Citibank

Financial Solutions Senior Analyst, CCAR & RWA, Capital Planning - VP

Posted on: 9 Apr 2021

Tampa, FL

Job Description

The Fin Solutions Sr. Manager accomplishes results through the management of professional team(s) and department(s). Integrates subject matter and industry expertise within a defined area. Contributes to standards around which others will operate. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the entire function. Requires basic commercial awareness. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Has responsibility for volume, quality, timeliness and delivery of end results of an area. May have responsibility for planning, budgeting and policy formulation within area of expertise. Involved in short-term planning resource planning. Full management responsibility of a team, which may include management of people, budget and planning, to include duties such as performance evaluation, compensation, hiring, disciplinary and terminations and may include budget approval.

Responsibilities:

* Ensure clear understanding and manage Citis compliance to the strategic design and implementation of the Securitization rules by partnering with Treasury, Finance, Trading Book Risk Management, lines of Business, Market Risk Analytics, Model Risk Management, Finance and Risk Infrastructure and Technology
* Refining existing methodologies and introducing sophisticated techniques for RWA projections of Securitization RWA estimation based on both existing as well as upcoming regulatory rules
* Act as a sponsor, substantively manage and coordinate the end to end model lifecycle requirements as it pertains to the Securitization RWA components
* Manage, contribute to, and coordinate either across functions or within Risk for RWA Actuals and Forecasting methodologies and Documentation, including the remediation plans as needed
* Partnering with Multi Asset Quantitative Analytics (MAQA), develop and manage quantitative analysis to support Citis compliance to the Securitization RWA actuals and forecasting rules and regulations
* Review Securitization RWA risk exposure calculations for Basel, CCAR and DFAST requirements. Define and establish attribution analysis for analyzing the changes in forecasted RWA changes with respect to major risk factors
* Contribute to the creation of Senior Management-ready materials, particularly CCAR presentations to Lines of Businesses, Independent Risk Management, Finance and Regulators
* Work across the firm to interpret Securitization regulations, drive change and influence risk and regulatory outcomes for RWA Actuals and Forecasts
* Understand the linkages and interconnectivity between macroeconomic and dependent variables and RWA forecasting models
* Develop a strong working relationship with Finance, Front Office, Treasury, Technology, Audit, Independent risk and other counterparts across the organization
* Engage with Regulators to explain results, analysis and high-level methodologies employed for stress testing
* Identify potential process improvements and capabilities to increase consistency, transparency, and reliability of stress testing results.
* Develop 2nd and 3rd level leadership of RWA expertise on CCR exposures

Qualifications:

* Comprehensive understanding of Securitization RWA capital rules and regulations, CCAR requirements and processes abreast with the upcoming Securitization rules, latest CCAR guidelines, understanding the data, oversee the submissions, synthesize the submissions, coordinating with other work streams
* In-depth knowledge of Basel International framework and US Final Basel requirements specifically for Securitization exposures
* Ability to define, articulate and re-engineer complex processes and procedures, with appropriate controls, and think both strategically and tactically while driving meticulous execution
* Exceptional oral communication and writing skills, with ability to synthesize complex concepts, and translate into user-friendly language for multiple audiences, including senior management, multiple internal constituents and regulators
* Ability to manage multiple priorities and tasks, work well as part of a team, and exhibit strong people and influencing skills
* Expertise in CCAR clearly a plus, but if not, sufficient expertise in managing a similar stress testing regime or proven ability to quickly come up to speed in managing a complex financial reporting process of comparable in complexity to CCAR
* Strong attention to detail, willingness to roll up sleeves and produce a polished, high quality, accurate product; tireless work ethic with ability to work well under pressure
* Solid Microsoft Excel skills and the ability to quickly develop advanced knowledge of MS Excel and Access (or other database front end query applications).
* 5 - 8 years experience in related field

Education:

* Bachelors degree, potentially Masters degree

-------------------------------------------------

Job Family Group:

Finance

-------------------------------------------------

Job Family:

Fin Solutions Dsgn & Implement

------------------------------------------------------

Time Type:

------------------------------------------------------

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.

View the EEO is the Law poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the Pay Transparency Posting

Citibank

New York, New York

Citigroup Inc., a diversified financial services holding company, provides various financial products and services for consumers, corporations, governments, and institutions in North America, Latin America, Asia, Europe, the Middle East, and Africa. The company operates through two segments, Global Consumer Banking (GCB) and Institutional Clients Group (ICG). The GCB segment offers traditional banking services to retail customers through retail banking, commercial banking, Citi-branded cards, and Citi retail services.

It also provides various banking, credit card lending, and investment services through a network of local branches, offices, and electronic delivery systems. The ICG segment provides wholesale banking products and services, including fixed income and equity sales and trading, foreign exchange, prime brokerage, derivative services, equity and fixed income research, corporate and consumer loans, investment banking and advisory services, private banking, cash management, trade finance, and securities services to corporate, institutional, public sector, and high-net-worth clients. As of December 31, 2018, it operated 2,410 branches in the United States, Mexico, and Asia. Citigroup Inc. was founded in 1812 and is headquartered in New York, New York.