Citi Group Integrity Analyst- AVP 

United States, New York, New York 

793213010

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At, 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.

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

Anticipated Posting Close Date:

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