15 days old

RWA Analyst ( (Basel/CCAR) for Capital Planning team in Treasury-VP

The Fin Solutions Sr. Manager accomplishes results through the management of professional team(s) and department(s). Integrates subject matter and industry expertise within a defined area. Contributes to standards around which others will operate.

The role involves working on forecasted RWA (CCAR) while following regulatory guidelines, working closely with front office, risk, financial planning and seniors within Citi. It also requires providing attribution and sensitivity analysis of Risk parameters to various stake holders for variances in Exposure and RWA, to ensure that the calculation and reporting is correct. The role would be primarily focused on Derivatives exposures and all new/upcoming rules from Federal Reserve Bank (referred as Basel IV or enhanced Basel III rules)

The Capital Planning team is responsible for managing capital of Bank, which involves primarily management of RWA (Risk Weighted Asset) and SLE (Supplementary Leverage Exposure) processes, actual as well as forecasting (CCAR). It is accountable for developing a sustainable operating model, leading the Global Process for RWA and SLE in order to comply with the continuously changing regulatory requirements across Forecasted and Actual RWA and SLE. For most of the regulatory capital disclosures, this team remains the face to the US and some of the regional regulators, and is required to attest the RWA and SLE numbers for various regulatory fillings


+ Review and challenge forecasted (CCAR) Derivatives RWA Exposure. Knowledge of Citi's Internal Model Method used for derivatives Advanced RWA and other quantitative models highly preferred

+ Review and challenge forecasted exposure across other risk stripes like SFT and banking book

+ Participate on forecasting of RWA pertaining to regulatory submissions for CCAR and mid-year capital forecasting, and quarterly internal RWA planning

+ Drive strategic initiatives related to SA-CCR, Basel IV, modelling changes for Capital Forecasting

+ Partner with front office, operations and technology on capital optimization/correction and strategic projects

+ Deliver the forecasted RWA while working with Modelling and Technology teams and participate in methodology changes

+ Provide analytical support on Actual RWA of Derivatives as an SME, and remediate where applicable to ensure the accuracy and integrity of the RWA

+ Work closely with the businesses, helping them understand the calculation of actual and forecasted RWA, and variances if any

+ Actively participate in working group/steering committees for key regulatory projects, and provide ongoing guidance for all corporate reporting and internal audit reviews as a SME


+ 8-12+ years of relevant experience (preferably Basel/RWA/Counterparty Credit Risk), within the financial services industry

+ Very good understanding of vanilla as well as complex Derivative, SFT products

+ Excellent understanding of Actuals and CCAR models used for derivatives

+ Good knowledge of Capital markets and financial products across various asset classes

+ Experience and demonstrated ability to manage competing priorities in a complex and dynamic environment

+ Self-motivated with the ability to make decisions in the absence of detailed instructions.

+ Proficient in Microsoft Office, including advance excel skills

+ CFA/FRM preferred


+ Bachelors degree, preferred Masters degree


**Job Family Group:**



**Job Family:**

Fin Solutions Dsgn & Implement


**Time Type:**

Full time


Citi is an equal opportunity and affirmative action employer.

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.

Citigroup Inc. and its subsidiaries ("Citi) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review **Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)** .

View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .

View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) .

View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf)
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.


Posted: 2022-05-13 Expires: 2022-06-12

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RWA Analyst ( (Basel/CCAR) for Capital Planning team in Treasury-VP


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