Head of Liquidity Risk Assumptions Review

• Lead the global liquidity assumption review function with a focus on the full risk lifecycle: from risk identification, assumption definition, calibration, through validation and documentation
• Oversee the identification and articulation of material liquidity risks across business lines, geographies, and products
• Drive the design, review, and challenge of liquidity assumptions embedded in the Internal Liquidity Stress Testing (ILST) framework, including key behavioral and market-driven assumptions
• Collaborate with scenario design teams to ensure that liquidity risks are accurately and consistently reflected in both firm-wide and idiosyncratic scenarios
• Review and validate key inputs into the Recovery & Resolution Plan (RRP), with a focus on liquidity outflow and inflow assumptions, counterbalancing capacity projections, and wind-down profiles
• Partner with stakeholders in Treasury, Risk, Finance, and Legal to ensure alignment and completeness of liquidity risk narratives and methodologies
• Maintain documentation standards, model governance compliance, and internal controls associated with liquidity assumptions and stress testing processes
• Contribute to regulatory engagements and responses related to liquidity risk, stress testing assumptions, and resolution planning
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency, as well as effectively supervise the activity of others and create accountability with those who fail to maintain these standards

• 10+ years of experience in liquidity risk management, Treasury, or financial risk roles within a global financial institution
• 8-10+ years' managerial experience
• Deep understanding of liquidity risk drivers, stress testing methodologies, and relevant regulatory frameworks (e.g., ILST, LCR, NSFR, RRP, 165(d)/IHC requirements)
• Strong experience in identifying and reviewing liquidity risk assumptions, with the ability to translate complex risk drivers into measurable modeling inputs
• Track record of working across global teams and functions to drive alignment and deliver high-quality risk analysis
• Excellent communication and presentation skills
• ability to engage with senior stakeholders and regulators
• Strong documentation and governance mindset, with attention to detail and process integrity

Advanced degree or professional certifications (e.g., CFA, FRM)

• medical, dental & vision coverage
• 401(k)
• life, accident, and disability insurance
• wellness programs
• planned time off (vacation)
• unplanned time off (sick leave)
• paid holidays