Treasury Risk Head Mexico - Tlahuac, México - Citi

Citi

Empresa verificada

Tlahuac, México

hace 1 semana

Publicado por:

Rodrigo Fernández

Reclutador de talento para beBee

Descripción

Responsibilities:

Responsible for managing risk reporting and analysis for Citi Treasury, working closely with the Treasury Portfolio Managers, Treasury Risk Managers, and Treasury Finance and O&T.
Partners with members of Treasury, Risk Management, and Finance to establish reporting requirements, develop the tools, analysis and reporting necessary to proactively identify and manage risk with respect to portfolios and products, and continuously update the reporting process to reflect the current business structure.
Leads and sets strategy for the team responsible for the reporting and analysis of interest rate and other market risks.
Conducts daily, weekly, and or monthly reporting of Interest Rate Exposure, DV01, duration, convexity, VaR, and MTM. Monthly reporting requirements include computation of Economic Value Sensitivity, Economic Risk Capital, and numerous stress scenarios.
Develops a high level of expertise in the various systems Treasury Risk uses to generate Risk information such as DP and Yield Book.
Leads testing and implementing Treasury Risk Management system, including establishing data standards and controls as well as coordinating and performing ongoing projects and testing.
Works with members of the various disciplines to identify ways to streamline and automate process flows in order to create more accurate and timely results, as well as improving efficiency.

Qualifications:

15+ years of experience, including 810+ years' managerial experience
15+ years of relevant finance, risk management/analytics, reporting experience, preferably in a trading environment. Product control experience preferred. Treasury knowledge is a plus
Proven ability to identify issues, design a plan of action and execute projects to meet stated objectives

Education:

Bachelor's degree in Finance/Quantitative Fields. Master's degree preferred.

Job Purpose:

This position covers the Finance CRO roles for the new Citi Mexico legal entities. The role requires strong treasury risk management performed by Finance Risk (FinCRO) and will have close communication with the Treasury team.
Finance Risk Management is responsible for providing effective and credible challenge to the Treasury organization for liquidity, interest rate risk management, investments, and capital. This position is a recognized technical authority in Finance Risk that requires communication skills to guide, influence and convince others, in particular colleagues in other areas and occasional external stakeholders. Focus will be on the management of robust treasury risk framework for the entities and meeting the needs of local regulators. Among other things, the role will be responsible for monitoring, reporting and escalating treasury risk to internal and external stakeholders.

Key Responsibilities:

As part of Finance CRO management global team and Citi Mexico Risk Management team, this person will help to ensure a sound and robust second line oversight, a consistent implementation of policies and procedures, and an optimization of the use of resources.

Fronting senior regulators on key legal entity related assetliability management matters to ensure responsible risk taking in line with internal risk appetite standards and prudential requirements.
Provide independent oversight related to liquidity risk and Non-Trading Market Risk following the roles and responsibilities described in the policies and procedures.
Participate in the respective committees to provide the review and challenge required as well as the approvals.
Provide independent oversight of issuer risk and balance sheet liquidity management (BSLM). Monitor investment and issuer risk reporting and metrics to identify and escalate potential areas of concern.
Work with Treasury to ensure that all relevant risk factors are properly identified and formally captured in official risk systems.
Develop and maintain appropriate treasury risk limits frameworks with applicable limits and triggers.
Oversee risk exposure measurement and limit monitoring processes to ensure integrity and independence of reporting.
Assesses complex risk/return tradeoffs associated with transactions and products.
Reviewing and approving of risk framework, as well as monitoring compliance with risk limits/triggers
Interaction with Other key risk seniors across the region and globe (Market Risk, Credit Risk, Operational Risk) and relevant Finance and Reporting teams to improve accuracy of regulatory and management reporting.
Establishing professional relationships with relevant regulatory bodies and represents Citi on critical regulatory matters as required. Serves as liaison with regulatory examiners, Internal Audit, and external auditors on critical Risk issues and oversees the implementation of related remediation.
Participating in new product approval reviews to ensure novel offerings, business launches, and complex products are in line with st