CrawlJobs Logo

CVA Capital Calculations & Reporting

https://www.citi.com/ Logo

Citi

Location Icon

Location:
India , Mumbai

Category Icon
Category:
Finance

Job Type Icon

Contract Type:
Not provided

Salary Icon

Salary:

Not provided
Save Job
Save Icon
Apply Position

Job Description:

The Spot Risk Weighted Asset “RWA” Calculation and Reporting role is a senior analyst position within the Controllers Organization that will report up through the Global Head of Regulatory and Capital Reporting. The individual will support the production needs and milestones under the Capital Reporting team, which will be responsible for the firm and bank’s RWA calculation and reporting. The position will have a high level of visibility within the organization with opportunities to work directly with other Finance and non-Finance functions throughout Citi, including the Businesses, Risk, Treasury, Financial Planning & Analysis, as well as Enterprise Technology, & Operations.

Job Responsibility:

  • Perform day-to-day activities for analysis and submission of reports for Basel RWA Reporting based on US Regulatory requirements
  • Ensure adherence to Basel rules for RWA calculations and results related to new business initiatives, new product offerings and for changes in Basel requirements
  • Provide support in drafting materials in response to regulatory requests and line of business queries
  • Work directly with key business and technology and operations personnel to address day-to-day delivery and execution tasks and to ensure throughput and process execution is optimized
  • Utilize adopted frameworks, methodologies and tools aligned to the strategy of the group in production of the RWA results
  • Support the execution and documentation of the controls used in the RWA analysis

Requirements:

  • 5+ years of extensive experience within the financial services industry and regulatory reporting
  • Basic 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
  • Strong 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

Additional Information:

Job Posted:
April 29, 2025

Employment Type:
Fulltime
Work Type:
On-site work
Icon
Citi - All Job Offers
Job Link Share:
Copy Link Icon
Facebook Icon Twitter Icon LinkedIn Icon

Looking for more opportunities? Search for other job offers that match your skills and interests.

Briefcase Icon

Similar Jobs for CVA Capital Calculations & Reporting

Senior Vice President - CVA Capital Calculation & Analysis

The CVA Capital Calculations and Analysis role is a senior level position within...
Location
Location
India , Mumbai
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
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
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
Read More
Arrow Right

Financial Solutions Senior Analyst - FRTB Market Risk

Financial Solutions Senior Analyst is a seasoned professional with an in-depth u...
Location
Location
Poland , Warsaw
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
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
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
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
Read More
Arrow Right

Equities Xva Trader

The CVA/XVA Desk is responsible for the pricing and subsequent risk management o...
Location
Location
United Kingdom , London
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
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
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
  • Fulltime
Read More
Arrow Right

Equities Xva Trader

The CVA/XVA Desk is responsible for the pricing and subsequent risk management o...
Location
Location
United States , New York
Salary
Salary:
150000.00 - 175000.00 USD / Year
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
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
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
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
Read More
Arrow Right
New

Pharmacy Technician

We’re building a world of health around every individual — shaping a more connec...
Location
Location
United States , Drexel Hill
Salary
Salary:
Not provided
https://www.cvshealth.com/ Logo
CVS Health
Expiration Date
June 22, 2026
Flip Icon
Requirements
Requirements
  • Must comply with any state board of pharmacy requirements or laws governing the practice of pharmacy, which includes but is not limited to, age, education, and licensure/certification
  • If the state board of pharmacy does not address or mandate a minimum age requirement, must be at least 16 years of age
  • If the state board of pharmacy does not address or mandate a minimum educational requirement, must have a high school diploma or equivalent, or be actively enrolled in high school or high school equivalency program
  • State-level licensure and national certification requirements vary by state, click here to learn more
  • Regular and predictable attendance, including nights and weekends
  • Ability to complete required training within designated timeframe
  • Attention and Focus
  • Customer Service and Team Orientation
  • Communication Skills
  • Mathematical Reasoning
Job Responsibility
Job Responsibility
  • Living our purpose by following all company SOPs at each workstation to help our Pharmacists manage and improve patient health
  • Following pharmacy workflow procedures at each pharmacy workstation (i.e., production, pick-up, drive-thru, and drop-off) for safe and accurate prescription fulfillment
  • Contributing to positive patient experiences by showing empathy and genuine care
  • Completing basic inventory activities, as permitted by law, and as directed by the pharmacy leadership team
  • Contributing to a high-performing team, embracing a growth mindset, and being receptive to feedback
  • Remaining flexible for both scheduling and business needs, while contributing to a safe, inclusive, and engaging team dynamic
  • Understanding and complying with all relevant federal, state, and local laws, regulations, professional standards, and ethical principles
  • Delivering additional patient health care services (e.g., immunizations, point-of-care testing, and voluntarily staffing offsite clinics), where allowable by law and supported by required training and certification
  • Where permissible, the Pharmacy Technician may also support immunizations, which includes the following responsibilities: Completing additional licensure and training requirements, in compliance with state Board of Pharmacy regulations, to obtain Technician Immunizer status to support preparing and administering vaccines
  • Educating patients about the importance of vaccines and referring patients to the Pharmacist-on-duty for vaccination questions
What we offer
What we offer
  • medical, dental, and vision coverage
  • paid time off
  • retirement savings options
  • wellness programs
  • and other resources, based on eligibility
  • Fulltime
Read More
Arrow Right
New

