA, CPA, FRM will be preferred.

Finance certifications like CFA, CPA, FRM.

• Equal opportunity employer
• Affirmative action employer.