Role Responsibilities:
The role involves calibrating various liquidity Limit Thresholds and Triggers, including metrics related to liquidity stress, counterparty concentration, and off-balance sheet activity.
Roles and responsibilities include:
- Coordinating with Liquidity Management and business leads to complete the annual (and ad hoc) recalibration of liquidity limits.
- Identifying key risks by product or business area and quantifying the amount of risk that Citi can accept.
- Analyzing financial statements for both Citi and peer banking institutions.
- Reviews banking regulatory requirements and establishing metrics to set boundaries relative to regulatory guidelines.
- Developing rationale to support calibration of thresholds and clearly outlining methodology and conclusions in written memos as well as PowerPoint presentations.
Experience / Competencies
- Bachelor’s/Universitydegree or equivalent experience.
- Extensive experience (~10 years) in liquidity management with knowledge of balance sheet composition are a plus.
- Attention to detail and accuracy are essential.
- Advanced Microsoft Excel skills.
- Excellent communication skills, both written and verbal.
- In-depth knowledge of liquidity risk management principles, methodologies, and regulatory requirements (e.g., LCR, NSFR, stress testing).
- The ability to influence and collaborate effectively across departments and levels of the organization.
- Strong understanding of financial markets, funding instruments, and liquidity metrics (e.g., cash flow analysis, funding gaps, liquidity ratios).
Risk ManagementTreasury RiskFull timeNew York New York United States$176,720.00 - $265,080.00
Anticipated Posting Close Date:
Nov 14, 2024View the " " poster. View the .
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