Enterprise Stress Testing Sr. Group Manager- Liquidity Risk (C15) - Hybrid

About Citi

Citi, a leading global bank, has approximately 200 million customer accounts and a presence in more than 160 countries and jurisdictions worldwide. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking, corporate and investment banking, securities brokerage, transaction services, and wealth management. Citi enables clients to achieve their strategic financial objectives by providing them with cutting-edge ideas, best-in-class products and solutions, and unparalleled access to capital and liquidity.

Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.

Background

This role sits in Enterprise Risk Analytics (ERA), and will review and challenge the stress testing process, which requires proven partnership, leadership and credit and market risk expertise as the team will coordinate across multitude of stakeholders in first line of defense teams, ERM governance, model development, reporting, technology, Internal Audit, and external regulators. He/ She will have the opportunity to work with senior stakeholders in 1LoD GLM and 2LoD GLRM. He/ She needs to leverage the analytics expertise on both the loss models and scenario models to support the firmwide stress testing program.

Responsibilities:

• Conduct annual reviews of programs for liquidity and market non-trading stress testing programs, including the regulatory driven stress testing, internal stress testing, and the risk pool contribution to enterprise level stress testing programs (e.g., GSST, RST, ICAAPs).
• Contribute to additional review, which may be required based on changes in scenario, assumptions, or methodologies, as well as significant macroeconomic or market events
• Conduct data analysis and support pool owners in reviewing the results.
• Analyze and interpret reports, make recommendations addressing business needs.
• Communicate findings to applicable stakeholders and ensure action plans are defined to remediate issues
• Evaluate stress test results and actions (e.g. limit setting/ monitoring, risk appetite, risk identification).
• Assist in the development of analytic engines for business product lines.
• Communicate results to a variety of audiences.
• Conduct analysis and package it into detailed technical documentation reports to meet regulatory guidelines and exceed industry standards.
• Identify modeling opportunities that yield measurable business results.
• Supervise junior team members.

Qualifications:

• 10+ years’ industry experience in treasury & funding risk or risk management fields, including liquidity, Market, or CCR including risk management, model validation, or model analytics.
• Experience in relevant regulatory guidance, including the Reg YY, SR12-7
• Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second master’s degree, FRM or CFA.
• Knowledge of risk appetite, limit setting, banking book/ trading book products and risk management practices

• Consistently demonstrates clear and concise written and verbal communication skills
• Self-motivated and detail oriented
• Demonstrated project management and organizational skills and capability to handle multiple projects at one time
• Proficient in Microsoft Office (EXCEL), SAS, R, Python or other programing languages

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In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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