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

Seasonal team member

Longleat is seeking enthusiastic and customer focused Seasonal Team Members to j...

Location

United Kingdom , Longleat

Salary:

10.30 - 12.21 GBP / Hour

Longleat Enterprises Limited

Expiration Date

March 08, 2026

Requirements

A passion for delivering a great guest experience and willing to go out of your way to do so
Good team player with excellent interpersonal skills
Ability to remain calm and efficient under pressure
Excellent communication skills with a confident and friendly nature
Be honest, reliable and committed, and enjoy responsibility and exceeding expectations
You must be aged 16 or over, and above school leaving age to apply for this role
For Attractions Team Member role: applicants must be aged 18 or over
For Guest Experience Team Member role: Experience in a customer service environment is required

Job Responsibility

Food and Beverage Team Member: Delivering outstanding service at varied food outlets
Attractions Team Member: Supporting animal team with giraffe feeding, marshalling seasonal events, ensuring guest safety on rides
Retail Team Member: Engaging with guests, helping pick souvenirs, serving on till
Cleansing Team Member: Ensuring the park remains clean and presentable, focusing on guest toilet blocks
Ranger: Providing a clean and presentable environment, waste disposal, traffic management
Guest Experience Team Member: Welcoming guests at arrivals booths, resolving enquiries, meeting VIP guests, responding to questions via email, social media, or telephone

What we offer

29 days holiday inclusive of bank holidays, rising to 31 days at 5 years’ service
Unlimited free entry to Longleat for our employees
Complimentary tickets to Longleat and Cheddar Gorge and Caves, 18 per annum pro rata
50% off Membership for Friends and Family
Discounts on food and beverages and retail merchandise
Discounts on VIP Experiences and Accommodation
Discretionary bonus scheme
Employee Assistance Programme
Employer contributory pension scheme
Life assurance scheme

Fulltime

!

New

Planermill Supervisor

You are a natural leader with the proven ability to adapt and remain flexible in...

Location

United States , El Dorado

Salary:

Not provided

Canfor

Expiration Date

Until further notice

Requirements

Minimum 3-5 years of supervisory experience in an industrial environment
Working knowledge of web-based computer applications and Microsoft Office
Grade 12 or equivalent
Valid driver's license

Job Responsibility

Maintain the highest safety standards, ensuring compliance with all policies, procedures, practices, and OSHA regulations
Address unsafe conditions promptly and proactively
Identify opportunities to improve processes and reduce costs while safely meeting production targets
Coach, train, and support team members to maximize performance
Foster open communication and engage employees for input into work processes and systems
Ensure timely implementation of key corporate and operational initiatives, and assist in equipment troubleshooting
Maintain and monitor production goals
Work with other departments to achieve operational goals

Fulltime

New

Customer Service Representative

As a Customer Service Representative, you will embark in a 12- week training pro...

Location

United States , Mt Sterling

Salary:

17.15 - 25.73 USD / Hour

Dot Foods

Expiration Date

Until further notice

Requirements

High School Diploma
Excellent verbal and written communication skills
Proficient in Microsoft programs such as Office, Word, and Excel
Ability to process a high volume of request (email/phone) at a fast, accurate pace

Job Responsibility

Manage customer questions and requests by providing appropriate solutions, ensuring timely and accurate response and resolution
Act as the liaison between the customer and multiple internal departments, including Replenishment, Pricing, Accounts Receivable, and Transportation
Process customer orders to ensure internal order deadlines are completed on time
Go above and beyond to meet customer needs, including appropriate use of empathy
Work closely with a team to include, outside sales, regional teammates, and internal customers
Applies lean thinking and tools to identify and eliminate waste in all areas of the position

What we offer

Significant advancement opportunities
Potential to work from home after 1 year

Fulltime

New

Seasonal forestry opportunity

Every year, Canfor hires numerous Forestry Field Assistants to join us in term p...

Location

Canada , Prince George

Salary:

47600.00 - 68000.00 / Year

Canfor

Expiration Date

Until further notice

Requirements

Current or past enrollment in a forestry or natural resources management program, and/or forestry work experience
Excellent communication skills and an ability to perform physically demanding fieldwork in a team environment
A valid Class 5 Driver’s License

Job Responsibility

Timber stratification and preliminary feature identification using Lidar data and imagery
Road and cutblock layout
Site level plans and ecosystem data collection
Operational cruising
Field information mapping stream and riparian assessments
Supervision of planting, vegetation management, and site preparation activities to ensure compliance with safety, environmental, and quality standards
Completion of post-harvest prescriptions and regeneration surveys
Updating key Silviculture databases following completion of activities
Conducting both field and office activities which relate to Planning
Conducting field surveys and assessments to support block design and reconnaissance efforts

What we offer

paid leave
health & well-being programs

Fulltime

New

General Assistant

We are delighted to offer an opportunity for a General Assistant to join our tea...

Location

United Kingdom , Cheddar

Salary:

10.30 - 12.21 GBP / Hour

Longleat Enterprises Limited

Expiration Date

March 22, 2026

Requirements

Self-motivated with excellent customer service skills
Experience of providing tours or sharing verbal information to groups of people
Experience of communicating with the general public
Excellent written and verbal communication skills
Able to work outside in all weathers
Knowledge of pre - history, geology, Victorian history
Experience of till operation

Job Responsibility

Provide the highest standard of service to customers in a polite, courteous and helpful manner
Ensure the highest standards of presentation and cleanliness throughout the premises
Have a good knowledge of Cheddar Gorge and Caves, its attractions and history
Provide guided tours and interpretation in the Caves and the Museum including fire lighting and flint knapping
Understand and have the ability deliver food service safety compliance to the requirements of the Longleat food corporate policy
Assist with the rotation of stock, reporting any short dated lines to the retail office
Operate the tills and be responsible for the security and accounting of all moneys handled during transactions in line with the cash handling procedure

What we offer

29 days holiday inclusive of bank holidays, rising to 31 days at 5 years’ service
Unlimited free entry to Longleat and Cheddar Gorge and Caves for our employees
Complimentary tickets to Longleat and Cheddar Gorge and Caves, 18 per annum pro rata
50% off Membership for Friends and Family
Discounts on food and beverages and retail merchandise
Discounts on Longleat VIP Experiences and Accommodation
Discretionary bonus scheme
Employee Assistance Programme
Employer contributory pension scheme
Life assurance scheme

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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