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Citi Group Director Financial Solutions Sr Group Manager 
United States, New York, New York 
356420563

12.07.2024

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
Fin Solutions Dsgn & Implement

Full timeLong Island City New York United States$170,000.00 - $300,000.00


Anticipated Posting Close Date:

Sep 30, 2024

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