Liquidity Risk Manager, Capital Planning Review

Citigroup Inc. Tampa , FL 33602

Posted 2 months ago

The Liquidity Risk Manager within the Treasury Risk Management group is responsible for performing independent review and challenge of the Liquidity & Funding Workstream under the capital planning process, including CCAR/DFAST, as part of the firm-wide Capital Planning Review group's activities.

The role requires understanding of regulatory requirements (SR 15-18), capital planning methodologies, governance and internal control processes, and experience in Treasury or Liquidity risk management. Responsible for executing independent review and challenge of Funding and Liquidity risk components for capital planning process. Completes review and challenge analysis, documents results, reports results to senior management and communicating to regulators and Internal Audit. Accountable for credible evaluation of methodologies, results, governance and processes related to capital planning and contribution to future strategy of the overall approach to capital planning review and challenge. May be involved or responsible for diverse activities as an integral member of the Liquidity Risk Management within the Treasury Risk Management.

Responsibilities:

  • Perform holistic independent review and challenge activities for the Liquidity & Funding Workstream.

  • Participate in the review and challenge processes with the Liquidity & Funding Workstream Executive Sponsor and their teams.

  • Analyze the workstream stress testing and projection methodologies, processes, and governance.

  • Review the workstream methodologies for conceptual soundness, fitness for purpose, completeness of identification of estimation approaches, completeness of identification of assumptions, limitations and weaknesses (ALWs).

  • Analyze the appropriateness of supporting materiality assessment, sensitivity analysis and capital impact analysis of ALWs.

  • Summarize the review and challenge results and support Review and Challenge Coordinator in presenting the results to the Capital Planning Review Group and the Capital Committee.

  • Hands on experience with capital calculation and capital planning in line with regulatory frameworks including Basel III advanced approaches and SR 15-18.

Qualifications:

  • Broad understanding of Treasury or Liquidity risk management and analytics

  • Strong knowledge of funding capital markets products

  • Prior risk management experience strongly preferred, knowledge of capital planning for financial institutions and DFAST/CCAR is a plus

  • Excellent analytical and technical skills

  • Strong written and verbal communication skills

  • Goal driven, self starter, with excellent ability to work within a team globally

  • Ability to challenge business management and escalate issues when appropriate

Education:

  • Bachelor's degree with strong academic record in economics, finance or other quantitative field. Master's or higher degree is preferred.

  • Experience in Risk Management, Treasury, Capital Markets or other functions within a financial services sector.


Grade :All Job Level

  • All Job FunctionsAll Job Level

  • All Job Functions

  • US

Time Type :Full time


Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity CLICK HERE.

To view the "EEO is the Law" poster CLICK HERE. To view the EEO is the Law Supplement CLICK HERE.

To view the EEO Policy Statement CLICK HERE.

To view the Pay Transparency Posting CLICK HERE.


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Liquidity Risk Manager, Capital Planning Review

Citigroup Inc.