Interest Rate Risk on the Banking Book (IRRBB) and Deposits Subject Matter Expert (SME)

Interest Rate Risk On The Banking Book (IRRBB) And Deposits Subject Matter Expert (SME)

Treasury's Balance Sheet Management ("BSM") unit's responsibilities cover six key areas :

• Non-Traded Market Risk Management :

Interest Rate Risk On The Banking Book (IRRBB) Management : Designs, implements and oversees firmwide IRRBB Policy, methodology and management.

The IRRBB And Deposits SME will directly report to the Head Of Balance Sheet Management.

The IRRBB SME is an industry leading expert on Interest Rate Risk On The Banking Book analysis and modelling. Key responsibilities include :

Skills :

Qualifications :

Job Family Group : Risk Management

Job Family : Treasury Risk

Time Type : Full time

Primary Location : 615 S COLLEGE STREET

Primary Location Full Time Salary Range : $250,000.00 - $500,000.00

In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including : medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Most Relevant Skills : Business Acumen, Data Analysis, Financial Modeling, Internal Controls, Management Reporting, Market Risk, Problem Solving, Process Execution, Risk Identification and Assessment.

Other Relevant Skills : For complementary skills, please see above and / or contact the recruiter.

Anticipated Posting Close Date : Oct 15, 2025

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