Citi is a leading global financial services company having 200 million customer accounts. Citi does business in more than 100 countries, providing consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, and wealth management.
Join RWA Accuracy Assurance & Analytics (RWA AAA) team within RWA Integrity Group as part of the Capital Planning team within Citi Treasury organization. Treasury Capital Planning (CP) team ensures that Citi has a robust, sustainable, and forward-looking capital process . T he RWA Integrity group is responsible for ensuring risk-weighted assets are appropriately identified and reported adequately taking into account the Bank’s size, complexity, and overall risk profile.
The RWA Accuracy Assurance & Analytics (AAA) is a new team within the RWA Integrity group. The team is responsible for solving complex problems that are time-sensitive and closely interlinked with the group’s objective of managing RWA Accuracy and Integrity. The team will collaborate with Business, Independent Risk Management and other control functions to lead, manage, and coordinate regulatory capital solutions from initiation to delivery.
The role is of a regulatory capital expert in Derivatives, providing critical challenge and driving the diagnostics and remediation of a broad range of regulatory capital calculations that encompass governance, data and non-data controls, processes, system implementation and regulatory reporting. This role provides extensive exposure to colleagues across risk, finance, technology, and line of business functions.  Excellent interpersonal skills are required given the high level of interaction with senior managers, as well as the ability to work under pressure to meet tight deadlines. Technical skill is important to the candidate’s success, and so are strong project management and multi-tasking skills to plan and manage deliverables towards a number of objectives.
Key Responsibilities:
• Support the diagnostics and remediation activities of a broad range of regulatory capital calculations that encompass governance, data and non-data controls, processes, system implementation and regulatory reporting.
• Review interpretive conclusions of US Regulatory Capital Rules, and develop a robust, comprehensive documentation of the methodologies, assumptions, analytics, and implementation approaches
• Develop senior management-ready materials, particularly interpretive guidance presentations to Lines of Businesses, Interpretive Committees, and Regulators
• Drive change and influence risk and regulatory outcomes. Provide appropriately conservative solutions from a Regulatory Compliance perspective, in partnership with Business, Risk, and Finance teams
• Develop a strong working relationship with Finance, Front Office, Treasury, Technology, Audit, Independent risk and other counterparts across the organization
Qualifications:
• Comprehensive understanding of US regulatory capital rules for counterparty credit risk both Basel III and SA-CCR rules with demonstrated ability to assess the application of those rules vs. regulatory expectations
• Full understanding of the lifecycle of Securities Finance Transactions and Derivatives (bilateral and cleared transactions) notably IR and FX derivatives and involved in attribution of valuation movements using sensitivity based analysis
• Familiarity with a) Interest Rate; b) Equity; c) Credit d) FX and e) Commodity derivatives.  Understanding of various structured products: CDO's, credit index products, correlation products, etc.
• Strong understanding of regulatory capital best practices and controls, and interdependencies between Trading Book and Banking Book exposures across different risk stripes
• Familiarity with Citi’s systems and data
• Prior experience implementing Basel RWA rules in large financial institutions preferred
• Exceptional oral communication and writing skills, with ability to synthesize complex concepts, and translate into "user-friendly" language for multiple audiences, including senior management, multiple internal constituents and regulators
• Experience in managing risks holistically, covering areas such as systems, data, models, regulatory requirements, governance, and analytics.
• Ability to manage multiple priorities and tasks, work well as part of a team, and strong people and influencing skills
• Strong analytical skills, attention to detail, willingness to "roll up sleeves" and produce a polished, high quality, accurate product; tireless work ethic with ability to work well under pressure
• Solid Microsoft Excel skills and the ability to develop advanced knowledge of MS Excel and Access (or other database front-end query applications).
• 3 to 5 years’ experience in related field
• Bachelor's degree in Finance or other business related field required
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Job Family Group:
Finance
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Job Family:
Fin Solutions Dsgn & Implement
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Time Type:
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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
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