VP- Capital Planning Quality Assurance; RWA Analytics & Quality Control; Fin Solutions Lead Analyst for Market Risk - FRTB
Citigroup
- Mumbai, Maharashtra
- Permanent
- Full-time
- Supporting with exposures lead to developing and employing an “audit-style” approach to RWA quality assurance across wholesale, securitization and equity exposures, to provide the necessary transparency and predictability to the Spot RWA processes
- Supporting RCQA to “tell the story” as to how and why Citi can take confidence in its RWA processes and outputs, and how those processes can improve over time
- Delivering thought leadership and supporting the implementation of changes necessary to enhance Citi’s RWA production processes and satisfy evolving regulatory developments, including criticisms articulated in the recent Consent Orders
- Enabling continuous improvement by partnering with workstream leads and senior stakeholders to proactively design solutions for identified weaknesses or gaps in compensating controls
- Developing a strong working relationship with process owners across the organization in support of their individual responsibilities and in support of creating a holistic framework in which the firm executes its collective capital planning responsibilities
- Interacting closely with members across the organization in multiple locations on a regular basis
- Strong background in Market Risk, internal audit or public accounting, with demonstrated understanding of substantive testing procedures and internal controls.
- Excellent communication skills, including well-developed verbal, written and presentation skills. Must be able to quickly create concise, informative summaries for internal and external stakeholders that convey a well-developed “story” and advocate for a well-reasoned point of view.
- Knowledge related to Fundamental Review of the Trading Book (FRTB) regulations highly preferred.
- Creative skills necessary to craft persuasive, well-researched narratives for management consumption.
- Aptitude for translating strategy into execution in a complex and cross-functional organization.
- Strong attention to detail with proven ability to distil complex ideas into simple stories.
- Previous experience in Risk Management functions is preferred.
- Understanding of capital markets and/or institutional banking is a must. Understanding of Basel capital rules preferred.
- Minimum 5 years of proven experience in driving results with a strong understanding of the financial services industry.
- Strong audit instincts and ability to apply independent judgment to historical business practices, with a proven ability and willingness to challenge the status quo.
- A self-starter with ability to independently manage work and drive multiple deliverables concurrently.
- Ability to gain consensus and agreement across disparate functions, products and geographies.
- Must have ability to stay ahead in a constantly changing environment. Must be a change agent, ensuring others understand current direction.
- An undergraduate degree is required. A MBA, CPA or CFA is preferred.