AVP, Risk Weighted Assets Sr. Analyst

Regulatory Risk Analyst

Regulatory Risk Analyst position to be based out of Tampa. The role involves working on actuals and forecasted RWA (CCAR) while following regulatory guidelines, working closely with risk and financial planning within Citi. It requires working on strategic initiatives and performing review and challenge for forecasted RWA, to ensure that the calculation, model usage, assumptions, methodology and reporting is accurate. The role would be primarily focused on Secured Financial Transaction (SFT), Banking Book and Derivatives exposures, and all new / upcoming rules from Federal Reserve Bank (referred as Basel IV or enhanced Basel III rules).

Team

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 filings.

Responsibilities

Review RWA forecasting processes for Citigroup and CBNA, working closely with risk, finance, technology, modelling and internal Capital Planning teams. Primary focus on RWA Forecasting of Derivatives and Secured Financial Transaction transactions of Citigroup and CBNA. Review and challenge work streams on RWA forecasting processes, methodology, assumptions and reporting. Monitor actual RWA headwinds and reductions in order to assess its impact on RWA forecasting and weekly outlook. Manage strategic initiatives and projects related to improvement of forecasting processes and output by working closely with respective teams. Prepare outcome of review and challenge and present to work stream leads. Summarize the progress of all strategic initiatives and keep senior management updated. Participate in quarterly RWA forecasting process as needed. Participate in resolution of Audit CAP, MRA and other regulatory responses as a subject matter expert. Develop relationship with key stakeholders and help the team improve SME skill sets by providing or managing training program. Partner with Technology, Finance and Risk to support organizations overall goal to manage Capital efficiently. Provide guidance to teams on remediation of RWA to ensure the accuracy and integrity of the RWA. Represent the team in working group / steering committees when needed.

Qualifications

6-10+ years of relevant experience (preferably Basel / RWA / Counterparty Credit Risk), within the financial services industry. Very good understanding of banking products, especially vanilla as well as complex Derivative and Secured Financial transaction products. 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. Collaborate closely with partner teams to develop solutions. Good communication, written and presentation skills with ability to synthesize complex concepts. Proficient in Microsoft Office, including advance excel skills and large data sets.

Education

Bachelor's in Business, Finance, Economics, Computer Science, Math, Financial Engineering or related field from a well-recognized university / institution. Preferably MBA or equivalent finance degree. Certifications such as CFA and FRM would be preferred.

Citi offers competitive employee benefits, including : medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. 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. View Citi's EEO Policy Statement and the Know Your Rights poster.