Liquidity Risk Director – Head of Liquidity Limits
| Company | Citigroup |
|---|---|
| Location | Tampa, FL, USA, New York, NY, USA |
| Salary | $170000 – $300000 |
| Type | Full-Time |
| Degrees | Bachelor’s, Master’s |
| Experience Level | Expert or higher |
Requirements
- 15+ years relevant experience
- Excellent communication skills
- Bachelor’s/University degree
- Master’s degree preferred
Responsibilities
- Develop, review, and enhance the firm’s liquidity risk limit framework, ensuring alignment with business strategy, risk appetite, and regulatory requirements.
- Oversee the establishment and calibration of liquidity risk limits, including LCR (Liquidity Coverage Ratio), NSFR (Net Stable Funding Ratio), and stress test-driven limits.
- Ensure a robust governance structure around liquidity limits, including escalation procedures and breach management.
- Provide recommendations for limit adjustments based on market conditions, stress testing outcomes, and evolving business needs.
- Monitor adherence to liquidity limits and identify potential breaches or emerging risks.
- Lead the development of liquidity risk dashboards, reports, and early warning indicators for senior management and regulators.
- Ensure timely reporting of liquidity risk exposures and limit utilization to internal and external stakeholders.
- Design and oversee liquidity stress testing programs to assess the adequacy of existing limits under various stress scenarios.
- Work with Treasury and Risk teams to analyze results and recommend adjustments to liquidity limits.
- Ensure stress testing methodologies are aligned with regulatory expectations and industry best practices.
- Ensure compliance with global and regional liquidity risk regulations.
- Act as the key point of contact for regulators regarding liquidity limit frameworks and risk management practices.
- Stay up to date with evolving regulatory requirements and industry trends, advising senior management on potential impacts.
- Collaborate with Treasury, ALM, Finance, and Risk teams to ensure liquidity risk management aligns with business objectives.
- Engage with senior management and board committees to provide insights on liquidity risk exposure and mitigation strategies.
- Lead and mentor a team of liquidity risk professionals, fostering a strong risk culture within the organization.
Preferred Qualifications
-
No preferred qualifications provided.