Christopher Graff Email & Phone Number

New York, New York, United States

* Identifying and driving enhancements across BSM's measurement and analytical methodologies (covering capital attribution, IRRBB, FTP, and other Non-Traded Market Risk such as CSRBB and FXRBB)* Designing and enhancing management frameworks, including processes, controls, policies, and standards* Developing of proof of concepts, system design, and analytical tools* Leading priority projects to support BSM and/or the wider Treasury function in a collaborative and consultative manner

Greater New York City Area

Director, Head of Balance Sheet Costing MethodologyPart of Balance Sheet Solutions and Optimization Group, in Global Treasury.Leads development of driver based attribution frameworks assigning costs, benefits, and risks to businesses to inform decision making in transfer pricing, FTP, Liquidity costing, and other costing methodologies.Leads methodology development within Citi's FTP system development.

Greater New York City Area

Head of Internal Capital and Portfolio Risk Analytics* Accountable for firm-wide risk quantification processes and measurement methodologies, firm-wide capital modeling aggregation and diversification, governance and controls over firm-wide capital modeling processes. Responsible for development of risk aggregation models, tools, and support processes. Manage the quarterly internal capital modeling and risk reporting processes used in external disclosures and for internal performance measurement and economic reporting (i.e. MBEV, ROE). * Responsible for internal capital and risk analytics supporting firm-wide risk limits (approved by AIG CRO and reported to AIG Board), sensitivity and stress testing risk analyses used in capital planning, and analytics supporting pricing/product strategy and transactions, and strategic asset allocation. * Accountable for Portfolio Risk Analytics’ review and challenge processes and leading education and awareness of firm-wide internal capital and aggregation modeling * Responsible for ensuring IC and Risk Analytics’ compliance with model risk management practices, governance, operational risk management practices, and Audit process, plus all former responsibilities as Director of Portfolio Risk Analytics.

Greater New York City Area

Director - Internal Capital Modeling and Portfolio Risk Analytics (September 2017 - March 2018)Director - Portfolio Risk Analytics - ERM (May 2015 - September 2017)Director - CCAR and Stress Testing Governance - Corporate ERM (April 2014-April 2015)

Greater New York City Area

Sm, Sm, Aerospace Engineering

Activities and Societies: MIT Motorsports Formula SAE, Teaching Assistant in Dept. of Aeronautics and Astronautics

Education record