1+ months

Vice President, Legal Vehicle and Stress Continuum Planning

Citigroup
New York, NY 10176
**_Legal Entity Treasury, Stress Continuum Planning, and Rating Agency Relations_**


_The Legal Entity Treasury, Stress Continuum Planning, and Rating Agency Relations team within Citi Treasury has several different areas of focus and responsibility. Legal Entity Treasury manages liquidity, capital and balance sheet for the following legal entities: Parent (Citigroup) and Bank (Citibank NA). Stress Continuum Planning includes funding, liquidity, and balance sheet projections for regulatory submissions of Citis Comprehensive Capital Analysis and Review (CCAR), Recovery and Resolution Plans. Rating Agency Relations includes managing Citis relationships with the Rating Agencies._


_Further descriptions for each function are provided below._


**_Rating Agency Relations_**


+ _Support the management of Citi's relationships with the Rating Agencies by facilitating ongoing discussions and reviews with the rating agencies regarding major topics of interest to ensure Citis ratings and outlooks reflect franchise strength._

+ _Develop a full understanding of the different credit rating methodologies and drivers of Citis credit rating vs. peers and prepare Rating Agency update material for senior management._

+ _Assist in preparation of credit rating projections for CCAR, Resolution Plan, and Stress Test workstreams._

+ _Support all rating agency relations internal governance deliverables such as the Rating Agency Relationship Standard, Model Risk Management requirements, and End User Computing Compliance._

+ _Proactively read, understand, and keep abreast of all regulatory developments and rating agency methodology changes that directly affect Citi and its subsidiaries._

+ _Apply in-depth knowledge of Citi's financial statements to produce Balance Sheet, Capital, and Liquidity analytics for senior management, as well as comparisons to peers._

+ _Manage rating requests for new issuances and inquiries from internal stakeholders._


**_Stress Continuum Planning and Governance_**


+ _Develop and analyze Citigroup's balance sheet forecast under baseline and various stress-test scenarios in support of Citi's annual Comprehensive Capital Analysis and Review (CCAR) submission, as well as for quarterly stress testing process._

+ _Create balance sheet analytics and reporting packages for Treasury Senior Management, including presentations and trend analysis for Business Engagement Committee Reviews._

+ _Assist in governance and documentation compliance for Model Risk Management requirements, End User Computing compliance, and Liquidity Risk Management Review and Challenge, and support overall CCAR governance framework._

+ _Extensive partnership with key stakeholders within Treasury, Finance, Risk Management, Business Transformation, and Technology organizations_


**_Treasury Resolution Planning_**


+ _Support the ongoing development of Citi's resolution metrics, which includes liaising with key stakeholders on identifying, documenting, and testing requirements._

+ _Executing testing scripts to ensure the requirements provided to technology have been correctly implemented in the Resolution Metrics Calculation tool._

+ _Partner with global treasury teams to enhance the operational and governance requirements associated with producing the Resolution Metrics from Citi systems._

+ _Ensure data output from Citi systems matches Citis strategic source systems (e.g., general ledger system)._

+ _Prepare and develop materials for meetings with senior management and external bodies related to Citis Resolution Metrics._

+ _Interact with various partners, including risk, technology, governance, etc. to drive various initiatives and processes._

+ _Liaise with model risk management on ongoing maintenance and development of model documentation and support materials._


**_Citibank N.A. Legal Entity Treasury_**


+ _Monitor and assist with management of key liquidity metrics for the US Bank, including regulatory and internal liquidity stress metrics, concentration metrics and balance sheet ratios._

+ _Collaborate as necessary with Business Treasury, Finance, and the partners in Citi Treasury around the globe to understand balance sheet changes and their impact on the key metrics._

+ _Work with Treasury counterparties in Asia, Europe, and South America to optimize liquidity within the firm._

+ _Produce an annual US Bank Funding and Liquidity Plan to ensure the US Bank remains appropriately funded throughout the year._

+ _Assist in devising efforts to drive change and optimize existing processes, as well as in the preparation and or review of materials for senior managers, including the CBNA ALCO and the FLRC committees._

+ _Contribute to forecasting the liquidity surplus of the US Bank under Operating Plan, CCAR and Outlook Scenarios to help determine appropriate levels of 3rd party debt._


Responsibilities can include but are not limited to:


+ Perform quantitative and/or data analysis to derive meaningful business recommendation and present it to Senior Management

+ Collaborate with various Control Functions to escalate potential problems whenever required

+ Working experiences in dealing with Regulatory and/or Internal Audit issues a plus

+ Being able to work independently and contribute ideas for enhancement

+ Chair working group meetings with various stakeholders (BUMs, Trading Desks, Product Control, Operations, etc.)


Education Requirements:


+ BA/BS in the area(s) of Finance, Accounting, Economics, Mathematics, and Engineering required

+ Graduate degree in the above fields a plus

+ 5-10 years of experience


Core Competencies:


+ Understanding of Accounting and Finance principals as well as Financial Markets and Financial Products including Derivatives Pricing

+ Familiarity of Balance Sheet components and Investment & Liquidity management

+ Fundamental Knowledge of Risk Management (Market, Credit) and Risk Analytics (VaR, Stress Testing)

+ Professional certificate designation (such as CPA, CFA, FRM) is an asset


Technical Skills:


+ Proficiency in Microsoft Office applications (Excel, PowerPoint, Word, Access)

+ Working knowledge of Bloomberg, Power BI, VBA, SQL, Tableau, and Python a plus


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**Job Family Group:**


Finance

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**Job Family:**


Balance Sheet Management

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**Time Type:**


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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.


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 review **Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)** .


View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .


View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) .


View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf)


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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
Posted: 2022-06-03 Expires: 2022-09-03

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Vice President, Legal Vehicle and Stress Continuum Planning

Citigroup
New York, NY 10176

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