CVA Capital Calculations & Reporting Job at Citi (Mumbai)

Senior Vice President - CVA Capital Calculation & Analysis

The CVA Capital Calculations and Analysis role is a senior level position within...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

12+ years of extensive experience within the financial services industry and regulatory reporting
Specific experience in CVA/XVA and B3 required
In-depth knowledge & understanding of Basel RWA calculations and reporting
Able to navigate through a large organization to streamline and summarize multiple information points and create repeatable processes to build consistency in presenting information
Exceptional communication skills, with ability to synthesize complex concepts, and influence change
Strong technical problem-solving skills and an ability to identify conflicts, discrepancies and other issues and bring together the right team to solution them
Strategic mindset, ability to plan ahead to future possibilities and translate them into breakthrough strategies
Ability to manage competing priorities and tasks in a complex and dynamic and work well as part of a team

Job Responsibility

Independently support the analysis and submission of reports for FRTB RWA Reporting based on US and international regulatory requirements across EMEA and Asia
Primary focus will be on ensuring the end-to-end integrity of the RWA capital results and the processes / procedures the team uses to achieve their deliverables
Use Subject Matter Expertise to ensure that Basel III Endgame rules are adhered to for business initiatives, new product offerings and for changes in requirements
Perform analysis of the RWA calculations and capital consumption
respond to regulatory requests and line of business queries
Independently work with key business and technology and operations stakeholders to eliminate delivery and execution obstacles to ensure change throughput is optimized
Provide thought leadership to peers and program leaders in the implementation and adoption of frameworks, methodologies, and tools
Partner with Risk & Controls team to maintain and enhance an effective internal control’s structure
Independently assess conformance to rules, data architecture and have a proactive mindset to tackle issues at the source

Fulltime

Financial Solutions Senior Analyst - FRTB Market Risk

Financial Solutions Senior Analyst is a seasoned professional with an in-depth u...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Min. 4 years of relevant experience, within the financial services industry preferred
Previous experience with trading book capital (Market Risk, CVA, CCR) or product control or risk management/modeling
Familiarity with traded products from a P&L and risk perspective
Excellent communication/diplomacy skills
Advanced Microsoft Office skills
Very good knowledge of English language (C1 level preferred)
Bachelors degree
Education in a quantitative field would be a great advantage

Job Responsibility

Calculate, analyze, and explain FRTB Market Risk capital for UK and EMEA material legal entities
Ensure compliance of FRTB Market Risk capital implementation with regulatory rules and supervisory guidance
Support EMEA controllers with reporting and disclosure of FRTB Market Risk capital results
Work with model developers, market risk, and technology partners to drive continuous improvement in both capital estimates, and operational processes
Work within the Market Risk RWA Integrity team to increase synergy with the global FRTB infrastructure and implementation
Participates in formulating and setting strategic direction for the process, organization and architecture covering Finance across Citi businesses, products, functions and locations
Participates in assessing and incorporating changing business, regulatory and market information needs into finance processes and applications
Resolves complex problems or transactions, where expertise is required to interpret policies, guidelines or processes

What we offer

Paid Parental Leave Program (maternity and paternity leave)
A supportive workplace for professionals returning to the office from childcare leave
Award-winning pension plan, multisport, holiday allowance
Private Medical Care Program, Group Life Insurance
Consideration for annual discretionary bonus
Employee Assistance Program
Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
Flexible work arrangements to support you in managing work - life balance
Career progression opportunities across geographies and business lines
Mentoring Programs

Fulltime

Equities Xva Trader

The CVA/XVA Desk is responsible for the pricing and subsequent risk management o...

