Legal Vehicle Treasury & Stress Continuum Planning, AVP/C12
Posted on: January 26, 2023
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 Citi's
Comprehensive Capital Analysis and Review (CCAR), Recovery and
Resolution Plans. Rating Agency Relations includes managing Citi's
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 Citi's
ratings and outlooks reflect franchise strength.
- Develop a full understanding of the different credit rating
methodologies and drivers of Citi's 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
- 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 Citi's strategic
source systems (e.g., general ledger system).
- Prepare and develop materials for meetings with senior
management and external bodies related to Citi's Resolution
- 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
- 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:
- Work with Finance and Technology partners to ensure business
requirements are met on various projects
- Perform data analysis to derive meaningful business
- Track general progress of issue resolution and escalate
potential problems whenever requiredEducation Requirements:
- BA/BS in the area(s) of Finance, Accounting, Economics,
Mathematics, and Engineering required
- Graduate degree in the above fields a plus
- 1+ years of experienceCore Competencies
- Understanding of Accounting and Finance principals as well as
Financial Markets and Financial Products including Derivatives
- Familiarity of Balance Sheet components and Investment &
- Fundamental Knowledge of Risk Management (Market, Credit) and
Risk Analytics (VaR, Stress Testing)Technical Skills:
- Proficiency in Microsoft Office applications (Excel,
PowerPoint, Word, Access)
- Working knowledge of Bloomberg, Power BI, VBA, SQL, Tableau,
and Python a plus - Job Family Group: Finance - Job Family:Balance
Sheet Management Time Type: Primary Location: Ofallon Missouri
United States Primary Location Salary Range: $87,050.00 -
$130,570.00 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 .View the " EEO is
the Law " poster. View the EEO is the Law Supplement .View the EEO
Policy Statement .View the Pay Transparency Posting - 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
Keywords: Citi, Columbia , Legal Vehicle Treasury & Stress Continuum Planning, AVP/C12, Legal , Foristell, Missouri
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