Loan Portfolio Mitigation Capital Solutions Sr Analyst - AVP/C12

The Loan Portfolio Mitigation (LPM) – Capital Solutions (CS) Team within Citi Treasury Investments (CTI) operates within Corporate Treasury. CTI invests in high quality liquid securities (HQLA) and Non HQLA securities as governed by the Asset and Liability Committee (ALCO), to meet various regulatory liquidity requirements, manage the firm's interest rate risk and improve returns in accordance with the Non-Trading Market Risk Management (NTMR) limit framework as well as manage the Firm’s funding and share repurchase programs. The LPM-CS AVP will help the team to continue to solve complex problems – concentrating on regulatory capital, liquidity management, and efficiency opportunities to support the business strategy of Markets, Services, Treasury, and the larger Citigroup franchise, primarily through structuring credit hedging transactions. This broad mandate includes driving business strategy for capital management, advising senior management and clients/counterparties on implications of regulatory change and strategic priorities, coordinating advocacy efforts, and leading and participating in cross-business and cross-functional working groups to deliver improved data, calculation and management processes related to capital, collateral and liquidity.

Responsibilities:

• Generate capital and liquidity optimization ideas and develop transactions.
• Support hedging transactions with basic knowledge of financial products like Guarantees, CDS, SBLCs, CLOs and associated underlying legal documentation
• Analyze trade and/or asset data to identify potential hedges as part of the team’s strategy
• Partner with key businesses to structure, restructure, and hedge business activities to solve for capital constraints
• Support coordination across the lifecycle of a transaction from origination to execution, analyzing large datasets, drafting term sheets, negotiating legal documentation etc.
• Prepare key updates for senior management on various workstreams including but not limited to Operations, Legal, Compliance, Risk, etc.
• Understand complex ideas and synthesize for stakeholders across Services, Banking, and Markets businesses

Qualifications:

• Demonstrates a sense of urgency, passion for results and personal accountability for achievement
• Basic understanding of Treasury, Funding, and Markets along with understanding of regulatory, compliance, risk management and financial management concerns
• High attention to detail and ability to escalate issues appropriately
• Ability to manage competing priorities and tasks in a complex and dynamic environment
• Strong oral and written communications skills
• Sound PowerPoint and Excel skills
• Expertise in large scale data management and working with data analytics tools, such as Tableau; experience in using Python and/or SQL for data analysis is desirable
• Knowledge of and interest in Basel III legislature as well as relevant upcoming regulatory reform e.g. SA-CCR, Basel IV
• Experience in project management and liaising with multiple internal and external stakeholders

Education:

• Bachelor's/University Degree

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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.

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