Skip to main content
Team members enjoying time outside
Join Our Team

Head of Liquidity Risk Assumptions Review, Director

Job Req Id:
25902208
Location(s):
New York, New York
Job Type:
Hybrid
Posted:
Sep. 02, 2025

Discover your future at Citi

Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

Job Overview

We are seeking a highly skilled and experienced risk professional to join the Global Liquidity Risk Management (GLRM) team within the Finance CRO organization. This role will report directly to the Global Head of Liquidity Risk Management and will lead the end-to-end process of identifying, assessing, and reviewing liquidity risk assumptions used in internal stress testing and resolution planning. The successful candidate will act as a key contributor and thought leader in ensuring that liquidity risk assumptions are robust, transparent, and appropriately challenged across a range of internal and regulatory scenarios. This role encompasses the entire lifecycle—from risk identification through to assumption calibration and scenario development—underpinning the firm’s internal liquidity stress tests, recovery and resolution planning (RRP), and rapid stress testing (RST) frameworks. The role requires deep expertise in liquidity risk, financial markets, and stress testing methodology, as well as the ability to collaborate across functional and regional teams.

Key Responsibilities:

  • 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.

Qualifications:

  • 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.

Education:

  • Bachelor’s degree in Finance, Economics, Engineering, Mathematics, or related field;
  • Advanced degree or professional certifications (e.g., CFA, FRM) preferred.

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

Job Family Group:

Risk Management

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

Job Family:

Treasury Risk

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

Time Type:

Full time

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

Primary Location:

New York New York United States

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

Primary Location Full Time Salary Range:

$170,000.00 - $300,000.00


In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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

Most Relevant Skills

Analytical Thinking, Credible Challenge, Financial Analysis, Governance, Issue Management, Management Reporting, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment.

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

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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

Anticipated Posting Close Date:

Oct 05, 2025

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

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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 Citi’s EEO Policy Statement and the Know Your Rights poster.

A man walks his dog, enjoying a well-earned break from work.

Global Benefits

Discover the top benefits offered to our global workforce, designed to support your well-being, growth and work-life balance. Explore a few of the highlights that make working with us rewarding.

Learn More

A woman enjoying work-life balance with her family

Explore More Jobs

  • Group of young professionals in an office setting

    Early Careers Talent Network

    Sign up to receive personalized job matches based on your skills and interests. We'll help you discover opportunities that align with your goals.

    Discover More

  • Four coworkers walking down stairs and talking

    Career Professionals Talent Network

    Sign up to receive tailored job matches based on your skills and experience. Discover opportunities that align with your ambitions.

    Discover More