The CVA Capital Calculations and Analysis role is a senior level position within the team that will report to the Head of the CVA RWA capital team. The individual will drive the production needs and lead various initiatives and will be responsible for the firm and bank’s RWA calculation, analysis and reporting. The position will have a high level of visibility within the organization with opportunities to work directly with other Finance and non-Finance functions throughout Citi, including the Front Office, Risk, Treasury, Financial Planning & Analysis, as well as Enterprise Technology, & Operations.
Responsibilities:
- Independently support the analysis and submission of reports for FRTB RWA Reporting based on US and international regulatory requirements across EMEA and Asia. Primary focus will be on ensuring the end-to-end integrity of the RWA capital results and the processes / procedures the team uses to achieve their deliverables.
- Use Subject Matter Expertise to ensure that Basel III Endgame rules are adhered to for business initiatives, new product offerings and for changes in requirements.
- Perform analysis of the RWA calculations and capital consumption; respond to regulatory requests and line of business queries. In-depth expertise in SA-CVA and BA-CVA technical(s) is a pre-requisite
- Independently work with key business and technology and operations stakeholders to eliminate delivery and execution obstacles to ensure change throughput is optimized.
- Provide thought leadership to peers and program leaders in the implementation and adoption of frameworks, methodologies, and tools.
- Partner with Risk & Controls team to maintain and enhance an effective internal control’s structure.
- Independently assess conformance to rules, data architecture and have a proactive mindset to tackle issues at the source.
Qualifications:
- 12+ years of extensive experience within the financial services industry and regulatory reporting. Specific experience in CVA/XVA and B3 required.
- In-depth knowledge & understanding of Basel RWA calculations and reporting.
- Able to navigate through a large organization to streamline and summarize multiple information points and create repeatable processes to build consistency in presenting information.
- Exceptional communication skills, with ability to synthesize complex concepts, and influence change.
- Strong technical problem-solving skills and an ability to identify conflicts, discrepancies and other issues and bring together the right team to solution them.
- Strategic mindset, ability to plan ahead to future possibilities and translate them into breakthrough strategies.
- Ability to manage competing priorities and tasks in a complex and dynamic and work well as part of a team.
Education:
- Bachelor's/University degree in Finance or Accounting, Masters or PhD degrees preferred.
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Job Family Group:
Finance------------------------------------------------------
Job Family:
Capital Calculations and Reporting------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Most Relevant Skills
Basel III Capital, Communication, Data Analysis, Management Information Systems (MIS), Problem Solving, Process Execution, Regulatory Reporting, Risk Management, Stakeholder Management.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
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Top Skills
Citi Mumbai, Maharashtra, IND Office
Bandra Kurla Complex Road, Mumbai, Maharashtra, India, 400051
