RWA Integrity Analyst- AVP

1 week ago


Kew Gardens Hills, New York, United States Citigroup Inc Full time
Job Summary

Citigroup Inc. is seeking a highly skilled and experienced professional to join our team as an Assistant Vice President, Credit Valuation Adjustment RWA– C1- Hybrid based in New York City.

Key Responsibilities
  • Partner with XVA Desk and XVA Risk to design, roll-out, and govern Citi's FRTB CVA implementation
  • Validate implementation approach against FRTB Regulatory Rules and propose 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 identify 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
Requirements
  • 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
What We Offer

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 Available offerings may vary by jurisdiction, job level, and date of hire.

About Citi

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.



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