Citi Group Assistant Vice President Treasury Risk Reporting Manager RWA- C12 

Malaysia, Penang, George Town 

80959681

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

Shape your Career with Citi

• We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world.
• We empower our employees to manage their financial well-being and help them plan for the future.
• We have a variety of programs that help employees balance their work and life, including generous paid time off packages.

In this role, you’re expected to:

• Responsible for analyzing and reporting Credit Risk Weighted Assets (RWA) under US Basel rules for Banking Book, Counterparty Credit Risk and Retail exposures.
• Responsible for understanding the drivers of the MoM or QoQ movements and validates RWA results through business, technology or SME confirmations during the month end close
• Utilize knowledge of products, systems and process flows to provide insight and recommendations on identified issues
• Establish, maintain and enhance related operational procedures, ensuring key controls are in place
• Generate reports used to monitor data quality exceptions and top variance drivers
• Work with Tech on MQCs and JIRAs to raise, track and remediate DQ issues
• Monitor and take action to ensure RWA with proxy values are not reported above threshold, including raising incident tickets, liaising with relevant teams and escalating as necessary.
• Responsible for both Retail Reporting process and RWA Retail Analytics support for exposures going through consumer models.
• Data accuracy and completeness check in the form of Retail Decomposition and Gross Credit Loss Recoveries reconciliation, Retail Treasury uploads to Optima
• Perform Retail RWA Analytics including RWA Variance Production and Attribution Analysis, Topside Preparation, Cluster Change Analysis, and general business query support.
• Work on strategic initiatives related to improvement of calculation and RWA processes
• Develop relationship with key stakeholders and help the team improve SME skill sets by providing or managing training program
• Support the analysis and submission of reports to various constituencies including but not limited to Basel III based on requirements such as US GAAP and US Regulatory reporting
• Regulatory RWA Report FFIEC submission
• Contribute to Pillar 3 disclosures
• Build senior leadership packs for review at Bank and MLE
• Make use of automation tools to make the processes more efficient
• Participate in post-mortem efforts post month-end and quarter-end reporting
• stablish a strong internal controls framework to be Audit ready at all times
• Ensure adequate backups for all tasks
• Build strong SME knowledge within the team
• Act as the last person before the information is disseminated outside of the function
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
•

• Bachelor's in Business Management, Finance, Accounting or equivalent 7 to 10 years’ experience
• Good oral/written communication skills given exposure/interaction with partners and customers across various locations and culture.
• A good team player
• Can work with both formal and virtual teams across different geographies
• Detail-oriented analytical skills
• Can work with big data sets
• Has good data tracing and data analysis skills
• Willing to work mid-shift and flexible hours during month end cycle
• Can work with minimal supervision

This job description provides a high-level review of the types of work performed.

Other job-related duties may be assigned as required.

Time Type:

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