Vice President, Capital Planning Review
Vice President, Capital Planning Review in the Treasury Risk Management group executes independent review and challenge of the Market Risk workstream 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 activities as an integral member of the capital planning review team within the Treasury Risk Management.
- Support the Review and Challenge Coordinator under the Market Risk capital planning workstream.
- Participate review and challenge processes with the Market Risk Workstream Executive Sponsor and their teams.
- Analyze the 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 combinations of foundational risk management, stress testing and capital forecasting.
- Hands on experience with capital calculation and capital planning in line with regulatory frameworks including Basel III advanced approaches and SR 15-18.
- Broad understanding of market risk management and analytics
- Strong analytical knowledge of capital markets products
- Prior risk management experience strongly preferred, knowledge of capital planning for financial institutions and DFAST/CCAR is a plus
- Excellent quantitate and technical skills
- Strong written and verbal communication skills
- Goal driven with excellent ability to work within a team globally
- Ability to challenge business management and escalate issues when appropriate
- Bachelor's degree with strong academic record in economics, finance or other quantitative field. Master's or higher degree is preferred.
- Experience in Risk Management, Treasury, Capital Markets or other functions within a financial services sector.
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