C11 - RWA (Wholesale RWA Analyst)

2 Weeks ago • 5-9 Years

About the job

Summary_{By Outscal}

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.

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

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Job Family Group:

Finance

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Job Family:

Financial Reporting

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Time Type:

Full time

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