CrawlJobs Logo

Director - FRTB Market Risk RWA Calculation and Analysis

United States, New York Employment contract 170000.00 - 300000.00 USD / Year · Job Posted November 27, 2025

Job offer has expired

Job Link Share

Job Description

The position leads the Calculation and Analysis of FRTB Market Risk RWA across multiple jurisdictions, working closely with Market Risk Managers, Front Office, and Market Risk Technology.

Job Responsibility

  • Own production of FRTB Market Risk RWA results, including analysis of drivers, for both Citigroup and selected Legal Entities in EMEA and Asia
  • Manage a large team spread across NY, Warsaw, and Mumbai, including managing other people managers
  • Partner with other key stakeholders to ensure Citi's compliance with FRTB Rules and Regulatory expectations
  • Responsible for working with Technology to drive FRTB implementation and remediation
  • Closely coordinate with Front Office and Market Risk to improve the quality of FRTB results
  • Serve as key contributor for FRTB related Regulatory Exams, Internal Audit, and Second Line of Defense Reviews
  • Work with Regulatory Policy teams on interpretive items, and on ensuring governance of implementation assumptions
  • Contribute to FRTB advocacy efforts and impact studies, both bilaterally and representing Citi in industry FRTB forums

Requirements

  • 10+ years of experience in Market Risk and RWA calculations
  • Deep expertise in FRTB implementation for a large, global Bank
  • Strong familiarity with FRTB rules in more than one jurisdictions
  • Subject matter expertise in trading book products, strategies, and risk management across multiple asset classes
  • Strong background in working with Technology on implementation of large, complex programs involving Front office Risk Management systems and Market/Reference data
  • Familiar with FRTB implementation challenges, advocacy proposals, and state-of-play across the Street
  • Experience in supporting Regulatory exams with US/UK/EU banking supervisors, and experience in working with Internal Audit
  • Hands-on data analytics experience using Python/Tableau/SQL
  • Working knowledge of Market Risk models and methodologies
  • 5+ years managerial experience

What we offer

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

Looking for more opportunities?

Search for other job offers that match your skills and interests.

Similar Jobs for

Director - FRTB Market Risk RWA Calculation and Analysis

8 matching positions

New

Senior Software Engineer

2HB Incorporated is seeking a Senior Software Engineer in order to support its g...
Location
Location
United States , Annapolis Junction
Salary
Salary:
Not provided
2hb.com Logo
2HB
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Master’s degree in computer science or related discipline from an accredited college or university, plus five (5) years of experience as a SWE, in programs and contracts of similar scope, type, and complexity
  • OR Bachelor’s degree in computer science or related discipline from an accredited college or university, plus seven (7) years of experience as a SWE, in programs and contracts of similar scope, type, and complexity
  • OR Nine (9) years of experience as a SWE, in programs and contracts of similar scope, type, and complexity
  • Experience using the Linux CLI
  • Experience developing scripts using Bash/Python
  • Recent software development experience using Java
  • Experience developing with the Spring Framework including Spring Boot, Spring Data and Spring Integration
  • Experience with NoSQL databases including MongoDB
  • Experience with containerization technologies such as Docker and containerd
  • Experience with container orchestration technologies including Kubernetes
Job Responsibility
Job Responsibility
  • Developing, sustaining, and troubleshooting GHOSTGEMs software suite of applications and possibly future capabilities as mission needs arise
  • Software development activities include implementation, testing, and integration with other COTS and FOSS products, packages, and libraries
  • Fulltime
Read More
Arrow Right
New

