Capital Mgmt Sr Ld Anlst - C14 - CHARLOTTE

Capital Planning and Management is a division that (i) owns the enterprise-wide capital planning and management processes for Citigroup and its legal entities, and (ii) ensures integrity and efficiency of Citigroup and CBNA capital profiles, on both an actual and forecasted basis, across the capital continuum ranging from BAU through simulated stress environments consistent with CCAR and QMMF (Quarterly Multi-Year Multi-Scenario Forecasting) assumptions.

Capital Planning and Management organizes and manages the enterprise’s capital planning and management processes which inform the Strategic Plan. The role is fundamental to ensuring the safety & soundness of Citigroup and the financial system in the US and globally and therefore also plays a key leadership role in the enterprise’s Recovery & Resolution Planning. All enterprise decisions material generating a return, affecting risk appetite and risk levels, maintaining Capital levels are within the remit of this leader’s role at Citigroup. Key areas of focus include the following:

Capital Planning
Manage the design and execution of Citigroup’s, Citibank N.A. (CBNA)’s, and other regulated entities’ planning process for RWA and capital actions (e.g., dividends and buybacks), including through the
• Determination of capital targets (e.g., Target CET1 ratios) including calibration of components such as Stress Loss Risk Appetite and Management Buffers
• Forecasting of Risk Weighted Assets (for Advanced and Standardized Approaches), capital levels and associated capital ratios
• Requires engagement with the Controller, and extensive engagement with the controller team responsible for calculating and reporting RWAs
• Determination of proposed dividends and buybacks, including dividends from subsidiary Citi and CBNA entities

Capital Management
Determine and execute actions impacting RWA and/or buybacks/dividends to ensure Citigroup, CBNA, and other regulated entities meet all required capital targets, including
• Establishing RWA and GSIB capacities and guidelines consistent with required capital targets
• Monitoring business- and firm-level adherence to such capacities/guidelines through appropriate governance forums
• Identifying need for changes to such capacities/guidelines due to changes in market/competitive/other factors
• Recommending and gaining approval for any such changes through appropriate governance forums, Ensuring compliance with such targets for month and quarter end periods

Stress Testing
Manage design and execution the ICAAP and Quarterly Multi-Quarter, Multi-Scenario Forecasting (QMMF) process, including
• Determination of scenario objectives and design
• Design and development of CCAR/QMMF models and associated infrastructure, process and controls
• Execution of forecast calculations including associated review, challenge and governance
• Analysis of key risk drivers and determination of implications for balance sheet composition and business and risk management

Responsibilities: 
• Executes the formulation and setting of strategic direction for capital planning and management processes, organization and architecture from the perspective of capital planning covering Finance across Citi businesses, products, functions and locations
• Uses subject matter expertise to aid revenue areas to improve efficiency, effectiveness, productivity and / or control
• Delivers forecasting and stress testing production process overseeing workstream’s books of work; tracking progress against deliverables; and solving concerns before they become material issues
• Manages analytics including in-depth financial analysis, key risk drivers and sensitivity analysis, and determination of implications for capital, balance sheet composition, and liquidity profile
• Aids assessment of relevant processes and ensure appropriate existence and effectiveness of controls
• Remediates outstanding Regulatory, Risk Management, and Audit Issues
• Identify areas for improvement across the process and maintain continuous improvement mind-set
• The position will require both individual analytical work as well as partnership across teams to identify solutions to business inquiries in a timely manner and own the implementation / execution steps to autonomously drive open issues to completion
• Typically deals with complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting needs
• Performs other duties and functions as assigned

Qualifications:
• 10+ years relevant experience
• Strong knowledge of banking products / systems
• Substantive knowledge of the different systems,