Citi
Team:
The individual will work in the Liquidity Stress Testing team within Global Liquidity Management (GLM) team at Citi’s Corporate Treasury. The GLM team is responsible for measuring, reporting, and managing liquidity risk across the firm in a consistent and transparent manner and within well-established risk appetite. It partners with businesses and functions across the firm to establish and implement initiatives to improve Citi’s liquidity profile and related risk management processes. The GLM team interfaces with Citi’s Asset Liability Committees (ALCOs), Business, Legal Entity, Regional and Country Treasurers, Regional and Country Risk Managers, Business Managers, Independent Risk, and the Recovery and Resolution (RRP) team in ensuring a consistent view of balance sheet and liquidity across the firm. It coordinates with country and business treasurers to implement funding and liquidity plans for each country/entity which includes analysis of the balance sheet and economic/business conditions for each country and/or significant operating entity. The GLM team maintains an active and open dialogue on liquidity matters with regulators, investor relations and industry groups.
Key Responsibilities:
In this role, the individual will be responsible for:
- Support and selectively lead the development, enhancement and maintenance and review of methodologies and models for internal liquidity stress tests (ILSTs) and interpretations for regulatory liquidity metrics (US LCR, US NSFR)
- Performing detailed product-specific analysis to support stress testing calibration which will require strong collaboration and engagement with partners across Business, Treasury and Risk functions
- Actively participate in discussions with Citi’s Model Risk Management (MRM) function in documenting and validating models
- Assessing the liquidity impacts related to new businesses and products
- Developing responses to regulatory examinations related to liquidity stress testing
- Understanding Citi’s regulatory liquidity metrics, reporting requirements and existing liquidity framework in order to effectively support both ongoing liquidity oversight requirements and proposed liquidity regulations
- Make strategic recommendations with regard to balance sheet and liquidity optimization across legal entities and businesses
Qualifications:
- A bachelor degree in finance, legal, accounting, or related fields; advanced degree is a plus.
- Minimum 2-4 years of experience in one or more of Finance, Treasury, Risk, or Quantitative model development disciplines.
- Ideally at least 2 years of experience in Treasury and/or Liquidity Risk Management at a U.S global financial services institution with knowledge of liquidity regulations, reporting, analytics and development of internal liquidity stress testing models related to Markets products such as High Quality Liquidity Assets, Secured Funding, Derivatives, Prime Brokerage
- Willingness to take ownership and execute on deliverables.
- Excellent organizational skills, with experience in leading large teams, composed of product specialists with different backgrounds
- Strong communication skills (written, verbal) including tact, diplomacy and ability to influence others
- Strong quantitative skills, with attention to detail.
- Advanced Excel and MS Office skills required
Specialized Skills:
- Understanding and knowledge of regulatory landscape (eg, US LCR, US NSFR, Reg YY, CLAR/LISCC exam process, Recovery Plan, Resolution Plan) and liquidity planning exercises (eg Funding & Liquidity Planning, Contingency Funding Planning)
- Working knowledge of SQL, VBA, Python, PowerBI, Tableau is desirable
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Job Family Group:
Finance
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Job Family:
Balance Sheet Management
Time Type:
Full time
Primary Location:
Long Island City New York United States
Primary Location Salary Range:
$142,320.00 – $213,480.00
Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
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