Treasury Recovery and Resolution Planning Senior Analyst

at  Citigroup Inc

Treasury Recovery and Resolution Planning Senior Analyst
Job Title: Treasury Recovery and Resolution Planning Senior Analyst
Business : Finance
Division: Treasury
Officer Title: Assistant Vice President

ROLE INTRODUCTION / OVERVIEW

Citi Treasury is looking for an experienced analyst to support Treasury activities in Citigroup Global Markets Europe (CGME). The successful candidate will play a supporting role in Treasury Recovery and Resolution Planning (RRP) related activities designed by external as well as internal requirements. Specific topics include but not limited to Liquidity and Funding in Resolution, Identification and Mobilisation of Collateral in Resolution, Loss Absorbing Capacity and Recapitalisation, and annual Recovery Planning. This role will also support other ad-hoc analysis and prepare for regulators and audit. This role will interact closely with other members in the entity funding and liquidity management, gain great exposure to entity’s funding & liquidity, and Non-trading market risk management needs, and interface frequently with other Finance partners, Product and Business Lines, Independent Risk Management, Operations, Internal Audit and Compliance functions, as appropriate.

SOME OF THE KEY RESPONSIBILITIES IN THE ROLE:

• Support in the coordination, production, enhancement, governance and execution Treasury RRP deliverables as part of CGME’s multi-annual Resolvability Work Programme as well as internal requirements.
• Support in scenario generation, liquidity indicators calibration, and liquidity forecasting and analysis as part of the annual Recovery Plan process.
• Coordinate and support MREL planning, calibration and forecasting as part of the periodic Internal Capital Adequacy Assessment Process (ICAAP), annual Strategic Planning process and Recovery Planning process.
• Writing and development of certain sections of key documents and memorandums for submission to regulators. Contribution to CGME’s Annual Pillar 3 disclosures. Active participation in tabletop exercises and dry-runs conducted locally by CGME or as part of the Citigroup Recovery and Resolution Planning work slate.
• Actively managing regulatory, internal liquidity, funding and coordinating capital metrics (RLAP/RLEN/RCAP/RCEN/MREL).
• Closely working with Treasury RRP Lead in driving compliance and regulatory change. Executing and monitoring Treasury guidelines/standard/policies; inclusive of control, management and monitoring of risk in the scope of RRP.
• Participation in the Regulatory Developments process of the entity. Coordinating and supporting presentations to senior stakeholders and strategic input as well as regulatory interaction where appropriate Ensure a robust control environment.
• Work with other Treasury team members on support funding & liquidity and Non-trading market risk priorities.