Citibank Europe Plc (CEP) is currently growing its Treasury Recovery & Resolution Planning (RRP) team and is looking for a driven candidate that has strong quantitative and analytical skills and is also a proactive self-starter who approaches work enthusiastically, demonstrates initiative, and the is able to manage multiple tasks simultaneously in a fast-paced environment. As an AVP for Treasury RRP, you will be contributing to the annual production and refresh of the Treasury aspects of CEP’s Recovery and Resolution documents, assisting on ongoing RRP related projects, participating in dry-runs, and supporting ad-hoc requests.
Some of the key responsibilities in the role:
- Participate in the production of the Treasury aspects of CEP’s Recovery Plan including developing stressed forecasts and assessing the liquidity impact of recovery options.
- Assess CEP’s MREL / TLAC requirements and cost as part of the periodic Internal Capital Adequacy Assessment Process (ICAAP), annual Strategic Planning process and Recovery Planning process.
- Perform analysis around liquidity, collateral, MREL / TLAC, or associated processes as required, and contribute to associated documents for submission to internal governance committees or regulators.
- Assist in the preparation of presentations to CEP committees and regulatory workshops.
- Execute on liquidity analysis for the periodic resolution exercises conducted by Citigroup and develop artefacts supporting local recovery and resolution capabilities testing.
- Provide ad hoc support around other key deliverables of Treasury RRP.
What knowledge, skills and experience we’ll need from you:
- Experience working for a financial institution or a consulting firm specialising in projects related to financial institutions and has a good understanding of liquidity concepts including its management, intraday liquidity, regulations, reporting, forecasting and/or stress testing, and their application to business activity and the balance sheet.
- Strong technical skills with experience in financial modelling and forecasting.
- Exceptional analytical and problem-solving skills with a keen attention to detail.
- Working knowledge of Recovery Planning or Resolvability concepts, and stress liquidity metrics such as RLAP and RLEN are a plus, but not required.
- Strong verbal and written communication skills.
- Capable of working under pressure and can effectively prioritize across multiple tasks to bring them to closure.
- Is a strong team player that is able to collaborate effectively with a range stakeholders.
Balance Sheet Management
Time Type:
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