Citi Group Treasury Risk Officer 

United States, New York, New York 

770864396

Duties: Design and conduct independent assessment of liquidity risks metrics inflows and outflows in business in usual environment and stress economic environment. Use qualitative financial scenario, quantitative financial and market product knowledge, and statistical methods to deliver analytics. Monitor liquidity risk reporting and metrics to identify and escalate potential areas of concern using visualization tool including Tableau and Power BI. Provide independent challenge on liquidity assumptions and limit framework based on liquidity and cashflow trends in the economic environments. Enhance firm-wide liquidity risks governance frameworks to improve responsiveness to changes in the regulatory environment and ensure regulatory compliance. Produce presentation materials and present analysis to management and regulators. Use project management skills, process optimization tools and techniques, and understanding of regulatory requirements of the U.S. banking system. Review and challenge risk identification framework, limits/triggers selection and calibration. Review trading/investment proposals and new financial product proposals in Fixed Income Credit and Broker Dealer and Banking products, and provide independent liquidity risk assessment. Monitor and synthesize concentration metrics including emerging risks. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Requires a Master’s degree, or foreign equivalent, in Business Analytics, Mathematics, Statistics, Business Administration, Engineering (any) or related quantitative field and 2 years of experience as a Quantitative Analyst, Risk Manager, Economist, Market Risk Senior Analyst, Model/Analysis/Validation Intermediate Analyst, Quantitative Risk Analyst, Quant Underwriting Analyst, Intern, or related position involving model development and financial forecasting. Alternatively, will accept a Bachelor’s degree in the stated fields and 5 years of the specified progressive, post-baccalaureate experience. 2 years of experience must include: Quantitative statical methods including data assumption tests, statistical assumption tests, model output valuation; Monte Carlo simulation; Tableau, PowerBI, Scripting in Python, R, Excel; and Fixed income products, capital markets products. At least 1 year must include: Banking products; Stress testing and cashflow model development; and Economic scenarios design. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25863052. EO Employer.

Wage Range: $193,003 to $193,003

Anticipated Posting Close Date: