Citi Group TTS Securitization Modeling Business Risk Advisory - VP 

United States, Florida, Tampa 

617018063

Treasury and Trade Solutions (TTS) provides an integrated suite of Liquidity, Payments and Trade/Working Capital solutions to multinational corporations, financial institutions, public sector organizations and increasingly mid-sized corporate clients. Securities Services provides global institutional clients a wide range of solutions, including custody, fund services, execution services and issuer services. These are supported by our extensive on-the-ground local market expertise, innovative post-trade technologies, customized data solutions and a wide range of securities services solutions that can be tailored to meet clients’ needs.

Securitization Capital, Business Risk and Advisory is a key team within product organization that has mandate to manage RWA for structured finance account receivables transactions and asset balances for the business, provide portfolio review and manage audit and other regulatory assignments. This role has multiple responsibilities from deal origination support, analytics, portfolio reviews, model development.

Responsibilities:

Business Risk

• Manage and monitor the overall performance of Receivables Finance Product globally, including client experience, pricing, risk, KPIs and distribution.

• Participate in/facilitate product discussions with partners in asset distribution, legal, credit risk, operations, and systems capabilities to ensure seamless delivery of program expansions.

• Renewals of Risk Rating Process. Provide new risk rating methodologies for structured and wholesale products.

• Quarterly Portfolio Review (QPR) of structured finance deals with senior management.

• Participate in and prepare materials for the Product Approval Program and related processes, ensure products are delivered and adhere to all parameters globally.

• MRA compliance on product enhancements/controls when needed.

Securitization Modeling and RWA

• Ensure accuracy of RWA calculations and reporting of Standardized and Advanced RWA of monthly and quarterly spot RWA for structured finance programs.

• Review and approve SSFA and SFA parameters for monthly submissions of Trade securitization programs, provide governance, and controls of Basel standards and requirements.

• Provide guidance to sales team on RWA allocation on structured finance deals, validating guarantee and guarantor eligibility.

• Participate in design of RWA Automation production environment.

• Develop RWA models for Basel III advanced approaches (SFA).

• Prepare and modify deal structures with transactors to comply with Basel endgame rule compliance and preparation.

• Provide RWA estimates for all new and renewed deals.

• Contact for Basel governance forum for regulatory capital approvals, existing and new product launch.

• Lead any Fed/OCC capital related queries, COBRA and IA audits globally.

Administrative/Operational Engagement

• Engage with Credit Insurance providers/brokers to submit new limit requests and monitor & manage existing limits.

• Final review of Insurance Policy with broker, sales and CIRM to provide final Binding confirmation.

• Collaboration with cross-functional teams, including technology, operations, legal, implementations, and sales to deliver solutions for Citi clients.

• Manage relationships with third party vendors under Business Activity Owner (BAO) function of the role.

• Monitor post approval conditions of new deal originations.

Qualifications

• Bachelor's/Universitydegree, Master's degree preferred

• 6+ years of related experience in Financial Services/Trade Receivables Finance, from an international bank highly preferred.

• Experience of working in teams with colleagues from diverse backgrounds and geographies

• Knowledge of Basel III rules is preferred.

• Analytical skills including ability to work with large datasets, coding using Python is desired

• Ability to multi-task and work within tight deadlines

• Very strong MS Excel and PowerPoint skills

• Intellectual curiosity, analytical and conceptual thinker

• Proactively seeks and develops new opportunities

• Excellent analytical, interpretive and problem-solving skills

• Process Management knowledge with a propensity for detail and comprehensiveness of content

• Ability to collaborate and clearly communicate with senior members of an organization

• Project Management skills with experience leading large cross functional initiatives

• Self-aware with ability to adapt to various situations, rapidly assimilate and report on complex information while creating a future vision

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Anticipated Posting Close Date:

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