Citi Group CBNA Treasury Capital Management Leader - C15 

United States, New York, New York 

72158665

Monitor Balance Sheet and key operating metrics for CBNA, CBNA Home Office and its U.S. bank charter

partners to drive change and optimization. Prepare and or review materials for senior managers, Boards of

Directors, and regulators of CBNA and its U.S. bank charter subsidiaries describing balance sheet results

and on-going initiatives as required. As necessary act as Legal Entity Treasurer for domestic subsidiaries of

CBNA with responsibility for all facets of balance sheet management for any such entity.

Scope of Responsibilities

Support senior management in the management of Capital, Balance Sheet and Interest Rate Risk for Citigroup’s largest operating subsidiary, Citibank, N.A. (CBNA)

Capital Management

Monitor CBNA’s key capital metric forecasts and actuals, promptly escalate any breaches of limits, action triggers or early warning triggers, and coordinate remediation plans as needed

• Collaborate with 1LOD and 2LOD partners on the establishment of the metric triggers and limits based on risk appetite and regulatory requirements and guidelines
• Maintain CBNA’s Capital Procedure and Capital Policy to accurately reflect the capital management operating model
• Collaborate with 1LOD and 2LOD to create a quarterly Capital Adequacy Assessment for CBNA based on Citi’s quarterly multi-scenario, multi-period forecast process and deliver that assessment to CBNA senior management and the CBNA Board

• With the CBNA senior leadership and others, develop capital action proposals for the bank including potential dividends, management of outstanding AT1 and Tier 2 Capital.
• Manage all related regulatory, board of director and ALCO notifications and approvals.

Resolution and Recovery Activities

• With other members of the team establish, document, fine tune and report on CBNA resolution and recovery actions
• As required, engage on monitoring and management of CBNA capital related resolution metrics and simulations

Balance Sheet Management

• Review balance sheet forecasts and actual reporting with comparisons to prior periods, Plan, Outlook, etc.
• Collaborate with the Citi Balance Sheet FP&A Team, and Business Treasury teams to collect and manage commentary explaining changes to forecasted and actual balance sheet
• Review Outlooks and impact on forecasted RWA and leverage exposure and relevant capital ratios

Interest Rate Risk Management

Engage in review of interest rate risk reporting for CBNA and CBNA’s U.S. Bank presence, including net interest income and economic value sensitivity across multiple scenarios.

• Work with 1LOD and 2LOD to understand drivers of change in IRR metrics and support the CBNA Treasurer in their required sign-off on the reasonability of those CBNA metrics.
• Collaborate with others on establishment of interest rate risk limits and triggers based upon CBNA’s risk appetite. As required, prepare and/or deliver presentations to Citi’s Interest Rate Risk Committee (IRRC) to discuss or seek approvals.
• Work with Citi Treasury Investment, Account Policy, and others to devise actions to manage CBNA interest rate risk as needed including the establishment of FAS133 hedge programs.

Other responsibilities

• As necessary, serve as Treasurer of various service MLE and non-MLE subsidiaries of CBNA in the U.S.
• Provide back-up to the Deputy Treasurer in his absence or to help manage overflow, providing subject matter expertise on other topics including liquidity management for CBNA, CBNA Home Office and other entities
• This role will be expected to provide leadership and supervision/mentoring of four analysts who perform daily reporting, on capital, balance sheet and monitoring of interest rate risk
• Collaborate as necessary with Business Treasury, Finance, and the partners in Citi businesses to understand changes and their impact on the key metrics.
• Document significant changes in activity and where appropriate work with those partners to drive change

Qualification/Skills

• 12 – 15 years’ experience in a Treasury, Finance, or closely related Business role
• BA/BS in relevant analytical discipline
• MBA with Finance concentration or equivalent
• Strong familiarity with Bank Balance Sheet and Capital Management including Basel capital requirements, fundamentals of interest rate risk management including net interest income and economic value sensitivity analysis and other facets of Bank Asset/Liability Management
• Developed skill base with respect to preparing and delivering presentations to senior management
• Demonstrated ability to concisely communicate analytical objectives, observations and relevance of findings across the organization in written, visual (graphical) and verbal form
• Collaborative and leadership orientation along with desire to interact with colleagues at all levels
• Proficiency with Excel and PowerPoint

Anticipated Posting Close Date:

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