Citigroup Inc
RWA Integrity Analyst- AVP
Citigroup Inc, Kew Gardens, New York, United States, 11415
Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At
Citi
, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks. We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.
Shape your Career with Citi
Citi
Finance
is responsible for the firm’s financial management and related controls. We manage and partner on key Citi initiatives and deliverables, such as our quarterly earnings process and ensuring Citi’s compliance with financial rules and regulations. The team comprises chief financial officers who partner with each of our businesses and disciplines including controllers, financial planning and analysis, strategy, investor relations, tax and treasury.
We’re currently looking for a high caliber professional to join our team as
Assistant Vice President, Credit Valuation Adjustment RWA– C12 - Hybrid
based in New York City.
In this role, you’re expected to:
Closely partner with XVA Desk and XVA Risk and contributes to the design, roll-out and governance of Citi's FRTB CVA implementation
Validate implementation approach against FRTB Regulatory Rules, and proposes solutions to remediate any compliance and accuracy issues
Identify opportunities to enhance safety and soundness of FRTB CVA RWA production processes
Analyze FRTB CVA RWA results and identifies key drivers
Support Program Managers with accurate status reporting, timely escalations, and identifying risks and dependencies
Support Citi's internal FRTB governance and interpretive processes by conducting ad-hoc analyses, and helping with implementation and process documentation
As a successful candidate, you’d ideally have the following skills and exposure:
3-5 years of experience in either Market or XVA Risk Management, or Quantitative Analytics/Model development
Experience with Python, SQL, and Advanced Microsoft Office skills
Familiarity with RWA concepts and FRTB rules preferred.
Excellent relational and communication skills
Bachelor’s degree in quantitative fields; Master's degree preferred
Professional certifications such as FRM or CFA a plus
Working at Citi is far more than just a job. A career with us means joining a family of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.
Job Family Group:
Finance
Job Family:
Fin Solutions Dsgn & Implement
Time Type:
Full time
Primary Location:
Long Island City New York United States
Primary Location Full Time Salary Range:
$109,120.00 - $163,680.00
In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. 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.
Anticipated Posting Close Date:
Oct 31, 2024
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.
Citi
, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks. We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.
Shape your Career with Citi
Citi
Finance
is responsible for the firm’s financial management and related controls. We manage and partner on key Citi initiatives and deliverables, such as our quarterly earnings process and ensuring Citi’s compliance with financial rules and regulations. The team comprises chief financial officers who partner with each of our businesses and disciplines including controllers, financial planning and analysis, strategy, investor relations, tax and treasury.
We’re currently looking for a high caliber professional to join our team as
Assistant Vice President, Credit Valuation Adjustment RWA– C12 - Hybrid
based in New York City.
In this role, you’re expected to:
Closely partner with XVA Desk and XVA Risk and contributes to the design, roll-out and governance of Citi's FRTB CVA implementation
Validate implementation approach against FRTB Regulatory Rules, and proposes solutions to remediate any compliance and accuracy issues
Identify opportunities to enhance safety and soundness of FRTB CVA RWA production processes
Analyze FRTB CVA RWA results and identifies key drivers
Support Program Managers with accurate status reporting, timely escalations, and identifying risks and dependencies
Support Citi's internal FRTB governance and interpretive processes by conducting ad-hoc analyses, and helping with implementation and process documentation
As a successful candidate, you’d ideally have the following skills and exposure:
3-5 years of experience in either Market or XVA Risk Management, or Quantitative Analytics/Model development
Experience with Python, SQL, and Advanced Microsoft Office skills
Familiarity with RWA concepts and FRTB rules preferred.
Excellent relational and communication skills
Bachelor’s degree in quantitative fields; Master's degree preferred
Professional certifications such as FRM or CFA a plus
Working at Citi is far more than just a job. A career with us means joining a family of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.
Job Family Group:
Finance
Job Family:
Fin Solutions Dsgn & Implement
Time Type:
Full time
Primary Location:
Long Island City New York United States
Primary Location Full Time Salary Range:
$109,120.00 - $163,680.00
In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. 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.
Anticipated Posting Close Date:
Oct 31, 2024
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.