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

Murex Risk/XVA Configurator

You are a highly skilled Murex Risk/XVA Business Analyst/Configurator with exten...

Location

Netherlands , Utrecht

Salary:

Not provided

Levy Professionals

Expiration Date

Until further notice

Requirements

Deep expertise in Murex risk architecture, including Market/Credit/Liquidity Risk modules, configuration of analytics (VaR, sensitivities, greeks), exposure metrics, and stress testing frameworks
Strong XVA implementation background with hands-on configuration of CVA, DVA, FVA, MVA, modelling inputs, data mapping, workflow integration, and supporting real-time valuation updates
Proven ability to implement regulatory frameworks such as FRTB, configure Standardised Approach (SA) and Internal Models Approach (IMA), and support capital reporting and scenario analysis
Advanced skills in MxML Exchange, datamart, scripting, integration with market data and downstream systems, performance tuning for large-scale computations, and automation of risk workflows
Excellent communication and leadership skills, with the ability to guide stakeholders, manage expectations, document processes, provide training to users, and drive system upgrades and enhancements

Job Responsibility

Configure and enhance Murex risk and XVA modules, including VaR, PFE, sensitivities, stress testing scenarios, XVA calculations, risk limit frameworks, and reporting structures
Analyse risk, XVA, and regulatory requirements, translate them into detailed functional specifications, perform gap analysis, and guide end-to-end delivery of system changes
Implement regulatory-driven changes (including FRTB), setting up capital calculation approaches, ensuring compliance with global standards, and aligning system behaviour with new rules
Lead rigorous testing cycles-including scenario validation, integration testing, quantitative result comparisons, and UAT-while ensuring accuracy of calculations and data flows
Support production operations through incident analysis, root-cause investigation, specialised functional guidance, and continuous optimisation of performance, workflows, and calculations

New

Automotive Technician/Mechanic

Elite Acura is part of the fast growing Group 1 Automotive, a leader in automoti...

Location

United States , Maple Shade

Salary:

16.20 - 52.88 USD / Hour

Group 1 Automotive

Expiration Date

Until further notice

Requirements

Automotive technician or mechanic experience
A Positive & Friendly Attitude
Tools based on your experience
Communication Skills
Basic Computer Skills
Ability to Achieve Targeted Goals
High School Diploma or Equivalent
Must have a Valid Driver’s License

What we offer

Market Leading Pay, based on experience, Plus Bonuses
A Great Working Environment with the Latest Equipment
Structured, Self-paced and paid Training Opportunities Leading to Manufacturer and Group 1 Recognition
Health, Dental & Vision Insurance
Life & Disability Insurance
401(k) with Company Match
Paid Time off
Employee Vehicle Purchase Program
Employee Stock Purchase Plan

Fulltime

New

Automotive Technician/Mechanic

BMW of Atlantic City is part of Group 1 Automotive, a leader in automotive retai...

Location

United States , Egg Harbor Township

Salary:

19.46 - 69.23 USD / Hour

Group 1 Automotive

Expiration Date

Until further notice

Requirements

Master or Certified Technicians, but welcome other Experienced Technicians
National Institute of Automotive Service Excellence (ASE) certification(s) or certification(s) in: brakes, electrical/electronic systems or engine performance preferred
A passion for what you do
A Positive & Friendly Attitude
Tools based on your experience
Communication Skills
Basic Computer Skills
Strong Desire to Provide an Exceptional Client Experience
Ability to Achieve Targeted Goals
Must have a Valid Driver’s License

What we offer

Market Leading Pay, Plus Bonuses
A Great Working Environment with the Latest Equipment
Health, Dental & Vision Insurance
Life & Disability Insurance
401(k) with Company Match
Paid Time off
Structured, Self-paced and paid Training Opportunities Leading to Manufacturer and Group 1 Recognition
Employee Vehicle Purchase Program
Employee Stock Purchase Plan
Opportunities for Advancement

Fulltime

New

Honda Certified Technician

Boardwalk Honda is part of the fast growing Group 1 Automotive, a leader in auto...

Location

United States , Egg Harbor Township

Salary:

15.14 - 57.69 USD / Hour

Group 1 Automotive

Expiration Date

Until further notice

Requirements

Honda certification
A Positive & Friendly Attitude
Tools based on your experience
Communication Skills
Basic Computer Skills
Strong Desire to Provide an Exceptional Client Experience
Ability to Achieve Targeted Goals
High School Diploma or Equivalent
Must have a Valid Driver’s License

What we offer

$5,000 Sign on Bonus (terms & limits apply)
Market Leading Pay, based on experience, Plus Bonuses
A Great Working Environment with the Latest Equipment
Structured, Self-paced and paid Training Opportunities Leading to Manufacturer and Group 1 Recognition
Pinnacle Awards Program
Health, Dental & Vision Insurance
Life & Disability Insurance
401(k) with Company Match
Paid Time off
Employee Vehicle Purchase Program

Fulltime

New

Used Car Technician/mechanic

Ira BMW of Stratham is looking for Quality, Used Car Service Technicians/Mechani...

Location

United States , Stratham

Salary:

Not provided

Group 1 Automotive

Expiration Date

Until further notice

Requirements

Automotive Technician/Mechanic Experience
A Love of Everything Automotive
A Positive & Friendly Attitude
Tools based on your experience
Communication Skills
Basic Computer Skills
Strong Desire to Provide an Exceptional Client Experience
Ability to Achieve Targeted Goals
High School Diploma or Equivalent
Must have a Valid Driver’s License

What we offer

A True Four Day Work Schedule
Market Leading Pay, based on experience, Plus Bonuses
A Great Working Environment with the Latest Equipment
Structured, Self-paced and paid Training Opportunities Leading to Manufacturer and Group 1 Recognition
Health, Dental & Vision Insurance
Life & Disability Insurance
401(k) with Company Match
Paid Time off
Employee Vehicle Purchase Program
Employee Stock Purchase Plan

Fulltime

New

Entry Level Automotive Technician/Mechanic

Kickstart Your Automotive Career with a Winning Team! Join Ira Toyota of Manches...

Location

United States , Manchester

Salary:

18.00 USD / Hour

Group 1 Automotive

Expiration Date

Until further notice

Requirements

A positive, team-oriented attitude
Desire to grow and build a successful career in automotive service
Basic computer and communication skills
Commitment to delivering excellent customer service
Valid driver’s license and clean driving record
High school diploma or equivalent preferred
Must pass pre-employment screenings including background check, MVR, and drug test

What we offer

Flexible schedules – 3, 4, or 5-day work options
Toyota Technician Mentoring Program
Toyota Certification and ongoing paid training
Weekly employee appreciation lunches
Paid Time Off (PTO)
Medical, Dental, Vision, Life & Disability Insurance
401(k) plan with company match
Employee Stock Purchase Plan
Employee Vehicle Purchase Program
Professional work environment with advancement opportunities

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

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

Similar Jobs for CVA Capital Calculations & Reporting

Senior Vice President - CVA Capital Calculation & Analysis