Citigroup Securitization RWA - AVP in Queens, New York
The Fin Solutions Sr. Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function. Integrates subject matter and industry expertise within a defined area. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the function and overall business. Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources. Strong communication and diplomacy skills are required. Regularly assumes informal/formal leadership role within teams. Involved in coaching and training of new recruits Significant impact in terms of project size, geography, etc. by influencing decisions through advice, counsel and/or facilitating services to others in area of specialization. Work and performance of all teams in the area are directly affected by the performance of the individual.
The position is in the RWA Integrity team, 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 Bank’s size, complexity, and overall risk profile.
The role requires strong analytical skills and will need to acquire Basel III rules expertise for Risk Weighted Assets and Supplementary Leverage Exposure for all exposures (e.g. Derivatives, Securitization, Loans, Guarantees, Letters of Credit). The role includes (i) performing the RWA calculations including documenting any assumptions, reviewing and analyzing interpretations and/or models used to make those determinations, (ii) ensuring the accurate implementation of those methodologies within Citi’s 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 ideal candidate should demonstrate proven ability to work together with multiple stakeholders across Markets and Banking, Independent Risk, Finance, 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 person will be responsible for
Performing end to end production, governance and controls of Wholesale and Retail Standardized and Advanced RWA, and SLE Actuals
Perform 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
Research of Basel capital (RWA, SLE, GSIB) results for ensuring RWA integrity and regulatory compliance
Execute control processes that can effectively demonstrate US Basel III regulatory capital requirements are applied in an accurate and appropriate manner
Analysis of bank balance sheet by portfolio and asset type
Responsible for providing RWA strategic analytics and management summaries for Retail and Wholesale exposures to senior management
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.
Creation of senior management presentation materials for appropriate capital decision making
Communication with other stakeholder groups for capital return improvement planning
Ability to read US Basel rules (as needed) and interpret expected impact on bank capital levels
Strong familiarity with banking and market products and processes
High intermediate to advanced Microsoft Excel, PowerPoint, and Access ability
Experience performing financial research and analysis
Familiarity with SAS, Python, R Studio preferred, but not required
Ability to manage multiple and competing priorities and deliver timely results
Bachelor’s degree required
Experience packaging and presenting complex material to senior management and other stakeholders
Ability to work autonomously to accomplish high pressure deliverables
Must be able to communicate well with multiple stakeholder groups (Capital colleagues, FP&A, Corporate M&A, Risk, Technology, and line of business counterparts) to demonstrate RWA integrity accomplish regulatory compliance goals
3-5 years of experience in related field
Education Level: Bachelor’s Degree in Science, Technology, Engineering and Mathematics (STEM). Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.
Primary Location: NAM-USA-NY-New York
Secondary Location: NAM-US-Florida-Tampa
Job Category: RWA Integrity Team, Finance
Job Family Group:
Fin Solutions Dsgn & Implement
Long Island City New York United States
Primary Location Salary Range:
$105,510.00 - $158,270.00
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Citi is an equal opportunity and affirmative action employer.
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