Senior Risk Weighted Assets

11 hours ago


Tampa, Florida, United States Citigroup Full time
Capital Forecasting and Analytics Team

The Capital Forecasting and Analytics team at Citigroup is responsible for capital forecasting across various scenarios, supporting senior management decision-making to achieve the firm's capital targets. The team leads forecasting and analytics across the capital continuum, encompassing business-as-usual environments to stress scenarios.

Key Responsibilities:
  • Prepare presentation materials for the Long-term Forecast review, including Standardized and Advanced Risk Weighted Assets (RWA) for Citigroup and CBNA.
  • Perform detailed analyses, including trends, comparisons to prior forecasts, scenarios, and actuals, with a comprehensive understanding of variance drivers.
  • Work with Capital Controllers to understand drivers of spot and actuals RWA and have clear visibility to upcoming changes that could impact the forecast.
  • Partner with and articulate results to stakeholders across Business Treasury, Business and Corporate FP&A, and Balance Sheet Management to execute deliverables.
  • Conduct ad hoc analyses to support RWA management and capital action decision-making.
  • Contribute to UAT for process improvements related to infrastructure enhancements.
  • Maintain updated documentation and controls for deliverables.
Qualifications:
  • 10+ years of experience working for a financial services organization.
  • Experience with effectively analyzing Actual and Forecast results with a comprehensive knowledge of Transfer Pricing and other Intercompany items.
  • Thorough knowledge of key Interest Rate Risk metrics (IRE, EVS) and working knowledge of Citigroup Financial Systems (PEARL / GENESIS / Etc.).
  • Proficiency with standard analysis tools (Excel / Access / SQL).
  • Excellent written and oral communication.


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