SECFIN / PRIME BROKERAGE TEAM, VICE PRESIDENT

Duties:

• Conduct quantitative analysis and liquidity stress testing to assess financial risk

• Perform duties within the finance functions of Citigroup's Broker-Dealer/Markets businesses.

• Perform liquidity management and monitor Citi Broker Dealer Secured Financing Limits.

• Liquidity risk management for Citi's Secured Financing, Prime Brokerage, and Derivatives activities.

• Perform data and statistical analysis. Model and perform liquidity stress tests for Citi's derivatives portfolio based on idiosyncratic and market risk events; calculate liquidity buffers based on internal and regulatory stress tests.

• Assess financial architecture and risk infrastructure.

• Evaluate operations, business plans, and financial forecasts to produce strategic and financial analyses and to review and assess financial statements, reports and financial documentation relating to Citi's Broker-Dealer/Markets businesses.

• Apply financial planning & analysis, liquidity management, funding strategy, funding sources, and forecasting of balance sheet management, intercompany debt management, resolution planning, and stress testing.

• Analyze stress drivers and work with Finance Desk and Execution to explore opportunities to reduce liquidity risk.

• Interact with Finance Desk and Sales to analyze liquidity impact of Secured Financing, Prime Brokerage and Derivative portfolios on Bank and Broker Dealer entities.

• Contribute to the regulatory responses related Secured Financing and Prime Brokerage related topics from FRB, OCC, SEC, and FINRA.

• Process optimization & data modeling.

• Work with Citi Risk to develop proposals for limits/triggers/Early warning indicators, and provide analytical support for strategic development of Citi's Secured Funding framework.

• Implement and streamline financial processes and projects. Produce analytics to assist setting up and tracking liquidity limits for Liquidity Stress Metrics and Capital Regulations including Liquidity Coverage Ratio, Net Stable Funding Ratio, Stress Testing.

• Analyze the liquidity impact of regulatory changes including Basel III, Dodd Frank and other regulations to the bank and corporate chain legal entities and Citi's Markets business.

• Perform analysis of liquidity transfer pricing P&L, including rate and volume impacts and drivers, for Citi businesses.

• Responding to US FRB, OCC, SEC, and FINRA regulators related to secured funding and prime brokerage topics;

Requirements:

• Requires an Undergraduate Degree in Business Administration, Finance, Economics, or related field and at least 4 years of experience in liquidity stress testing, securities financing, liquidity risk management or related field for broker dealer products

• Preferred experience includes: Data and statistical analysis; Financial architecture and risk infrastructure; Process optimization & data modeling; Implementing and streamlining financial processes and projects; markets businesses, including Prime Brokerage, Delta One trading, and Fixed Income trading;

• Strong technical skills; knowledge of Python, R, SQL, Tableau, and similar tools is a plus

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.

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 enables growth and progress for individuals, communities, institutions and governments around the world and has been doing so for more than 200 years. They recognize that their ability to best serve their clients and customers comes from the diverse and engaged employee base and they work tirelessly to deliver opportunities for growth and development to the most talented people. This is a place where the best come to get better.