Risk Weighted Assets Sr. Analyst

• Review RWA forecasting processes for Citigroup and CBNA, working closely with risk, finance, technology, modelling and internal Capital Planning teams
• Primary focus on RWA Forecasting of Derivatives and Secured Financial Transaction transactions of Citigroup and CBNA
• Review and challenge work streams on RWA forecasting processes, methodology, assumptions and reporting
• Monitor actual RWA headwinds and reductions in order to assess its impact on RWA forecasting and weekly outlook
• Manage strategic initiatives and projects related to improvement of forecasting processes and output by working closely with respective teams
• Prepare outcome of review and challenge and present to work stream leads
• Summarize the progress of all strategic initiatives and keep senior management updated
• Participate in quarterly RWA forecasting process as needed
• Participate in resolution of Audit CAP, MRA and other regulatory responses as a subject matter expert
• Develop relationship with key stakeholders and help the team improve SME skill sets by providing or managing training program
• Partner with Technology, Finance and Risk to support organization’s overall goal to manage Capital efficiently. Provide guidance to teams on remediation of RWA to ensure the accuracy and integrity of the RWA. Represent the team in working group/steering committees when needed

• 6-10+ years of relevant experience (preferably Basel/RWA/Counterparty Credit Risk), within the financial services industry
• Very good understanding of banking products, especially vanilla as well as complex Derivative and Secured Financial transaction products
• Good knowledge of Capital markets and financial products across various asset classes
• Experience and demonstrated ability to manage competing priorities in a complex and dynamic environment
• Self-motivated with the ability to make decisions in the absence of detailed instructions
• Collaborate closely with partner teams to develop solutions
• Good communication, written and presentation skills with ability to synthesize complex concepts
• Proficient in Microsoft Office, including advance excel skills and large data sets
• Bachelor’s in Business, Finance, Economics, Computer Science, Math, Financial Engineering or related field from a well-recognized university/institution. Preferably MBA or equivalent finance degree
• Certifications such as CFA and FRM would be preferred

Certifications such as CFA and FRM

• 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