Corporate Treasury Liquidity Risk Management - VP

London, Greater London, United Kingdom, United Kingdom
Competitive salary
15 Oct 2021
16 Oct 2021
Approved employers
Approved employer
Job Purpose:

Corporate Treasury Balance Sheet and Liquidity Management Lead Analyst for the UK Broker Dealer Treasury.

Contribute to analysis, modelling and monitoring of liquidity risk and exposures in the derivative and secured financing products for Citi. Building reporting to monitor and manage these exposures in the firm. Partner across regions and business teams to execute against key regulatory deliverables.

Key Responsibilities :

-Produce and Analyse models to stress Liquidity Risk of Derivatives portfolios, Prime Finance Business, and Secured Finance products under multiple scenarios, identify key drivers, and work with the Desks to monitor, mitigate and reduce risks

- Produce and Analyse Derivatives Ratings Downgrade Provisions, Margin requirements, and other Liquidity aspects of Citi's Derivative portfolios

- Analyse the impact of new regulations to our bank and corporate chain legal entities for the Markets business

- Analyse and calculate impact of SLR, LCR and NSFR in Derivatives, SFT and Prime Finance portfolios

- Participate in Collateral Management work streams and collaborate in the stress-testing process and modelling

- Partner with Legal, Finance Desks, Operations, and other teams across Citi to execute on Derivatives and SFT deliverables

- Act as a liaison to the business/legal/regions, and interface with senior managers of Treasury and Regulators in various Treasury aspects

-Preparing materials and participating in regulatory reviews like L-SREP and ILAAP

- Independently handle ad hoc analyses from management and businesses

Development Value:

- Interaction with senior management

- The opportunity to present to forums including ALCO, governance committees and regulatory engagements

- Making a significant contribution to ensuring the firm meets its financial targets through efficient use of the balance sheet

- Understanding of firm's liquidity concepts like US Regulatory LCR, RLAP, RLEN, NSFR and CRD IV liquidity regulations

- Exposure to a broad range of business areas and products

Knowledge / Experience:

- 5-7 years of experience, preferably within Financial Services

- People and/or project management experience in a dynamic and highly technical environment is a plus

- High energy style with the ability to work independently and multi-task in a fast pace environment

- Ability to interact with all levels of management, strong interpersonal and communication skills (written and verbal)

- Knowledge of Treasury, Secured Funding Transactions, Derivatives and Prime Finance recommended

- Must possess a proactive work ethic and be a team player


- University degree in Finance/Math/Economics. Post graduate quality a plus

- Prior Treasury and/or Finance function experience required


- Strong analytical skills with advanced critical thinking capabilities

- Well-developed aptitude with databases, spreadsheets, and other desktop applications


- Comfortable communicating across teams and geographies, taking into account cultural sensitivities and different working practices

- Ambitious and willing to learn; able to quickly assimilate new information

- Diplomatic; able to manage situations where conflicts of interest may arise

- Able to act as a partner to the businesses

- Ability to take decisions and/or escalate where appropriate, to deliver results and meet objectives in a defined timeframe

Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

Valuing Diversity:

Demonstrates an appreciation of a diverse workforce. Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organisational success.

Citi is an Equal Opportunities Employer

Terms of Use

This job description does not constitute an offer of employment. Any offer and subsequent employment may be subject to certain terms and conditions, including a number of screening conditions such as a satisfactory criminal records bureau check.

Job Family Group:

Job Family:
Balance Sheet Management

Time Type:
Full time

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

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