Capital Attribution Ld Analyst - Balance Sheet Solutions and Optimization VP

Job Description

The Balance Sheet Management (“BSM”) unit is a division within Treasury, and is part of Citigroup’s broader Finance organization. The TCE (Tangible Common Equity) Attribution team is part of the Capital Management & Portfolio Analytics group in BSM and is responsible for taking the top of the house capital number and attributing it down to the Lines of Business. 

TCE is a model which pushes down the various TCE stack components (RWA, GSIB, Stress Capital Buffer, Management Buffer) to the business based on the particular drivers.  Capital attributed at the business level, can then be used to calculate performance metrics such as Return on TCE (RoTCE) and Shareholder Value Added.  These metrics help senior management drive strategic decisions such as which businesses to invest further in and which businesses should be exited.

The team is responsible for quarterly Actuals/Forecast production (both on system), methodology enhancements and dealing with ad hoc queries.  We also have a big push to socialize the TCE methodology to key stakeholders as a better understanding will drive efficient optimization of capital usage.

Key Responsibilities

Production

• Running quarterly Actuals, Forecast, RoTCE, SVA calculations and analyzing variances
• Conducting post production debriefs to enhance process/control framework
• Automating manual processes through coding
• Implementing new methodology changes by preparing business requirements and completing user testing
• Building relationships with feed providers/system IT/key stakeholders

Methodology

• Participating/preparing materials for working group sessions to discuss/debate proposed methodology changes
• Prepare materials for Senior Governance Committee and Capital Committee
• Prepare and present TCE Education materials
• Refreshing Model documentation for methodology changes
• Complete annual calibration process

Projects/Other

• Completing ad hoc proformas in a timely manner using excel/coding
• Assisting with second line reviews and Internal Audit queries
• Enhancing TCE Procedures documentation

Qualifications:

• 6-10 years of experience in Finance
• Coding knowledge such as Python, R or SQL
• Must have advanced analytical skills with problem solving skills but also the ability to see the big picture
• Excellent communication skills are imperative i.e. ability to make complex subjects easily digestible for senior management
• Expert in Power Point and Excel
• Ability to multitask in a fast-paced environment and interact with all levels of management. Must be a team player

Education:

• Bachelor's degree in Finance or Accounting or quantitative-focused discipline preferred

-------------------------------------------------

Job Family Group:

-------------------------------------------------

Job Family:

------------------------------------------------------

Time Type:

------------------------------------------------------

Primary Location:

------------------------------------------------------

Primary Location Salary Range:

------------------------------------------------------

Citi is an equal opportunity and affirmative action employer.

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.

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 review Accessibility at Citi.

View the "EEO is the Law" poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the Pay Transparency Posting