Reservations Agent

Process all reservation requests, changes, and cancellations received by phone, ...
Location
Location
Indonesia , Legian
Salary
Salary:
Not provided
https://www.marriott.com Logo
Marriott Bonvoy
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • High school diploma or G.E.D. equivalent
  • No related work experience
  • No supervisory experience
  • None
Job Responsibility
Job Responsibility
  • Process all reservation requests, changes, and cancellations received by phone, fax, or mail
  • Identify guest reservation needs and determine appropriate room type
  • Verify availability of room type and rate
  • Explain guarantee, special rate, and cancellation policies to callers
  • Accommodate and document special requests
  • Answer questions about property facilities/services and room accommodations
  • Follow sales techniques to maximize revenue
  • Input and access data in reservation system
  • Indicate special room reservation types (e.g., complimentary rooms, employee discounts, travel agent inspection rates, and wholesale reservations) by inputting the correct code and rate into the reservation system
  • Follow proper escalation procedures when addressing guest concerns
  • Fulltime
Read More
Arrow Right
New

HTA Biostatistics Manager

In this vital role you will generate evidence to meet Health Technology Assessme...
Location
Location
United Kingdom , Uxbridge
Salary
Salary:
Not provided
amgen.com Logo
Amgen
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Degree educated in Statistics/Biostatistics or related subject with high statistical content
  • HTA statistical experience in the pharmaceutical industry or medical research
  • Knowledge of R and other statistical software (e.g., SAS)
  • Excellent communication skills and ability to work optimally within teams while also possessing the capacity to autonomously manage tasks and projects
  • Experience of working on HTA evidence generation projects, from strategy planning through to analysis, reporting and submission
Job Responsibility
Job Responsibility
  • Generate evidence to meet Health Technology Assessment (HTA) requirements, while ensuring that the analyses performed meet required standards and are robust and valid
  • Achieve results through detailed goal setting, accountability measures, effective partnerships, collaboration with other groups and a dedication to serving customers, both inside and outside of CfDA
  • Represent CfDA at multi-disciplinary teams, advocating for robust and appropriate statistical strategies
  • Contribute to all aspects of evidence generation to meet HTA needs, including Systematic Literature Reviews (SLRs), Evidence Synthesis Feasibility Assessments (ESFA), analysis methodology, and technical report production
  • Complete statistical analysis of evidence generation projects
  • Support departmental activities including methodology research, analysis toolkit development, and creation and roll-out of training materials
  • Stay up to date with HTA policies and requirements, and statistical advances in the HTA setting
What we offer
What we offer
  • Vast opportunities to learn and move up and across our global organization
  • Diverse and inclusive community of belonging, where teammates are empowered to bring ideas to the table and act
  • Generous Total Rewards Plan comprising health, finance and wealth, work/life balance, and career benefits
  • Fulltime
Read More
Arrow Right
New

Senior Systems Integration Engineer

2HB Incorporated is seeking a Senior Systems Integration Engineer in order to su...
Location
Location
United States , Annapolis Junction
Salary
Salary:
Not provided
2hb.com Logo
2HB
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Bachelors Degree in Computer Science or related field and have at least ten (10) years of demonstrable experience with integrating, installing, configuring, upgrading, compiling, and supporting COTS/GOTS software in a heterogeneous operating system environment
  • OR five (5) years full time Computer Science directly related work that can be substituted for a degree and have at least ten (10) years of demonstrable experience
  • OR An industry recognized professional certification, as defined in the TT0s, may substitute as one (1) year experience
  • OR A Masters Degree in Computer Science or related field may substitute for two (2) years experience
  • Experience using the Linux CLI and the Linux suite of tools
  • Experience developing Bash/Python scripts to automate manual processes
  • Strong Linux system administration experience, including service management, configuration management, storage, and networking
  • Experience installing, configuring, and supporting COTS/GOTS/FOSS software, libraries, and packages in a Linux environment
  • Experience with automation frameworks including Ansible for orchestrating system level integration
  • Experience with IaC (Infrastructure as Code) principles and automation tooling
Job Responsibility
Job Responsibility
  • Develop, test, integrate, and sustain automation tools that support the provisioning and configuration of High-Performance Computing (HPC) infrastructure within a Linux environment
  • Coordinate activities with development, operations, and test teams to ensure cohesive system integration, timely issue resolution, and alignment with architectural and security requirements
  • Fulltime
Read More
Arrow Right
New

