Head of Liquidity Risk Assumptions Review, Director

Head Of Liquidity Risk Assumptions Review, Director

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Job Overview

We are seeking a highly skilled and experienced risk professional to join the global liquidity risk management 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 lifecyclefrom risk identification through to assumption calibration and scenario developmentunderpinning 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 citi, 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.

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