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
Fin Solutions Dsgn & ImplementFull timeLong Island City New York United States$109,120.00 - $163,680.00
Anticipated Posting Close Date:
Oct 31, 2024View the " " poster. View the .
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