Clinical Scientist Director - Late Development Oncology

Join Amgen's Mission of Serving Patients. At Amgen, if you feel like you're part...
Location
Location
Portugal , Lisbon
Salary
Salary:
105822.45 - 143171.55 EUR / Year
amgen.com Logo
Amgen
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Doctorate degree and 4 years of life sciences/healthcare experience OR Master's degree and 7 years of life sciences/healthcare experience OR Bachelor's degree and 9 years of life sciences/healthcare experience
Job Responsibility
Job Responsibility
  • Serve as a clinical and scientific subject-matter expert for the assigned therapeutic area and disease indication, with a strong focus on protocol execution and data integrity
  • Contribute to medical monitoring activities and support ongoing assessment of subject-level clinical data to identify trends, risks, and emerging issues
  • Present information internally and externally, anticipating and actively managing problems across a broad spectrum of cross-functional teams
  • Provide guidance and assistance in the identification and management of collaborators, consultants, and/or Clinical Research Organizations (CROs) in completion of key projects
  • Work cross functionally to ensure clinical strategy is translated into the development of the study concept document, study protocol, and related documents
  • Ensure integrity of protocols and/or components of clinical plans and for the delivery of final protocol and its governance approval
  • Provide clinical input into & implementation of clinical trial(s), delivery, clinical data review, and interpretation of results
  • Review and analyze clinical trial data to ensure accuracy, completeness, and adherence to protocol and regulatory requirements
  • Conduct thorough data quality assessments in the context of a data monitoring plan to maintain high standards of data accuracy and integrity throughout the trial lifecycle
What we offer
What we offer
  • Comprehensive employee benefits package, including a Retirement and Savings Plan with generous company contributions, group medical, dental and vision coverage, life and disability insurance, and flexible spending accounts
  • Discretionary annual bonus program
  • Stock-based long-term incentives
  • Award-winning time-off plans
  • Flexible work models, including remote and hybrid work arrangements, where possible
  • Fulltime
Read More
Arrow Right
New

Customer Service Representative

We are looking for a Customer Service Representative to join a busy onsite team ...
Location
Location
United States , Irvine
Salary
Salary:
Not provided
https://www.roberthalf.com Logo
Robert Half
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • At least 1 year of customer service experience in a call center or high-volume phone environment
  • Prior experience handling inbound calls is required
  • Comfortable managing customer concerns, including warranty-related questions or disputes
  • Basic proficiency with Microsoft Office Suite
  • Experience with organizational service software is helpful
  • Strong verbal communication skills and a detail-oriented phone manner
  • Ability to work 100% onsite during a 7:00 a.m. to 4:00 p.m. schedule
Job Responsibility
Job Responsibility
  • Respond to incoming customer calls promptly and courteously while providing accurate information and support
  • Assist customers with questions related to products, orders, warranties, and general service concerns
  • Handle complaint situations effectively and work toward fair, timely resolutions
  • Document customer interactions clearly and maintain up-to-date records in company systems
  • Use Microsoft Office and internal service platforms to track activity and complete daily tasks
  • Escalate more complex customer issues when needed to ensure appropriate follow-up
  • Maintain a dependable onsite presence and support team service goals throughout the workday
What we offer
What we offer
  • Competitive compensation and benefits
  • Free online training
  • Medical, vision, dental, and life and disability insurance
  • 401(k) plan
  • Fulltime
Read More
Arrow Right
New

