Basel Advanced Approaches Results and Analytics Manager VP

Job Description

The Basel Advanced Approaches (BAA) Results and Analytics manager is responsible for the coordination, aggregation, and dissemination of RWA calculated under the advanced approaches for Wholesale Credit, Retail Credit, Market Risk, and Operational Risk. The role sits within Citi Independent Risk Management and is also responsible for the RWA analytics and associated reporting packages for senior risk governance forums.

Key Responsibilities:

• Working and collaborating across risk stripes (that is, Credit, Market and Operational Risk) and other stakeholders (Finance) to consolidate RWA regulatory capital reporting


• Ensure Advanced RWA calculations and Reporting process, Governance and Controls Framework is well-defined, transparent, and documented in a comprehensive manner


• Establish robust controls for the RWA cross asset aggregation processes that can effectively demonstrate Basel regulatory capital reporting is transparent and comprehensively documented


• In partnership with the risk stripes, develop, and implement RWA analytics for Senior review across all three lines of defense


• Provide appropriately conservative solutions from a Regulatory Compliance perspective, in partnership with Business, Risk, and Finance teams

Key Requirements and Qualifications:

• 7+ years of experience including exposure to analytical methodologies and modeling frameworks for risk measurement and regulatory capital calculations of market and credit risks.


• A comprehensive understanding of Basel regulatory requirements across either market risk, wholesale, counterparty, or retail credit risk


• Prior experience implementing Basel RWA rules in large financial institutions preferred


• Ability to execute effectively across businesses, functions, and geographies


• Excellent written and verbal communication skills with the ability to articulate complex problems and policy interpretations through concise and clear messaging


• Ability to manage multiple priorities and tasks, highly motivated with attention to detail, team oriented, organized, pro-active


• Ability to assess complex issues through root cause analysis and other analytical techniques

Education:

• Bachelor's degree in economics, finance, math, engineering or hard sciences. Master's Degree a plus