Citi Group Risk Weighted Asset Controller - C14 LONG ISLAND CITY 

United States, District of Columbia, Washington 

253020101

This SVP role will be part of the team accountable for overall determination of both Advanced and Standardized Risk Weighted Assets and Supplementary Leverage Exposure for Wholesale exposures. This includes (i) overseeing the computational methodologies used to determine RWAs, including any assumptions, interpretations and/or models used to make those determinations, (ii) ensuring the accurate implementation of those methodologies within Citi’s infrastructure, (iii) ensuring results have been validated and systems changes have been accurately executed end-to-end, (iv) articulating Business and Functional requirements including performing end to end diagnostic assessment for remediation regulatory capital issues.

The Wholesale RWA SVP is responsible for

● Define, document, develop and enhance governance, procedures, processes and controls around end-to-end production of Wholesale Standardized and Advanced RWAs, and SLE Actuals in a well- defined framework.

● Independently perform detailed attributes and logic tracing to identify potential process gaps and lead remediation resolutions. Strive to increase consistency, transparency, and reliability of RWA calculation, governance, and controls process.

● Lead the diagnostics and remediation efforts of a broad range of regulatory capital calculations that encompass governance, data and non-data controls, processes, system implementation and regulatory reporting.

● Define, develop, and establish robust control processes that can effectively demonstrate US Basel III regulatory capital requirements are applied in an accurate and appropriate manner.

● Assist in other duties as assigned, which may include addressing RWA review requests by other control functions such as COBRA, CRRT, Internal Audit, Independent Compliance Risk Management, Capital Planning Review Group etc. and feedback if any, are remediated in an appropriate and timely manner

● Develop a strong working relationship with Finance, Front Office, Treasury, Technology, COBRA, CRRT, Audit, Independent risk and other counterparts across the organization

● 10+ years of relevant experience, within the financial services industry highly preferred

● Comprehensive understanding of Advanced and Standardized US regulatory capital rules for Wholesale exposures (Basel III and Basel III Endgame), Supplementary Leverage Exposure with demonstrated ability to assess real-world systemic application of those rules vs. regulatory expectations

● Full understanding of the lifecycle of Wholesale exposures, and strong understanding of regulatory capital best practices and controls

● Ability to define, articulate and re-engineer complex processes and procedures, with appropriate controls, and think both strategically and tactically, in a holistic manner while driving meticulous execution

● Experience in managing risks holistically, covering areas such as systems, data, models, regulatory requirements, governance, and analytics

● Strong analytical skills, attention to detail, ability to make decision in absence of details instruction, and willingness to "roll up sleeves" to produce a polished, high quality, accurate product; tireless work ethic with ability to work well under pressure

● Solid Microsoft Office skills and the ability to develop advanced knowledge of MS Excel and Access (or other database front-end query applications).

Anticipated Posting Close Date:

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