Senior Vice President, Liquidity Management Services - Liquidity Analytics & Optimisation Lead

Then bring your skills in leadership, quantitative analysis, strategic planning, treasury and risk management, technological adaptation, and stakeholder influence to Citi's Balance Sheet Management and Liquidity Management Services (LMS) in Services.

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Ensure that the liquidity optimisation process, analytics infrastructure, and commercial pricing strategies are effectively implemented across the franchise to achieve defined revenue and balance sheet targets.

As a senior leader within this global team, you will drive core optimisation workstreams, shape regulatory liquidity models, lead cross-functional remediation programs, and oversee end-to-end technology.

• Liquidity & Balance Sheet Optimisation: Drive global optimisation initiatives to deliver annualized revenue targets and liquidity value across the Services deposit franchise.
• Treasury Liquidity Frameworks & Governance Advocacy: Represent LMS in high-level Treasury forums. Advocate for and lead model enhancements with Global Liquidity Risk Management (GLRM) and Corporate Treasury. Lead rapid response analytics for macroeconomic stress testing to model deposit behavioural impacts for Board presentations.
• Stakeholder Management: Partner with global clusters and sales teams to optimise RLAP/LCR/NSFR and maintain target performance thresholds.
• Project Management: Oversee the lifecycle of analytical projects, from data acquisition to final delivery and follow-up.
• Technology Implementation: Oversee business architecture and functional requirements for end-to-end analytics technology. Including data acquisition and analysis to generate actionable insights and support strategic initiatives.
• Data Quality Management: Lead the escalation and follow-up process for data quality issues to ensure the integrity of underlying data.
• Metric Development: Design, develop, and implement new metrics to track performance and drive business outcomes.
• Stakeholder Training, Enablement & Talent Development: Lead comprehensive global training curriculums for cluster balance sheet leads, product managers, and sales teams on liquidity models, Clearview tools, and optimization levers.

As an integral part of the broader Pricing and Optimisation team, you will also contribute to a range of activities spanning subject matter expertise on client liquidity value, client pricing, client financials, and Services data architecture.

The individual will have a global role developing strategies with constant interaction and exposure to seniors in Product, Treasury, Finance, Risk, and Sales across the organisation.

• Proven ability to drive consensus across competing priorities, manage multi-faceted project scopes, and influence global stakeholders across 7+ regional clusters without direct line authority.

• Deep subject-matter expertise in regulatory liquidity metrics, including RLAP (Resolution Liquidity Adequacy and Positioning), LCR (Liquidity Coverage Ratio), NSFR (Net Stable Funding Ratio), and Basel III/PRA capital and liquidity standards.
• Thorough understanding of regulatory reporting data architectures (including Fed FR 2052a and Short-Term Wholesale Funding / STWF calculations).

• Advanced quantitative skills with the proven ability to interrogate and model large-scale, complex transactional and balance sheet datasets to inform commercial decision-making.

• Exceptional ability to synthesize highly complex, technical liquidity and quantitative modelling concepts into concise, high-impact executive narratives and presentations for senior management, governance committees (FLRC/LIMRF), and Board-level reporting.
• Demonstrated commercial acumen to balance regulatory risk constraints with revenue maximization.

• Strong commercial acumen and deep understanding of macroeconomic cycles, interest rate dynamics, deposit beta behaviours, and transfer pricing mechanisms.