RWA Integrity Analyst- AVP

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here.  At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks.  We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning.  You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

Shape your Career with Citi

Citi Finance is responsible for the firm’s financial management and related controls.  We manage and partner on key Citi initiatives and deliverables, such as our quarterly earnings process and ensuring Citi’s compliance with financial rules and regulations.  The team comprises chief financial officers who partner with each of our businesses and disciplines including controllers, financial planning and analysis, strategy, investor relations, tax and treasury.

We’re currently looking for a high caliber professional to join our team as Assistant Vice President, Credit Valuation Adjustment RWA– C12 - Hybrid based in New York City. 

In this role, you’re expected to:

• Closely partner with XVA Desk and XVA Risk and contributes to the design, roll-out and governance of Citi's FRTB CVA implementation
• Validate implementation approach against FRTB Regulatory Rules, and proposes 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 identifies 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

As a successful candidate, you’d ideally have the following skills and exposure:

• 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

Working at Citi is far more than just a job. A career with us means joining a family of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

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In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. 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 citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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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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