Citi Group Assistant Vice President Liquidity Methodology Team 

United States, Florida, Tampa 

858180200

Key Objectives:

In this role, the individual will be responsible for:

• Supporting, and selectively leading, development, enhancement, maintenance and review of assumptions 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 (such as FR 2052a “6G” reporting instructions)
• 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 2-3 years of experience in one or more of Finance, Treasury, Risk, or Quantitative model development disciplines.

• 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

• 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 (e.g., US LCR, US NSFR, Reg YY, CLAR / LISCC exam process, Recovery Plan, Resolution Plan) and liquidity planning exercises (e.g., Funding & Liquidity Planning, Contingency Funding Planning)
• Working knowledge of SQL, VBA, Python, PowerBI, Tableau is desirable

Development Opportunities:

• Unique opportunity to gain exposure to entirety of Citi’s balance sheet and multiple products and legal entities
• Become a subject matter expert in Citi’s liquidity management processes, liquidity stress test modeling and applicable liquidity regulations.
• Develop a toolkit of quantitative and qualitative skillsets that would enable the individual to become an experienced Treasury professional, develop in-depth understanding of various businesses and functions and prepare the individual for a future accelerated leadership role within Citi Treasury and more broadly within Citi Finance
• Exposure to senior business and functional heads and key regulators

Anticipated Posting Close Date:

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