Job Description

This role within the Capital Planning organization will report up through the Head of RWA Forecasting. The RWA Forecasting team is a part of broader Capital Forecasting and Analytics group, which is responsible for capital forecasting for Citigroup and CBNA and supports senior management decision-making to achieve the firm’s capital targets. The group leads forecasting and analytics across the capital continuum, which ranges from business-as-usual environments to stress scenarios. Group capabilities include forecasting capital ratios, and related measures such as capital capacity, Risk Weighted Assets (RWA), Supplementary Leverage Exposure (SLE) and the Global Systematically Important Bank (GSIB) score. The group partners and collaborates extensively across Treasury and Finance teams including Capital Management, Capital Planning, Citi Treasury Investments (CTI), Global Liquidity Management (GLM), Asset Liability Management (ALM), FP&A, Investor Relations, Controllers, Tax, ICG/GCB Business Treasuries, CBNA Treasury and the Risk organization.

Responsibilities:

• Responsible for estimating projected capital measures in both business-as-usual and stress environments (CCAR/DFAST); now conducted on a quarterly basis (QMMF) for Capital forecasting
• Managing end to end production, governance, and controls of RWA forecasts under Standardized and Advanced approaches for CCAR and quarterly cycles,
• Define, develop, and establish attribution and other analytics that help identify key risk drivers for changes in exposure, EAD and RWA forecasts, including analysis and due diligence of macroeconomic variable forecasts and modeled output.
• Responsible for monitoring implications of existing and proposed regulation and developing potential responses. This may include regulations related to specific product or macro / systemic regulation, including standards to comply with Basel III / Basel III Reforms.
• Ensure RWA calculations and Reporting processes, Governance and Control Frameworks are well-defined, transparent, and appropriately documented
• Develop senior management-ready materials, particularly Securitization RWA analytics presentations to Lines of Businesses, Senior Governance Groups, FP&A, and Independent Risk functions
• Provides in-depth review of existing models and methodologies to identify weaknesses and suggest resolutions and compensating controls.
• Identify and implement potential process improvements and capabilities to increase consistency, transparency, and reliability of RWA calculation

Qualifications:

• C12: 3+ years of relevant experience, within the financial services industry preferred (with potential exceptions for advanced degrees)
• Candidates with knowledge of Basel guidelines and RWA processes will be preferred
• Excellent relational and communication skills
• Advanced Microsoft Office skill
• Knowledge of advanced technological / digital tools (Tableau, MS Power BI) is a plus

Education:

• Bachelor's degree

Candidates with MBA/ CFA/ CA qualifications will b

-

Job Family Group:

-

Job Family:

-

Time Type:

-

Primary Location:

-

Primary Location Salary Range:

-

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.

View the EEO Policy Statement.

View the Pay Transparency Posting