AVP Liquidity Transfer Pricing

O Fallon, Missouri
Citi
The ALM Policy & Execution unit establishes and oversees the policies under which business assets and liabilities are priced based on interest rates and liquidity values, executes various transfer pricing processes, and ensures retained costs and balance sheet in Treasury are minimal through an effective allocation process.

The ALM function partners extensively with Independent Risk, Citi Treasury Investments (CTI), Treasury LFO, Interest Rate Risk Management, Treasury Analytics, the Balance Sheet Strategy and Optimization team, the Treasury GPO team, and business, legal entity and regional treasurers.

The position will provide execution capability and analysis relating to Liquidity Transfer Pricing including the transition to a new Funds Transfer Pricing System (Citi FTP). Systems transition will entail significant changes to existing processes and governance, which will require back testing of existing liquidity transfer pricing as well as evaluating and improving the efficiency and controls. Responsibilities include “actuals” bookings and forecasting of Transfer Pricing across various business segments. The role will also assist in the production of key regulatory reporting being required for Transfer Pricing across CBNA, including the Report on Funds Transfer Pricing. The role will require strong analytical and critical thinking skills as well as strong communication skills to analyze and explain transfer pricing impacts and interact with our various business and Treasury partners/stakeholders.

The ideal candidate will have some familiarity with Citi’s existing transfer pricing framework, systems (RUBY, Citi FTP, Pearl and Summit) and the relevant risk measures (interest rate risk framework). Additionally, ideal candidate will have familiarity with transfer pricing, liquidity and capital regulatory requirements (Funds Transfer Pricing “FTP”, Liquidity Premium “LP”, Liquidity Coverage Ratio “LCR” framework, Total Loss Absorbing Capacity “TLAC”, Resolution Liquidity Adequacy and Positioning “RLAP” and Net Stable Funding Ratio “NSFR”).

Given the high degree of direct interaction with businesses/stakeholders and the regulatory aspects required, this role will be located in New York City.

Specific Responsibilities:

• Execute Liquidity Transfer Pricing for actuals including all relevant business analysis for Citi business partners and Citi Treasury
• Support the implementation of strategic transfer pricing system coordinating the transition for Liquidity Premium and Credit Spread based liquidity charges including but not limited TLAC, TRUPs, Sub debt, SRA, CECM and other FTP Allocations.
• Provide data/support for key regulatory reporting including Report on Funds Transfer Pricing.
• Perform analysis of liquidity transfer pricing P&L, including rate and volume impacts and drivers, for selected Businesses.
• Support relationships with finance and treasury teams on various liquidity transfer pricing related matters.
• Support Plan and CCAR and forecasts cycle requirements (QMMF/Outlook) relating to liquidity transfer pricing including business analysis and data validation.

The function partners extensively with Independent Risk, Citi Treasury Investments, the Balance Sheet Strategy and Optimization Team, Interest Rate Risk Management team, and business, legal entity and regional/cluster treasurers.

Qualifications:

• Bachelor’s degree in Finance, Economics, Business, Engineering or related fields.
• 2-3 years’ experience in Financial Services.
• Strong analytical skills.
• Strong technical (systems) and control environment evaluation skills.
• Attention to detail and strong communication and presentation skills.
• Knowledge of key asset liability management principles – Preferred.
• Transfer pricing theory (incl. Interest Rate risk and Liquidity modeling) – Preferred.

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Job Family Group:

Finance –

Job Family:

Balance Sheet Management

Time Type:

Full time

Primary Location:

Long Island City New York United States

Primary Location Salary Range:

$105,510.00 – $158,270.00

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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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