UK Treasury Transformation

London, Greater London, United Kingdom
08 Feb 2021
25 Feb 2021
Job role
  • INV21-0393
  • Support multi-year global initiatives to enhance Citi's key liquidity stress tests and IRRBB management capabilities to a target state. Supporting the effort for the UK Treasury team and ensuring alignment with local goals and priorities. The initiatives are focused on achieving industry best practices, meeting regulatory requirements, internal risk standards and optimizes Citi's key business objectives. This will consist of two phases:
    • Immediate systematic assumptions review across firm-wide liquidity metrics and IRRBB capabilities
    • Strategic re-design of Citi's Internal Liquidity Stress Test (ILST) models followed by implementation in single strategic reporting platform. This will comprise of the definition of scenario and identification of severity enhancements, implementation of the conceptual framework, and impact analysis.
  • Establish assumptions prescribed by liquidity policy for key liquidity metrics with focus on UK
  • Coordinate with UK Legal Entity Treasury teams, liquidity and IRRBB SMEs to ensure appropriate UK inputs into the global liquidity initiatives.
  • Support the preparation of the business requirement documentation and take part in user acceptance testing
  • Provide oversight on model/methodology implementation including timelines and related adjustments
  • Applicable key liquidity metrics include internal (S2, RLAP) and external (NSFR, LCR) liquidity metrics
  • Support for models including forecast tools for UK Treasury team

Job Family Group:

Job Family:
Balance Sheet Management

Time Type:

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