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Citibank, N.A. seeks a Finance Risk 1LOD Sr. Analyst for its Long Island City, New York location. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.
Job Responsibility:
Provide framework for sizing liquidity requirements and liquidity oversight to Citi’s global entities in support of liquidity, funding and balance sheet management
Ensure that Citi maintains adequate liquidity appropriately positioned to meet the firm’s global needs and regulatory requirements both in normal market conditions and stress periods
Find root cause and estimated impact of overstated or understated values in internal liquidity stress testing (ILST), FR2052a, liquidity coverage ratio (LCR) and Net Stable Funding Ratio (NSFR) reporting and plan control enhancements to reduce them
Support the FR2052a reporting process ensuring underlying logic is aligned with the regulatory requirements and ensuring correct balances are reflected
Collaborate with Business, Controllers, Legal, Treasury and Risk functions to conduct product-specific analysis to derive and implement the logic
Document the business requirements for regulatory liquidity reporting system and perform user acceptance testing and script reviews
Engage with key stakeholders to assess liquidity impacts when there is a new implementation logic or new products and businesses
Provide inputs to improve reporting and decision-making processes on assigned areas including liquidity of derivatives, securities and risk weighted assets, and bonds under different scenarios
Analyze balance sheet data and ensure data quality and compliance with applicable data governance standards
Produce reports, graphs and charts using SQL and Tableau for haircuts and cashflow structures under different duration buckets, rating and issuers
Mine various data sources and provide visualization and analysis of complex data structures by creating decision tree model in Python
Requirements:
Master’s degree, or foreign equivalent, in Finance, Business, Quantitative Economics, Economics or related field and 2 years of experience as a Liquidity Risk Management Analyst, Investment Banking Analyst, or related position involving data review, analysis and management
Alternatively, employer will accept a Bachelor’s degree in the stated fields and 5 years of the specified progressive, post-baccalaureate experience
1 year of experience must include: SQL and Tableau
Python
ILST, FR2052a, LCR, NSFR reporting and knowledge relevant of regulatory requirements
Liquidity impacts analysis
Financial model testing and analysis
Balance sheet management and analysis
and JIRA
2 years of experience must include: Quantitative data analysis
Medium and long-term process change management
Presentation for committee and governance forum approvals
Project management
and Reviewing, analyzing, refreshing and recalibrating large datasets
What we offer:
medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
discretionary and formulaic incentive and retention awards