Found Description
**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 Treasu...