Spot RWA Calculation and Analysis Sr. Grp Mgr - Director

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Job Overview

The position leads the Calculation and Analysis of Market Risk RWA and Numerator deductions related to Trading Book exposures, working closely with Market Risk Managers, Front Office, and Market Risk Technology.

Responsibilities:

• Own production of Market Risk RWA results, including analysis of drivers
• Own production of deductions related to Volcker Funds, Non Significant Investments in Financial Institutions, and Investment in Own Capital
• Manage a 10-member team spread across NY, Warsaw , and Tampa
• Partner with other key stakeholders to ensure Citi's compliance with US Basel Capital Rules and Regulatory expectations
• Responsible for working with Technology to drive RWA/Capital implementation and remediation
• Closely coordinate with Front Office and Market Risk to improve the quality of RWA and Capital results
• Serve as key contributor for Regulatory Exams, Internal Audit, and Second Line of Defense Reviews
• Work with Regulatory Policy teams to ensure adequate governance of any interpretations and implementation assumptions

Qualifications:

• 10+ years of experience within the financial services industry in the areas of RWA calculation, Market Risk Management, or Quantitative Analytics.
• 8-10+ years managerial experience.
• In-depth knowledge & understanding of Market Risk RWA calculations
• In-depth knowledge of trading book products and risk
• Strong familiarity with the products and trading strategies generating exposure for Capital deductions
• Deep, hands-on knowledge of Citi's Market Risk and RWA calculation systems and data flows
• Extensive experience working directly with Front Office and Technology to improve the quality of RWA and Capital numbers
• Must have strong coding skills in Python and SQL
• Significant experience in responding directly to Regulatory queries and exam requests, and working with Internal Audit and 2LOD on reviews and remediations

Education:

• Master's degree in quantitative fields such as Science, Engineering, or Economics; MBA or PhD a plus

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Job Family Group:

Finance

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Job Family:

Capital Calculations and Reporting

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Time Type:

Full time

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Primary Location:

Long Island City New York United States

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Primary Location Full Time Salary Range:

$170,000.00 - $300,000.00

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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Most Relevant Skills

Basel III Capital, Communication, Data Analysis, Management Information Systems (MIS), Problem Solving, Process Execution, Regulatory Reporting, Risk Management, Stakeholder Management.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Anticipated Posting Close Date:

Dec 17, 2025

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