Personal Banker Bilingual - Cobblestone

Wells Fargo is seeking an Associate Personal Banker (SAFE) to join our National ...
Location
Location
United States , MANASSAS
Salary
Salary:
Not provided
https://www.wellsfargo.com/ Logo
Wells Fargo
Expiration Date
July 09, 2026
Flip Icon
Requirements
Requirements
  • 6+ months of interacting with customers experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
  • Bilingual speaking and listening proficiency in Spanish/English
Job Responsibility
Job Responsibility
  • Build lasting customer relationships through proactive, meaningful conversations that support financial well-being and deepen engagement
  • Lead discovery-driven conversations to understand customer needs and connect them with relevant banking products, services, and solutions
  • Drive branch growth by identifying opportunities, promoting solutions, and making appropriate referrals to meet customer and business goals
  • Support everyday banking needs, including new account openings, service requests, and credit applications
  • Perform cash handling and teller line activities, accurately processing transactions while maintaining compliance and operational standards
  • Demonstrate comfort using and adopting digital tools and technologies to enhance the customer experience and support evolving banking needs
  • Deliver accurate, compliant service while exercising sound judgement within defined risk controls
  • Collaborate with branch teammates to coordinate seamless handoffs to licensed bankers or other specialists, ensuring customers are connected to the right expertise
  • Fulltime
!
Read More
Arrow Right
New

Microsoft Security Engineer

Our client is looking for an experienced Microsoft Security Engineer to strength...
Location
Location
United States , Sandy
Salary
Salary:
Not provided
https://www.roberthalf.com Logo
Robert Half
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • 5+ years of experience in cybersecurity, including hands-on work securing Azure and Microsoft-based enterprise environments
  • Strong expertise with Microsoft security technologies, including Microsoft Defender, Azure security services, and Microsoft 365 security capabilities
  • Advanced knowledge of identity and access management, including Entra ID, Conditional Access, Privileged Identity Management, and hybrid identity models
  • Experience with cloud security architecture, network protection controls, and secure design for Azure-hosted workloads and services
  • Familiarity with compliance and audit frameworks such as ISO 27001, along with practical experience using Microsoft Purview for governance and compliance activities
  • Ability to communicate security risks, audit outcomes, and posture metrics clearly to both technical and non-technical audiences
  • Working knowledge of security monitoring, incident response, and threat detection using tools such as Microsoft Sentinel, KQL, and related Microsoft security platforms
  • Relevant certifications or equivalent validated experience in areas such as cloud security, Microsoft technologies, MCSE, or CCSP are strongly preferred
Job Responsibility
Job Responsibility
  • Lead the design and enhancement of security controls across Azure and Microsoft 365 environments, with a strong focus on the Microsoft Defender suite and tenant-wide protection strategies
  • Build and refine cloud security architecture for Azure workloads by applying native controls, policy standards, secure landing zone practices, and protections for platform and software services
  • Strengthen identity security through Entra ID administration, Conditional Access design, Privileged Identity Management, and Zero Trust principles across hybrid and multi-tenant environments
  • Assess and improve governance, compliance, and audit readiness by supporting control reviews, risk assessments, and compliance initiatives using frameworks such as ISO 27001 and Microsoft Purview
  • Evaluate and optimize network security measures, including segmentation strategy, firewall configurations, private connectivity, DDoS safeguards, and traffic analysis across cloud tenants
  • Translate technical security findings into clear risk updates, posture reports, and audit summaries for executives, project stakeholders, and operational teams
  • Advance endpoint protection by enforcing secure device baselines, compliance policies, attack surface reduction measures, and application control across managed systems
  • Support the security approach for Microsoft Copilot and other AI-related technologies by identifying exposure points and recommending appropriate safeguards
  • Contribute to incident response, threat hunting, and security monitoring efforts by using Microsoft Sentinel, threat intelligence sources, and forensic review techniques in Windows and Azure environments
  • Review and improve security automation through scripting and infrastructure-as-code practices, including PowerShell, KQL, Logic Apps, and cloud deployment templates where appropriate
What we offer
What we offer
  • medical
  • vision
  • dental
  • life and disability insurance
  • 401(k) plan
  • Fulltime
Read More
Arrow Right