Treasury Risk Manager

hace 1 semana


Xico, México Citi A tiempo completo
About the Role

Citi is seeking a highly skilled Treasury Risk Manager to join our Markets Treasury team in Mexico. As a key member of our team, you will be responsible for managing interest rate and FX risk across accrual Markets businesses.

Key Responsibilities
  • Manage the Bank's investment portfolio, including securities, derivatives, and other financial instruments, in line with Franchise objectives.
  • Develop analysis tools to improve investment portfolio returns based on markets evolution and position scenarios.
  • Develop and implement new products or strategies to improve investment portfolio returns.
  • Participate in the Country LMT financial plan, including revenue, expense, and return metrics for the LMT function.
  • Provide regular market updates to regional and global business stakeholders and participate in the top-down macro and business view around potential opportunities.
  • Ensure thorough and effective oversight of the Local Markets Treasury risk exposures in the country, including cross-border, price, liquidity, and credit risks.
  • Drive operational and technology strategies needed to support business growth and optimization and mitigate operational risk.
  • Ensure compliance with regulatory environment, risk management, liquidity, and capital allocations in the country.
  • Personally own, develop, and strengthen the control framework of the business.
  • Work as a partner with Treasury (ALM, BSSO, Regional Treasury, GLM) and the broader Treasury business.
Development Value

The incumbent will gain first-hand experience of working in a multi-product, multi-currency trading environment. The individual will gain valuable knowledge across a wide range of product and regulatory areas.

In working closely with other businesses across the wider Markets business, the individual will enhance their book and balance sheet management skills, as well as liquidity and interest rate exposures.

The role also gives the opportunity to build general Treasury and business management skills in orchestrating activity across partner and support business groups, including GSP, Rates, FX, Citi Treasury, Product Control, and the Operations Departments within the ICG.

Required Knowledge/Experience
  • Experience of managing market risk.
  • Strong data analysis and related tools.
  • Strong understanding of macroeconomics in relation to fixed income markets.
  • Strong knowledge of Interest Rate and FX products and markets.
Required Skills
  • Effective communication skills.
  • Efficient time management.
  • Wide-ranging analytical/quantitative skills.
  • Work as part of a broader flexible team.
  • Ability to assess risk/reward of transactions when making business decisions, demonstrating proper consideration for the firm's reputation.
  • Fluent English language skills.


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