Shannen D'Lima

- Developed forward-looking liquidity forecasts aligned to the business plan, sizing optimal liquidity buffers
and directing Treasury Bills and Bonds investments to support balance-sheet resilience and efficient
capital deployment
- Led end-to-end delivery of the ICAAP submission to regulators, coordinating across Finance, Risk, and
business stakeholders to ensure high-quality and Board-approved outcomes with zero regulatory findings
- Recalibrated capital and liquidity risk limits and internal targets, including CET1, LCR, NCCF and ILST, aligning
internal risk appetite with regulatory requirements, business strategy, and evolving market conditions
- Prepared Board materials and presented to the ALCO, delivering clear analysis of capital and liquidity
positions, limit breaches if any, root-cause drivers, macroeconomic conditions and recommended
remediation actions
- Refined LCR and ILST assumptions including calculations to maintain regulatory alignment and strengthen
risk governance standards
- Contributed to the firms funding plan in accordance with business forecasts, assessing various funding
options and strengthening preparedness under normal and stressed market conditions

- Prepared and presented liquidity insights to the ALCO and the Board, covering liquidity metrics, funding costs,
market developments, and balance sheet optimisation to inform executive decision making
- Monitored daily liquidity risk, including ILST, Early Warning Indicators and Limit breaches, delivering root-cause
analysis and recommending actionable remediation strategies
- Led annual review of ILST assumptions, including macroeconomic drivers, secured funding haircuts, buffer
monetisation capacity, intraday liquidity usage and inter-company funding, ensuring alignment with regulatory
expectations and market conditions
- Oversaw daily funding activities, including short-term cash deployment and management of funding sources,
working closely with front office to maintain an optimal liquidity profile
- Provided senior-level input to the 165(d) Resolution Plan, supporting funding strategies, liquidity metrics, and
governance frameworks for submission to the Federal Reserve

Led the end-to-end development of Citibank Europes Recovery Plan, an annual regulatory submission to the
ECB and Central Bank of Ireland, encompassing stress scenario design, liquidity and capital impact modelling,
recovery option quantification, and entity-level risk appetite calibration
Core contributor to Citis global Trading Wind-Down and Resolution framework, supporting broker-dealer
entities across multiple jurisdictions and strengthening firm-wide resolvability under severe stress scenarios
Delivered granular liquidity forecasting and stress analytics across the stress continuum to inform Treasury
decision-making for multiple projects
Acted as a subject matter expert on capital and liquidity buffers, quantifying incremental regulatory reserve
requirements and supporting Board-approved Funding & Liquidity Planning (FLP), Contingency Funding Plans
(CFP), and Collateral Mobilisation strategies

- Developed a new bonus forecasting methodology aligned to firm profitability, replacing legacy revenue-based
approaches leading to improved accuracy and credibility of compensation forecasts
- Performed scenario-based budget and stress analyses; helped build a more robust strategic planning process
for CCAR cycles and Board review of the firm-wide budget
- Built and maintained an enterprise-wide headcount reduction model used by the Global CFO to drive
accountability and track execution against cost-reduction targets
- Drove FP&A automation and analytics transformation, leading the rollout of Tableau and IBM Cognos to
centralise management reporting and reduce manual processing risk delivering ~20 hours a month in
productivity gains per team; recognised as FP&A Employee of the Month 6 times for distinguished performance

- Conducting weekly gross profit margin analysis for all 233 Costa Coffee stores in the U.A.E to promptly identify the underperforming outlets & product groups and subsequently reporting this to senior management for suitable action
− Costing & analysis of potential product options to identify any new products in line with the gross profit margin targets
- Creating & analyzing purchase history reports for the various product lines for all Costa Coffee outlets to aid the procurement department to identify cheaper product options for cost cutting purposes
− Monthly posting of all Costa Coffee transactions; namely Cost of Sales, Net Warehouse Transfers, Closing Stocks, Employee Meals, Wastages, Stock write-offs, etc. to arrive at the final gross profit margins for the financial period
- Monthly gross profit analysis of each store to identify reasons any store did not meet the gross profit margin target
- Conducted training sessions for all Costa Coffee outlet managers regarding accounting & inventory management procedures
- Daily communication with all Costa Coffee outlet managers regarding any accounting or inventory management issues
− Monthly warehouse stock reconciliation to ensure all Costa Coffee stock movements have been accounted for during the financial period

- Monitored the latest news and trends in the markets to identify companies looking for funding, debt restructuring or any merger and acquisition & subsequently reported this to management to identify potential business opportunities
- Conducted further research on specific companies of interest in terms of firm size, assets under management, organizational structure, points of contact, etc.
− Maintained a database of potential/existing clients in order to communicate routinely to pitch the firm’s services, schedule meetings, etc.

− Created summary charts and graphs from value at risk calculations using historical simulations to submit to my supervisor for further analysis
− Learning initial margin calculations following DCCC clearing standards & subsequently monitoring clearing corporation risk online to assist in taking actions to request clearing members for additional margins when required

− Specifically researched Equity Index Futures on MSCI India & contacted fund managers that benchmark against MSCI Indices for product development research
− Product management of various futures contracts through internal liaison and data analysis
− Assisted product managers with inputs for the newly launched derivative product brochures