Director, Senior Balance Sheet Manager

The Country Corporate Treasury team supports the Country Treasurer and CFO on Balance Sheet Management activities. The team is responsible for ensuring disciplined treasury practices in managing treasury risk exposures, and providing an independent oversight on liquidity risk management, contingency funding planning, Interest rate risk in banking book (IRRBB) and capital management. The Country Corporate Treasury Team also partners with the businesses to optimize funding structure within appropriate risk levels and Balance Sheet management disciplines. The team provides advisory service on treasury strategy, supports the Country ALCO discussion, and acts as a liaison with all constituencies within Citigroup, including communication with senior management, strategizing treasury issues with other business segments and across different corporate functions (Controllers, FPAl, tax, etc.), 2nd LoD (TRM, ICRM).

**Description**
- Ensure disciplined treasury practices and provision of adequate support/oversight on liquidity risk management and contingency funding planning, IRRBB and capital management for all bank entities in Singapore.
- Partner with the local treasurers and businesses to optimize funding structures within appropriate risk levels and balance sheet management disciplines.
- Provide analytics on treasury strategies, support the Country ALCO discussion, and act as a liaison with key constituencies in Singapore, including communication with senior management across the Region and NY Head Office. Support the Country Treasurer to ensure appropriate liquidity, IRRBB and capital governance within the Country ALCO.
- Responsible for local regulatory reporting to the Monetary Authority of Singapore (MAS). Includes MAS 649 for LCR, MAS 652 for NSFR and drive system automation project. Also ensure meeting all requirements relating to MAS Risk assessment submission and various liquidity and IRRBB related responses to Consultation Paper and Recovery & Resolution planning queries. Ensure fully compliance to regulatory requirements for these reports.
- Be responsible for Citi SG’s funding and liquidity plans, as well as the implementation of related liquidity risk targets and metrics, including country and legal entity oversight, stress testing and contingency funding plans. Also includes CGM balance sheet oversight. Liaison between the business users and to develop solutions for an intact liquidity risk reporting process / management and troubleshoot for relevant issues from initiation through implementation.
- Ensure compliance to non-trading Market risk policy requirements covering IRR in banking book, inclusive of monitoring, oversight and governance of the metrics, and any analytical support as needed. Ensure compliance to local regulatory requirements covering IRRBB.
- Administer and implement the Transfer Pricing process, as per Funds Transfer Pricing Standard, whereby IRR in customer-facing businesses is transferred to Treasury; Work with FP&A to ensure that Transfer Pricing positions are accurately captured in RUBY, and that Transfer Pricing mappings and set up are correct
- Provide oversight and governance for capital management, and ensure compliance to capital policy standards and ICAAP process.
- Support the key CCAR priorities specific to Singapore bank entities as well as the rollout of related Ruby initiatives and BAU processes. Build and support treasury re-balancing efforts at the MLE (legal entity) and CLE (country) level,
- Ensure compliance for designated reports to BCBS 239 principles
- The role also involves frequent regulatory interaction, and requires to be pro-active in highlighting any issues and compliance to all regulatory requirements and requisite controls
- Communicate and influence frequently with senior management or project stakeholders for optimal outcomes; drive the discussion or escalate issue in context of treasury management.
- Manage a team of 8 balance sheet / treasury specialists.
- Keep the team abreast of in-depth knowledge of prevailing regulatory reporting practices, relevant rules, recent market development, risk measurement and analytical skills.

**Qualifications**
- Bachelor's degree required;
- Minimum 7-10 years of practical experience with solid knowledge of treasury, risk management and financial analysis.
- Broad understanding of financial markets, banking regulations, Basel regulations, liquidity and capital management, and risk management principles
- Good working knowledge of assets-liabilities management and balance sheet optimization. Prior involvement in ALCO is a plus
- Solid understanding of transfer-pricing and interest rate risk is highly desirable
- Strong written and oral communication and interpersonal skills. Ability to interact with senior management regarding complex topics
- **Job Family Group**:
Finance
- **Job Family**:
Balance Sheet Management
- **Time Type**:
Full time
- Citi is an equal opportunity and affirmative action employer.

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