Mri Technologist

MedPro Healthcare Staffing, a Joint Commission-certified staffing agency, is see...
Location
Location
United States , Springfield
Salary
Salary:
Not provided
medprostaffing.com Logo
MedPro Healthcare Staffing
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Completion of a two year approved School of Radiologic Technology
  • Valid state radiology registration as required by state law
  • Registry by the American Registry of Radiologic Technology.
Job Responsibility
Job Responsibility
  • MRI technologists utilize their knowledge of anatomy, physiology and the principles of MRI to safely and efficiently operate MRI scanners, assisting in the diagnosis of disease and injury.
  • Ensure the safety of patients, staff and visitors who come in contact with the powerful magnetic field of a MRI scanner.
  • Position patients and coils on a table that slides inside the MRI scanner.
  • Inject contrast media as required.
  • Set appropriate technical parameters, operate MRI scanners and related equipment, and observe image data on computer monitors during scans.
  • Be familiar with the differences from a normal image and an abnormal image.
  • Recognize and respond to life threatening situations.
  • Assure compliance with federal, state, and local technical and professional regulations and accepted practiced guidelines.
  • Delivers quality, cost effective patient care in a professional manner.
  • Works effectively to maintain an environment of excellence, which is patient focused, providing timely, compassionate, quality patient care.
What we offer
What we offer
  • Weekly pay and direct deposit
  • Full coverage of all credentialing fees
  • Private housing or housing allowance
  • Group Health insurance for you and your family
  • Company-paid life and disability insurance
  • Travel reimbursement
  • 401(k) matching
  • Unlimited Referral Bonuses up to $1,000
  • Fulltime
Read More
Arrow Right
New

Pharmacy Technician

We're building a world of health around every individual — shaping a more connec...
Location
Location
United States , Oakville
Salary
Salary:
18.94 - 28.94 USD / Hour
https://www.cvshealth.com/ Logo
CVS Health
Expiration Date
June 23, 2026
Flip Icon
Requirements
Requirements
  • Must be at least 16 years of age
  • Licensure requirements vary by state
  • Attention and Focus
  • Customer Service Orientation
  • Communication Skills
  • Mathematical Reasoning
  • Problem Resolution
  • Physical Demands
  • Visual Acuity
  • High School diploma or equivalent preferred but not required.
Job Responsibility
Job Responsibility
  • manage all assigned pharmacy workstations and tasks to support the team's ability to promptly, safely and accurately fill patient prescriptions
  • provide caring service that exceeds customer expectations
What we offer
What we offer
  • dental
  • vision
  • wellness resources
  • employee discounts
  • access to certain voluntary benefits
  • Parttime
Read More
Arrow Right
New

Cath Lab Registered Nurse

MedPro Healthcare Staffing, a Joint Commission-certified staffing agency, is see...
Location
Location
United States , Denville
Salary
Salary:
Not provided
medprostaffing.com Logo
MedPro Healthcare Staffing
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Active RN License
  • Degree from accredited nursing program
  • BLS & ACLS Certifications
  • Eighteen months of recent experience in an Acute Care Cath Lab setting
Job Responsibility
Job Responsibility
  • The Cardiac Cath Lab RN performs angioplasties, implants pacemakers and diagnoses cardiac conditions with an invasive catheterization procedure
  • Administer care for heart disease and heart attack patients by obtaining visual diagnostics of the arteries of the heart
  • Identify blockages, assisting the physician during procedures, and monitoring the patient’s status at other times
  • Administer interventional procedures like cardiac catheterizations, angioplasties, pacemaker and/or defibrillator implantation, and related interventional or diagnostic procedures
What we offer
What we offer
  • Weekly pay and direct deposit
  • Full coverage of all credentialing fees
  • Private housing or housing allowance
  • Group Health insurance for you and your family
  • Company-paid life and disability insurance
  • Travel reimbursement
  • 401(k) matching
  • Unlimited Referral Bonuses up to $1,000
Read More
Arrow Right