C11 - RWA (Wholesale RWA Analyst)
Job Summary
Job Description
Analyze and report Credit Risk Weighted Assets (RWA) under US Basel rules for Banking Book, Counterparty Credit Risk and Retail exposures. Strong analytical skills with experience in data analysis and data tracing are required. Must have knowledge of products, systems, and process flows to provide insights and recommendations.
Must have:
- Credit Risk
- Basel Rules
- Data Analysis
- Financial Reporting
Good to have:
- CFA/ FRM
- US GAAP
- RWA Analytics
- Retail Reporting
Perks:
- Flexible Hours
- Training Programs
2 skills required
Job Details
About the job
- Responsible for analyzing and reporting Credit Risk Weighted Assets (RWA) under US Basel rules for Banking Book, Counterparty Credit Risk and Retail exposures.
- Responsible for understanding the drivers of the MoM or QoQ movements and validates RWA results through business, technology or SME confirmations during the month end close on SACCR methodology
- Utilize knowledge of products, systems and process flows to provide insight and recommendations on identified issues
- Establish, maintain and enhance related operational procedures, ensuring key controls are in place
- Generate reports used to monitor data quality exceptions and top variance drivers
- Work with Tech on MQCs and JIRAs to raise, track and remediate DQ issues
- Monitor and take action to ensure RWA with proxy values are not reported above threshold, including raising incident tickets, liaising with relevant teams and escalating as necessary.
- Responsible for both Retail Reporting process and RWA Retail Analytics support for exposures going through consumer models.
- Data accuracy and completeness check in the form of Retail Decomposition and Gross Credit Loss Recoveries reconciliation, Retail Treasury uploads to Optima
- Perform Retail RWA Analytics including RWA Variance Production and Attribution Analysis, Topside Preparation, Cluster Change Analysis, and general business query support.
- Work on strategic initiatives related to improvement of calculation and RWA processes
- Develop relationship with key stakeholders and help the team improve SME skill sets by providing or managing training program
- Support the analysis and submission of reports to various constituencies including but not limited to Basel III based on requirements such as US GAAP and US Regulatory reporting
- Regulatory RWA Report FFIEC submission
- Contribute to Pillar 3 disclosures
- Build senior leadership packs for review at Bank and MLE
- Make use of automation tools to make the processes more efficient
- Participate in post-mortem efforts post month-end and quarter-end reporting
- stablish a strong internal controls framework to be Audit ready at all times
- Ensure adequate backups for all tasks
- Build strong SME knowledge within the team
- Act as the last person before the information is disseminated outside of the function
- Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
- CA/ MBA/ B. Tech or equivalent 5 to 9 years experience
- CFA/ FRM certifications preferred
- Good oral/written communication skills given exposure/interaction with partners and customers across various locations and culture.
- A good team player
- Can work with both formal and virtual teams across different geographies
- Detail-oriented analytical skills
- Can work with big data sets
- Has good data tracing and data analysis skills
- Willing to work mid-shift and flexible hours during month end cycle
- Can work with minimal supervision
Job Family Group:
Finance
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Job Family:
Financial Reporting
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Time Type:
Full time
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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.
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View the Pay Transparency Posting
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