Citi Group Director Financial Solutions Sr Group Manager 

United States, New York, New York 

356420563

Responsibilities:

• Ensure overall accuracy and rule compliance of Citi’s FRTB CVA implementation across multiple jurisdictions
• Work with Front Office, Risk Managers, and Technology to draft requirements, identify solutions to remediate issues, and validate technology implementations
• Responsible for project management of the FRTB BA CVA implementation
• Guide team to analyze FRTB CVA RWA results and identify key drivers
• Partner with interpretive, 2LOD, and Audit teams to support internal governance of FRTB CVA implementation
• Work with internal partners to design robust end-to-end controls and operating model
• Key contributor in regulatory discussions and exams, including supporting written responses and meeting presentations

Qualifications:

• 10+ years of experience in XVA Risk/Market Risk/Counterparty Risk management, or related model development/quantitative analytics roles
• Prior experience with trading book RWA calculation or management required
• Experience in directly interacting with the FRB & OCC on Risk/RWA matters; Experience in similar interactions with the PRA and ECB a plus
• Knowledge of FRTB rules strongly desired
• Strong understanding of the operating model and roles and responsibilities associated with each of the three lines of defense
• Prior involvement in FRTB related industry discussions or advocacy forums hosted by Industry Trade Associations or Consulting Firms a plus

Education:

• Bachelor’s degree in quantitative fields required; Advanced degree/MBA strongly preferred

Anticipated Posting Close Date:

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