Head of Traded Products - Balance Sheet Management - Director

The Balance Sheet Mgmt Sr. Grp Mgr manages multiple teams through other managers. In-depth understanding of how own sub-function contributes to achieving the objectives of the function. A good understanding of the industry, direct competitors' products and services, is also necessary in order to contribute to the commercial objectives of the business. Requires thorough understanding of strategic direction of the function within the relevant part of the business, combined with a solid conceptual/practical grounding in both the function and/or area of expertise and related subject areas. Excellent communication skills required in order to negotiate internally, often at a senior level. Some external communication/negotiation may be necessary. Responsible for executing functional strategy in area managed. Determines approach to implementing functional strategy. Accountable for end results, budgeting, planning, policy formulation and contribution to future strategy of the area(s). Impact reflects size of team managed, strategic influence on the business and interaction with other functions or businesses. Full management responsibility for multiple teams, including management of people, budget and planning, to include duties such as performance evaluation, compensation, hiring, disciplinary actions and terminations and budget approval. May be doing involved or responsible for diverse (cross-discipline) activities. Typically, a direct report to a C16 role and function as an integral member of the functional leadership team within a country/site location, job family, or line of business.

Key Responsibilities:

• IRRBB Framework Ownership: Own all Markets-related inputs to the firm's IRRBB framework, including trading book interest rate exposure modeling, basis risk, optionality calibration, and banking book / trading book boundary governance.

• Balance Sheet Forecasting & NII Analysis: Lead forward-looking forecasting and daily analysis of Markets balance sheet dynamics, owning the Markets contribution to the Treasury NII forecast across rate, funding cost, and hedging scenarios.
• Balance Sheet Optimization: Provide strategic recommendations on Markets balance sheet composition — funding mix, asset allocation, and hedging overlays — to enhance returns, ensure appropriate resource deployment, promote NII stability, and manage rate and spread sensitivity across the trading and financing book.
• Transfer Pricing & Methodological Input: Partner with the FTP team to ensure Markets funding costs, liquidity value, and capital consumption are accurately and dynamically reflected in transfer pricing signals, covering secured/unsecured funding, intraday liquidity, and trading book resource economics.
• Regulatory, Governance & Stakeholder Engagement: Serve as the primary analytical resource for regulatory examinations, IFRC governance, and senior stakeholder engagement on Markets IRRBB, liquidity, and capital risks — translating complex trading book analytics into clear, actionable insights for Treasury leadership, risk functions, and business partners.

Qualifications:

• 15 plus years of experience within financial services
• Solid understanding of financial products on a bank's balance sheet
• Established effective leadership and management skills with ability to build relationships
• Clear consise communication skills, both oral and written
• Excellent analytical and problem solving ability
• Solid understanding of the Treasury function within a bank
• Ability to prioritize and ability to work under pressure

Education:

• Bachelors degree, potentially Masters degree and managerial experience

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## Job Family Group:

Finance

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## Job Family:

Balance Sheet Management

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## Time Type:

Full time

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## Primary Location:

New York New York United States

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## Primary Location Full Time Salary Range:

$170,000.00 - $300,000.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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## Most Relevant Skills

Balance Sheet, Business Acumen, Digital Skills (Including AI), Financial Analysis, Internal Controls, Management Reporting, Process Execution, Risk Identification and Assessment.

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## Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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## Anticipated Posting Close Date:

Aug 25, 2026

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## Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.

Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

Illinois residents – AI Notice and Right

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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.

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