Location

United States , New York

Salary:

150000.00 - 175000.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Very strong analytical and mathematical skills, applied in Derivatives pricing and risk management, preferably spanning a variety of products and asset classes
Experience with understanding legal transactional documents (trade confirmation and Credit Support Annex)
Good knowledge of the regulatory environment with a particular focus on its impact on Equity Derivatives as an asset class
Excel & VBA & Python, building and running basic excel based business models
Familiarity with AI applications, leveraging them to create efficiencies for the Desk
Strong Scientific/Mathematics/Finance background as proven by Undergraduate numerate degree or higher
Preferably 2+ years working in trading or related desk or function, with experience of XVA trading or non-linear trading and/or RWA optimisation
Be curious and creative
independent worker and a team player
Attention to detail

Job Responsibility

Pricing XVA holistically: CVA, FVA, ColVA, Margin costs and Capital
Analysing and hedging the risk of the Equities XVA book, daily monitoring of Risk and P&L
Understanding the existing RWA themes of the division, be able to relate Basel Regulatory principles to trades and evaluate capital efficiency of transactions
Creating, optimizing and managing Desk tools (for Risk and P&L) and other analytics assisting in smart decision making, reporting and communication
Engage with Tech and Quant teams to problem solve, evolve the platform and capabilities
Collaborating with internal partners and industry forums to improve Stress Testing Capabilities, as well as optimising the RWA footprint of CVA (CVA RWA under FRTB)
Working with the Quant and Risk Technology Risk Delivery teams to ensure appropriate risk capture for above mentioned models and also improving the core capabilities in the light of increasing calculation demands
Regular dialogue with internal trading desks, structuring and sales
Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure appropriate governance and control infrastructure

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Fulltime

New

Customer Service Representative

Location

United States , Rockleigh

Salary:

Not provided

Robert Half

Expiration Date

Until further notice

Requirements

High school diploma required
college coursework or degree is preferred
At least 2 years of experience in a reception, coordination, or administrative support role within a customer-focused environment is preferred
Proficiency with Microsoft Office applications, including Outlook, Excel, PowerPoint, and Word
Familiarity with virtual meeting platforms such as Microsoft Teams or Zoom is preferred
Strong understanding of customer service practices, including active listening, responsiveness, and professionalism
Excellent written and verbal communication skills, with the ability to explain information clearly to customers, vendors, and colleagues
Ability to remain calm during challenging interactions, identify appropriate solutions, and escalate issues when necessary
Comfortable working in a fast-changing environment, managing priorities effectively, and spending extended periods seated while using standard office equipment

Job Responsibility

Enter and update order details, customer account information, and service-related records with accuracy and attention to detail
Share repair estimate information with customers and help coordinate timely follow-up communication
Provide customers with status updates on service matters and route requests to the appropriate internal contact when additional support is needed
Maintain inventory of office materials used by the customer service team and arrange replenishment as necessary
Review incoming fax communications and distribute documents to the correct individuals or departments
Support day-to-day administrative activities that help the customer service function operate smoothly
Respond to customer questions professionally while helping resolve issues or escalating more complex concerns appropriately

What we offer

medical, vision, dental, and life and disability insurance
401(k) plan

New

Shift Supervisor

We’re building a world of health around every individual — shaping a more connec...

Location

United States , Katy

Salary:

16.50 - 24.00 USD / Hour

CVS Health

Expiration Date

July 07, 2026

Requirements

Deductive reasoning ability, analytical skills and computer skills
Advanced communication skills and supervision skills
Ability to work a flexible schedule, including some early morning, overnight and weekend shifts, to work overtime as needed, and to respond to urgent issues at the store when they arise

Job Responsibility

Work effectively with store management and store crews
Supervise the store's crew through assigning, directing and following up of all activities
Effectively communicate information both to and from store management and crews
Assist customers with their questions, problems and complaints
Promote CVS customer service culture. (Greet, offer help, and thank)
Handle all customer relations issues in accordance with company policy and promote a positive shopping experience for all CVS customers
Maintain customer/patient confidentiality
Price merchandise
Stock shelves
Execute the displays, sign and inventory of weekly, promotional, and seasonal merchandise

What we offer

dental
vision
wellness resources
employee discounts
access to certain voluntary benefits
other programs

Parttime

New

Retail Market Operations Trainee

Our mission at Circle K is to make our customers' lives a little easier every da...

