Model Validation & MSS Treasury Manager

  • Company:
    Citigroup
  • Location:
  • Salary:
    negotiable / month
  • Job type:
    Full-Time
  • Posted:
    4 months ago
  • Category:

To provide support to the senior management in order to meet the existing and new guidelines for Model Validation oversight.  The task includes assessing, documenting and periodically reviewing the models as per Citi guidelines. Key responsibility is to ensure that all Citi Treasury processes are covered and that Citi Treasury remains well positioned to comply with internal requirements and policies regarding model validation. Responsibilities will be to provide oversight to the key technical and analytical support and coordination in the implementation of Citi’s Transfer Pricing policies across the EMEA region.  Position resides within the EMEA Citi Treasury UK Treasury Team. The role will be based in Budapest, however involves a lot of interaction with the London Hub as well as collaboration with local country teams across EMEA, and with other regional Citi Treasury teams. Responsibilities: Provide oversight to Model Validation with respect to the following tasks: Assessment of EMEA Citi Treasury processes if those should be classified as models Model documentation as per Citi’s internal guidelines Perform quarterly performance measurement on models Submission of initial assessments and annual reassessments to the Model Risk Management team Liaise with other Regional Treasury teams for cross regional model validations and best practices Supervise a Model Validation Analyst in their daily tasks and provide oversight for their roles and responsibilities Provide oversight to the implementation of Citi’s Transfer Pricing policies: The MSS Treasury Manager should coordinate that the FTP policies are implemented in a controlled manner within EMEA region. Act as an interface to Business and be able to: i) explain FTP policy to businesses; ii) understand and communicate the FTP/Liquidity Risk aspects of new trade structures with businesses; iii) work directly with other finance teams to implement new FTP systems and policies. Systems and processes should be constructed so that transparency and strong control are possible. There must be appropriate levels of review of internal controls. Supervise a FTP Analyst in their daily tasks and provide oversight for their roles and responsibilities Qualifications: 5+ years Treasury and/or Finance function experience English language at proficient level both written and oral, any other languages are a plus Expert MS Excel, MS Access user, PowerPoint. Comfortable with macros, VBA coding Able to process large amounts of information and assimilate it in a meaningful way Proactive, ability to work on own initiative Numerate,  technical and analytical, high attention to detail and ability to handle complex models Comfortable communicating across teams, meeting objectives in a defined time frame, and delivering results Ambitious and willing to learn, able to quickly assimilate new information “Client – Service” mindset Able to handle tight deadlines and multitask, ability to work under pressure Education: College or University Degree Competencies: Ability to influence and persuade staff at all levels Ability to interpret data and make reasoned conclusions Comfortable applying own judgement to make decisions Working to tight deadlines is a must Strong project skills including planning, analysis and delivery with drive and determination to ensure success Comfortable working in a team Ability to be flexible in a fast changing environment Innovative and creative ————————————————- Grade :All Job Level – All Job FunctionsAll Job Level – All Job Functions – HU —————————————————— Time Type : —————————————————— Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity. Citigroup Inc. and its subsidiaries (“Citi”) invite all qualified interested applicants to apply for career opportunities. 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 CLICK HERE . To view the “EEO is the Law” poster CLICK HERE . To view the EEO is the Law Supplement CLICK HERE . To view the EEO Policy Statement CLICK HERE . To view the Pay Transparency Posting CLICK HERE .

Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.