1+ months

Counterparty Credit Risk Senior Lead Analyst, Capital Planning - SVP

Citigroup
Kew Gardens, NY 11415
Join the RWA Accuracy Assurance & Analytics (RWA AAA) team within RWA Integrity Group as part of the Capital Planning team within Citi Treasury organization. The Treasury Capital Planning (CP) team ensures that Citi has a robust, sustainable, and forward-looking capital process. The RWA Integrity group is responsible for ensuring risk-weighted assets are appropriately identified and reported adequately taking into account the Banks 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 groups 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 candidates success, and so are strong project management and multi-tasking skills to plan and manage deliverables towards a number of objectives.


**Key Responsibilities:**


+ 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.

+ 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:**


+ Bachelors degree

+ Minimum 10 years experience in related field

+ 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 Citis 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).


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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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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.

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Posted: 2021-02-08 Expires: 2021-05-09
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Counterparty Credit Risk Senior Lead Analyst, Capital Planning - SVP

Citigroup
Kew Gardens, NY 11415

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