Location

United States of America , Lisle

Salary:

18.00 - 26.00 USD / Hour

Circle K

Expiration Date

Until further notice

Requirements

Degree in business management or related field
Quantitative aptitude or experience managing budgets
Leadership and decision-making ability
Excellent time management and organizational skills
Exceptional interpersonal skills
Excellent written and verbal communication
Analytical mindset and problem-solving skill
Retail experience is highly desirable
Valid driver’s license

Job Responsibility

Recruiting, training and disciplining store managers
Ensuring operational efficiency in each store
Ensuring that marketing efforts are consistent across each store
Setting regional goals such as sales estimates and revenue projections
Ensuring that the stores under their supervision adhere to company and industry regulations
Ensuring that all stores meet safety and cleanliness standards
Managing a regional budget and ensuring that each store operates within the budget
Monitoring each store's P&L reports
Addressing operational problems that arise
Liaising between regional branches and company headquarters

What we offer

Competitive Pay
Bonus Program
Company Car
Cell Phone/Plan
Tuition Forgiveness/Reimbursement
Accelerated career path (Market Manager in as little as nine months)
Company sponsored healthcare, dental care, vision and a 401-K retirement plan

Fulltime

New

Surveillance Investigator

Allied Universal® is hiring a Surveillance Investigator. The Surveillance Invest...

Location

United States , Kerrville

Salary:

Not provided

Allied Universal®

Expiration Date

Until further notice

Requirements

High school diploma or equivalent
Post offer, must be able to successfully complete the Allied Universal Investigations' training/orientation course
Minimum of one (1) year of verifiable work experience, preferably involving investigations or other protective service-related field
Flexibility to work varied and irregular hours/days including weekends and holidays
Ability to type reports in Microsoft Word format with minimal grammatical and punctuation errors
Proficient in utilizing laptop computers, video cameras and cell phones
Capable of maintaining focus and multitasking effectively in a dynamic environment
Demonstrated ability to manage stressful situations with composure and professionalism
Ability to work in a very independent environment

Job Responsibility

Conduct independent investigations of insurance claims across a range of coverage types, including workers' compensation, general liability, property and casualty, and disability
Utilize various surveillance techniques and equipment to monitor subjects covertly
Document and report observations, activities, and any relevant information in a clear and concise manner
Collaborate with other investigators and law enforcement agencies as needed to gather information and coordinate efforts
Maintain confidentiality and adhere to legal and ethical standards in conducting surveillance operations

What we offer

Medical, dental, vision, basic life, AD&D, retirement plan and disability insurance
Seven paid holidays annually, sick days available where required by law
Vacation time offered at an initial accrual rate of 3.08 hours biweekly
Auto and travel allowances

Fulltime

New

Staff Accountant

Our growing client is seeking a detail-oriented Staff Accountant to join their g...

Location

United States , Elmer

Salary:

Not provided

Robert Half

Expiration Date

Until further notice

Requirements

Associate or Bachelor's degree in Accounting or Finance
3-5 years of public accounting experience
CPA strongly preferred
Financial Reporting & Tax Preparation exposure
UltraTax preferred
Advanced Microsoft Excel & Word
Excellent communication skills

Job Responsibility

Prepare journal entries, general ledger reconciliations and account analysis
Assist with daily accounting functions
Reconcile and monitor collection accounts
Ensure compliance with applicable standards (GAAP)
Reconcile bank statements and financial accounts
Monitor the record keeping system
Prepare daily credit card transactions
Assist with audits and provide supporting documentation needed

What we offer

medical
vision
dental
life and disability insurance
401(k) plan

Fulltime

CVA Capital Calculations & Reporting

Citi

Location:
India , Mumbai

Category:
Finance

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Additional Information:

Job Posted:
April 29, 2025

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