Citi Group SVP Capital Attribution Senior Manager Hybrid 

United States, New York, New York 

177661176

Balance Sheet Management and Non-Trading Market Risk(“BSM”) Function

is a division of circa 200 professionals within Treasury and is part of Citigroup’s broader Finance organization. BSM’s specific responsibilities cover the following:

• First Line Non-Trading Market Risk Management: analyzes, measures and defines management frameworks and policies for non-trading interest rate, foreign exchange, equity, credit spread and commodity risks.
• Funds Transfer Pricing (FTP): establishes and oversees the policies under which business assets and liabilities are transfer priced based on interest rates and liquidity values; executes firm-wide transfer pricing processes; and ensures retained costs and balance sheet in Treasury are minimal through an effective attribution process
• Capital Attribution: Designs and implements the methodologies for attributing capital usage to businesses.
• Balance Sheet Analytics: Designs and develops models, analytics, and business information platforms for BSM and across the wider Treasury team, with a particular focus on Asset and Liability Management (ALM) and deposit analytics.
• Methodology and Policy Development: Leads cross functional workstreams to design, enhance, and evolve frameworks and methodologies.
• Asset Allocation: Designs and manages Treasury’s security portfolio allocation process across Citi’s $500bn+ global non-trading securities portfolios.

The FTP manager exhibits intermediate understanding of bank balance sheet management and optimization including Asset & Liability Management, Liquidity Management & Pricing and Capital Management. Strong communication skills required in order to negotiate internally. Some external communication/ negotiation may be necessary.

Responsibilities:

• Run quarterly capital attribution for Actuals & Forecast and
• Run quarterly Shareholder Valued Added calculations, analyzing variances and identifying key business drivers
• Automate manual components of production process and enhance control environment by working with feed providers, technology and other key stakeholders
• Enhance capital attribution methodology to optimize the use of capital through proforma analysis, stakeholder engagement and preparation of materials for relevant governance committees
• Become a capital attribution methodology subject matter expert (SME) educating senior management and the business on methodology mechanics
• Maintain capital attribution methodology Framework document updating as the methodology evolves
• Support Second line and Internal Audit engagements by providing various reports, control evidence and maintaining up to date procedures

Qualifications:

• 6-8+ years’ experience in Financial Services, Treasury, and transformational programs
• Coding knowledge such as Python, R or SQL
• Intermediate knowledge in Asset Liability Management & liquidity management
• Strong understanding of regulatory, compliance, risk management and financial management
• Experience in managing complex end-to-end processes
• Demonstrated ability to collaboratively solution complex and dynamic processes
• Proven ability to work under pressure in ambiguous environments
• Strong oral and written communications skills with ability to synthesize complex concepts, and influence change.

Education:

• Bachelor’s degree in finance or related fields; advanced degree is a plus.

Anticipated Posting Close Date:

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