Vice President, Capital Planning Review Vice President, Capital Planning Review …

Citi
in Tampa, FL, United States
Permanent, Full time
Be the first to apply
Competitive
Citi
in Tampa, FL, United States
Permanent, Full time
Be the first to apply
Competitive
Vice President, Capital Planning Review
Vice President, Capital Planning Review in the Treasury Risk Management group executes independent review and challenge of the AFS/HTM workstreams under the capital planning process, including CCAR/DFAST. Requires thorough understanding of regulatory requirements (SR 15-18, Basel), capital planning methodologies, governance and internal control processes, hands-on experience in market risk management. Completes review and challenge analysis, documents results, reports results to senior management and communicating to regulators and Internal Audit. Accountable for credible evaluation of methodologies, results, governance and processes related to capital planning and contribution to future strategy of the overall approach to capital planning review and challenge. Impact reflects strategic influence on the business and interaction with other functions or businesses. May be involved or responsible for diverse (cross-discipline) activities within Interest Rate Risk Management.

Responsibilities:
  • Support the Review and Challenge Coordinator under the AFS/HTM capital planning workstream.
  • Execute review and challenge sessions with the AFS/HTM Workstream Executive Sponsor/Lead and their teams and document the results.
  • Analyze the AFS/HTM workstream stress testing and projection methodologies and review the workstream methodologies for conceptual soundness, fitness for purpose, completeness of identification of estimation approaches, completeness of identification of assumptions, limitations and weaknesses (ALWs).
  • Analyze the appropriateness of supporting materiality assessment, sensitivity analysis and capital impact analysis of ALWs.
  • Summarize the review and challenge results and support Review and Challenge Coordinator in presenting the results to the Capital Planning Review Group and the Capital Committee.
  • Apply subject matter expertise to the individual workstream and holistic capital planning process. Required expertise include market risk management, balance sheet and capital forecasting.
  • Hands on experience with regulatory stress testing and capital planning in line with regulatory frameworks including Basel III advanced approaches and SR 15-18.
Skills:
  • Broad understanding of fixed income market risk management and analytics
  • Strong financial market knowledge of fixed income, capital markets products
  • Ability to challenge business management and escalate issues when appropriate
  • Excellent analytical and technical skills
  • Strong written and verbal communication skills
  • Goal driven with excellent ability to work within a team globally
  • Hands on experience with regulatory stress testing and capital planning in line with regulatory frameworks including Basel III advanced approaches and SR 15-18.
  • Ability to ensure work is conducted in an independent and ethical manner
Qualifications:
  • Postgraduate level education, with an excellent academic record in economics, finance or other quantitative field (e.g. mathematics, physics, statistics, etc.). Masters or higher degree is preferred
  • Highly motivated with attention to detail, team oriented, organized
  • Experience in Modeling, Risk Management, Finance, Treasury, or other control functions within a financial services setting
  • Prior experience related to Interest Rate Risk /ALM management or Treasury products
  • Knowledge of balance sheet management, capital markets and financial systems

Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - US
Time Type :Full time
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
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 CLICK HERE .
To view the "EEO is the Law" poster CLICK HERE . To view the EEO is the Law Supplement CLICK HERE .
To view the EEO Policy Statement CLICK HERE .
To view the Pay Transparency Posting CLICK HERE .
Citi logo
More Jobs Like This
See more jobs
Close
Loading...
Loading...