The Liquidity Process Review Lead within the Finance CRO organization is responsible for the end to end review of all assumptions feeding into the liquidity risk model. The role reports directly to the Global Head of Liquidity Risk Management and will assess the various inputs that drive liquidity projections for the various stress scenarios. The candidate leads a team of professionals to conduct the ongoing review of assumptions as required by Reg YY and presents results to the Liquidity Model Risk Management Committee. Excellent presentation and proven leadership skills are a must. This role also requires frequent interaction with senior management and regulators.

　　Responsibilities:

　　Process Review: Review and challenge Liquidity Risk processes

　　Assumption Oversight: Monitor, validate, and assess the accuracy of all assumptions used in the liquidity models, including various bank and broker/dealer products.

　　Review & Challenge Documentation: Maintain and review comprehensive documentation of all assumptions, including the rationale, sources, and methodologies used in their derivation.

　　Scenario Analysis: Conduct scenario analysis to evaluate the impact of different assumptions on the liquidity risk of the firm, and provide insights into potential vulnerabilities.

　　Recommendations: Develop recommendations for adjustments to assumptions based on market trends, regulatory changes, and internal business strategies.

　　Model Enhancement: Collaborate with model risk management to improve the accuracy and robustness of liquidity models.

　　Regulatory Compliance: Stay updated on liquidity risk management regulations, such as Reg YY and other relevant requirements, and ensure Citi's models and assumptions are in compliance.

　　Continuous monitoring: Continuously monitor and review assumptions to ensure they align with Citi's strategic objectives and market conditions.

　　Risk Mitigation: Identify potential liquidity risks associated with assumptions and work to develop strategies to mitigate these risks.

　　Supervision: Supervises the team responsible for the review and challenge of stress assumptions.

　　Stakeholder Management: Manage stakeholders inside and outside the Finance CRO organization. The main stakeholder of this role is Treasury but key stakeholders also include the business lines, senior management and regulators.

　　Qualifications:

　　Extensive experience in liquidity risk management, with a minimum of 5 years in a leadership or oversight role.

　　Strong analytical and quantitative skills, with the ability to assess and validate complex assumptions.

　　Knowledge of financial modeling, liquidity risk metrics, and regulatory requirements.

　　Excellent communication and presentation skills.

　　Strong problem-solving abilities and attention to detail.

　　Ability to work well in a team, collaborate with cross-functional teams, and provide guidance and leadership.

　　Education:

　　Bachelor's degree in finance, economics, or a related field. A master's degree is preferred.

　　Risk Management

　　Treasury Risk

　　Full time

　　New York New York United States

　　$170,000.00 - $300,000.00

　　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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