Fund Transfer Pricing Lead Analyst - VP

About the Function
The Global Funds Transfer Pricing (FTP) function, within Corporate Treasury, is part of Citigroup's broader Finance organization. FTP's specific responsibilities cover the following:

• Establishes and oversees the policies under which business assets and liabilities are funds transfer priced for interest rate, capital, and liquidity requirements
• Engages in cross-functional workstreams to design, enhance, and evolve frameworks and methodologies for attributing FTP costs and benefits to businesses
• Executes firm-wide transfer pricing processes in line with established policies, procedures, and control requirements
• Creates FTP reporting to guide management decision making

Role Overview

The FTP Vice President (VP) is responsible for supporting various workstreams across FTP and overseeing the implementation of transfer pricing policies and practices globally. The individual will aid the team's vision to develop, enhance, and monitor the global FTP framework.

The FTP VP exhibits knowledge of bank balance sheet management and the evolving regulatory landscape impacting a bank's management of interest rate risk, liquidity, and capital. Clear and concise communication skills are a critical success factor. The FTP VP partners with stakeholders including but not limited to the Businesses, Risk, Treasury, Technology, and Financial Planning & Analysis.

Responsibilities:

Core Responsibilities

• Support strategic and transformational efforts to enhance FTP policy, frameworks, and funds transfer pricing systems
• Support ongoing funds transfer pricing execution and adherence to policies and controls, including all regulation and/or guidance which impacts FTP
• Ensure FTP is applied consistently across all businesses globally
• Cross-functional interaction across Businesses, Risk, Treasury, Technology, and FP&A

LTP Framework Execution

• Execute the monthly LTP charge and credit process globally across all businesses and legal entities, ensuring accurate application of Liquidity Premium (LP) spreads — including Bank LP, Non-Bank LP, and Working Capital spreads — in line with the FTP Standard
• Perform and oversee the monthly calibration of Bank LP and Working Capital (WC) spreads, including medium- and long-term WC spread frameworks, and review changes with the Head of FTP on a monthly basis
• Monitor and reconcile LTP-related balances in the firm's transfer pricing systems, identifying and resolving discrepancies in charges and credits at the portfolio and business segment level
• Support the execution of the Intraday Liquidity Charge and Liquidity Surplus attribution processes, ensuring allocations to businesses accurately reflect underlying liquidity usage and drivers
• Coordinate with FP&A Treasury teams to support LTP forecasting as part of the firm's Quarterly Multi-Year Multi-Scenario (QMMF), Outlook, and Operating Plan cycles
• Coordinate with relevant stakeholders to support process enhancements, contributing analytical and operational expertise to continuously enrich and improve LTP execution processes

Governance & Controls

• Maintain and monitor controls associated with the LTP execution process, including Global Process MCA Profiles (GPMPs), ensuring adherence to the FTP Standard and applicable risk and control frameworks
• Prepare and present LTP-related management information to the FTP Committee, including quarterly LP spread updates, Working Capital spread notifications, and Treasury Liquidity Account P&L reporting
• Support the identification, escalation, and remediation of data quality issues impacting LTP execution, including coordination with Data Concern Remediation Management (DCRM) processes
• Assist in the preparation of materials for FTP Committee review, including spread changes, methodology updates, and local LTP construct reviews

Stakeholder Engagement

• Partner with Country Treasury and Legal Entity Treasury teams to ensure local LTP constructs are executed in alignment with the global FTP framework and applicable local regulatory requirements
• Collaborate with Liquidity Management and Risk teams to ensure LTP-priced balances are informed by current liquidity stress test outputs and reflect the firm's liquidity risk appetite
• Engage with Broker Dealer Treasury and Markets teams to support intra-Markets liquidity allocation processes, including Working Capital spread application and contingent liquidity reserve charges

Reporting & Analytics

• Produce and maintain regular LTP reporting, including analysis of LP spread movements, business-level LTP charge and credit trends, and Treasury Liquidity Account activity
• Support