Liquidity Management Services (LMS) Funds Transfer Pricing (FTP), Hedging and Interest Rate Ris[...], London, England, United Kingdom

Liquidity Management Services (LMS) Funds Transfer Pricing (FTP), Hedging and Interest Rate Ris[...]

New Yesterday

Liquidity Management Services (LMS) Funds Transfer Pricing (FTP), Hedging and Interest Rate Risk (IRR) Optimization Lead - Senior Vice President (Hybrid)

Citi London, United Kingdom

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Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact.

Job Overview
Are you looking for a career move that will put you at the heart of a global financial institution?

Then bring your skills in leadership, networking, strategic planning, communication, technological adaptation, and problem solving to Citi's Liquidity Management Services. By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview
The primary objective of the FTP, hedging and IRR function is to work with our Liquidity Management Services (LMS) Product Teams, Treasury, and Finance functions in order to establish our LMS strategy to deliver against revenue, work with regional teams to set the deposit strategy, support the delivery of LMS Treasury-related regulatory and Consent Order requirements, drive funds transfer pricing objectives and ensure that deposit behaviours are appropriately reflected, and work on setting balance sheet and spread optimization objectives. A key role is to develop the analytics necessary to proactively manage the LMS balance sheet and monitor progress and performance against stated objectives/targets.

This role falls under the Funds transfer pricing, capital, and hedging optimization team. The team is responsible for the following:

Drive FTP initiatives by understanding country requirements.
Assess FTP/Hedging strategies.
Monitor and manage LMS Capital / RWA optimization:
Drive business input to IRR/EVS methodologies.
Monitor and optimize Treasury allocations.

Achieving these goals requires ongoing and consistent analytical support. Sample analysis would include Global / cluster transfer pricing and beta analysis; interest rate exposure assessment of our deposit portfolios; balance regressions; global comparative performance etc. In addition, support is required for ongoing monitoring of LMS balance sheet (b/s) items having regulatory implications.

What you'll do
This role is part of the global team and will have responsibility to support the team to address consent order deliverables.

The individual will be performing the following:

Analyze and assess new Funds Transfer Pricing methodologies, evaluating their impact on country-level revenue and providing critical input to Central FTP team, Business treasury team and country treasury.
Deep dive into annual balance sheet dynamics at country and currency levels, incorporating local regulations and practices.
Provide comprehensive oversight of quarterly hedge processes, including vector recalibration and identification of one-off exclusions.
Monitor and manage the allocation of liquidity premium (LP) for countries to optimize financial outcomes.
Establish and enhance global reporting and analytics for country hedging economics and processes, facilitating comparison against financial plans.
Oversee Interest Rate Risk (IRR) and Economic Value of Equity (EVS) country limits, ensuring alignment with policy and understanding key drivers.
Collaborate with cluster teams and local peers to ensure accurate mapping of deposits for IRR/EVS analysis.
Act as a back-up to the Head of the team, taking ownership of key responsibilities and leading initiatives to achieve revenue targets.

What we'll need from you

We are looking for a highly analytical and proactive individual with a strong background in financial management and risk.

Proven experience in Funds Transfer Pricing (FTP) methodologies and balance sheet analysis within a large financial institution.
In-depth understanding of Interest Rate Risk (IRR) and Economic Value of Equity (EVS) concepts and their drivers.
Experience working with global or multi-country teams, demonstrating an understanding of diverse regulatory environments.
Strong analytical skills with the ability to assess complex financial data and provide actionable insights.
Excellent communication and interpersonal skills, capable of influencing stakeholders at various levels.
Ability to work independently, manage multiple priorities, and act as a reliable back-up for senior leadership.

What we can offer you

This is a pivotal role that offers an unparalleled opportunity to deepen your expertise in global balance sheet management, FTP, and Interest Rate Risk within one of the world's leading financial institutions. You will gain exposure to diverse international markets and regulatory landscapes, working directly on strategic initiatives that shape Citi's financial health. Every day will present new analytical challenges and opportunities to collaborate with a global network of financial experts, significantly enhancing your professional skills and accelerating your career trajectory in financial risk management, services and treasury.

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure
A discretional annual performance related bonus
Private medical insurance packages to suit your personal circumstances
Employee Assistance Program
Pension Plan
Paid Parental Leave
Special discounts for employees, family, and friends
Access to an array of learning and development resources

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

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Job Family Group:
Product Management and Development ------------------------------------------------------
Job Family:
Asset/Liability Optimization ------------------------------------------------------
Time Type:
Full time ------------------------------------------------------
Most Relevant Skills
Please see the requirements listed above.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi .

View Citi's EEO Policy Statement and the Know Your Rights poster.

Working at Citi is far more than just a job. A career with us means joining a team of more than 200,000 dedicated people from around the globe. At Cit...

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Location:: London, England, United Kingdom
Salary:: £80,000 - £100,000
Job Type:: FullTime
Category:: Human Resources

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