9 days old

SVP, Treasury Capital Planning RWA Integrity Wholesale

Citigroup
Tampa, FL 33603
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 Capital Planning Spot Risk Weighted Assets (RWA) Integrity team within Citi Treasury organization. Treasury Capital Planning (CP) team ensures that Citi has a robust, sustainable, and Spot and Forward-looking capital process. The Spot RWA Integrity team is responsible for ensuring RWA is appropriately identified, calculated and reported adequately taking into account the Banks size, complexity, and overall risk profile. Further, the RWA Integrity team provides sole focus on the controls and governance of the Spot RWA production process.


This role will be part of the RWA Integrity team and accountable for overall determination of Risk Weighted Assets and Supplementary Leverage Exposure for Wholesale exposures. This includes (i) overseeing the computational methodologies used to determine RWAs, including any assumptions, interpretations and/or models used to make those determinations, (ii) ensuring the accurate implementation of those methodologies within Citis infrastructure, (iii) ensuring models have been validated and systems changes have been accurately executed, (iv) articulating Business and Functional requirements including performing end to end diagnostic assessment for remediation regulatory capital issues.


The position will report to Wholesale and Securitization RWA Lead who is responsible for ensuring RWA & Supplementary Leverage Exposure (SLE) is appropriately identified, calculated and reported with robust governance, transparency and controls, and adequately taking into account the Banks size, complexity, and overall risk profile.


The ideal candidate should demonstrate proven ability to work together with multiple stakeholders across Markets and Banking, Independent Risk, Compliance, Finance, HR, and O&T. The candidate must be able to work effectively in a cross-functional environment without close supervision and with colleagues who may not be in the same geographic location.


The role requires strong analytical, interpersonal and leadership skills that rely on influence and building effective partnerships to execute our business plans and controls in a systematic, measurable, and effective way.


The **Wholesale RWA Senior Analyst** is responsible for


+ Managing end to end production, governance, and controls of Wholesale Standardized and Advanced RWA, and SLE Actuals

+ Manage a team of product and Basel rules experts and provide oversight to Shared Services team supporting RWA operations, and production of RWA and SLE

+ Define, Develop and maintain a governance framework, procedures, and controls to ensure end-to-end RWA calculation and reporting process is well-defined and controlled.

+ Define, develop, and continuously enhance attribution and other analytics that can effectively demonstrate exposure, EAD and RWA calculations. This analysis will include variance analysis period over period are explained (with attribution to exposure and risk factor changes) in a reliable and transparent manner

+ Responsible for providing RWA strategic analytics and management summaries for Wholesale exposures to senior management.

+ Responsible for communicating to executive management implications of existing and proposed regulation and developing potential responses. This may include regulations related to specific product or macro / systemic regulation, including standards to comply with Basel III / Basel III Reforms, MiFID, U.S. Fed, Treasury, FDIC and regulations from other central banks and regulatory authorities.

+ Provide thought leadership and requirements for analytics using Artificial Intelligence and Machine Learning tools that enhances further transparency to the overall RWA calculations and reporting process

+ Define, develop and establish robust control processes that can effectively demonstrate US Basel III regulatory capital requirements are applied in an accurate and appropriate manner.

+ Ensure model changes for Wholesale Advanced RWA are well understood, implemented and tested for RWA processing, regulatory notifications and submissions. This will include developing insights estimating impacts because of model changes and periodic updates to underlying referential data (e.g. PD, LGD, CCF)

+ Responsible for performing second line of defense RWA reviews and feedback received if any, are addressed in a timely manner

+ Manage and address RWA reviews by other control functions such as Internal Audit, Independent Compliance Risk Management, Capital Planning Review Group etc. and feedback if any, are remediated in an appropriate and timely manner

+ Identify potential process improvements and capabilities to increase consistency, transparency, and reliability of RWA calculation, governance and controls process.

+ Drive 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.

+ Develop senior management-ready materials, particularly RWA analytics presentations to Lines of Businesses, Senior Governance Groups, Independent Risk Management, Finance 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

+ Develop a strong working relationship with Quantitative Risk and Stress Testing (QRS), Multi Asset Quantitative Analytics (MAQA) and Line Risk Management to ensure Advanced RWA models and other risk factors are consistent between internal Risk Management process and RWA calculations.


**Qualifications:**


+ Bachelors Degree in Science, Technology, Engineering and Mathematics (STEM) or related. Masters Degree preferred.

+ 7+ years experience in related field

+ Comprehensive understanding of Advanced and Standardized US regulatory capital rules for Wholesale exposures (Basel III and Basel III reforms) with demonstrated ability to assess the application of those rules vs. regulatory expectations

+ Strong capital markets product knowledge and analytical experience is required. In-depth knowledge of Basel International framework and US Final Basel requirements

+ Strong technical expertise and solid understanding of capital markets products, credit documentation (e.g. credit agreements, servicer reports) and complex structures and associated risks (e.g. synthetic loans)

+ Full understanding of the lifecycle of Wholesale exposures, and strong understanding of regulatory capital best practices and controls, and interdependencies between Trading Book and Banking Book exposures across different risk stripes

+ Prior experience implementing Basel RWA rules in large financial institutions preferred

+ Ability to define, articulate and re-engineer complex processes and procedures, with appropriate controls, and think both strategically and tactically while driving meticulous execution

+ 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

+ 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).


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**Job Family Group:**


Finance

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**Job Family:**


Fin Solutions Dsgn & Implement

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**Time Type:**


Full time

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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)


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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

Categories

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

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SVP, Treasury Capital Planning RWA Integrity Wholesale

Citigroup
Tampa, FL 33603

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