Responsibilities
:
• Lead front to back business analysis of Derivatives data, calculations ( IMM, SA-CCR, BA-CVA, SLR, Settlement Risk) and reporting requirements, interfacing with Technology and Business partners to drive solutions toplex related problems
• Manage and act as the main interface with senior (DI / MD level) stakeholders across the Risk and Front Office Technology, Counterparty Risk Management, Finance and Front Office business organizations, and external Market Regulators to assemble business requirements for Counterparty Risk and Regulatory Capital Technology projects to enable smooth end to end execution of all programs.
• Program manageplex and business mandatory Wholesale Credit Risk Technology initiatives tied to regulatorymitments and internal consent order deliveries including accurate Program/Project management tracking data such as milestones are accurately recorded, maintained, and reported via Citi's internal project tracking systems and in appropriate steeringmittees and working groups.
• Manage provision and help assemble end to end detailed documentation ( requirements, flow diagrams, structure charts, process flows) covering Counterparty Risk calculations and other processing which will be used to discuss technology implementation details with the Business users and Market Regulators in various countries/regions.
• Understand, analyse, trace and explain to users the derivatives counterparty mark-to-future exposures, Potential Future Exposure/EPE/EAD/RWA and related calculations for internal risk management and BASEL regulatory capital reporting based on the exposure profiles generated by the systems where necessary.
• Work in partnership with users and development teams to develop prototypes to demonstrate and analyse regulatory capital calculations.
What we are looking for;
• Strong business analytical skills and hands on regulatory capital experience with data using SQL or python
• Program management experience delivering high priorityplex mandated regulatory programs working with MD/D level stakeholders with a proven ability to build strong alliances across functions.
• Proven experience in risk finance technology groups in large investment banks. Excellent understanding of Derivatives Products and Processes and regulatory calculations including Basel III/IV or other relevant Risk regulations, IMM, SA-CCR, SLR, Potential Future Exposure, PSE, EAD/ RWA, Margin (ISDA MNA and CSA), Collateral Haircut, Liquidity and Period of Risk, Settlement Risk. •prehensive experience with Agile and Waterfall SDLC methodologies.
• Strong demonstrated leadership skills with extensive experience deliveringplex programs with remote global teams.
• Demonstrated ability to work under pressure juggling multipleplex streams of work in a fluid environment with changing priorities.
• Exceptional oral and writtenmunication skills.
Education:
• Bachelor's degree/University degree or equivalent experience
• Master's degree preferred
• FRM/CFA or other Financial mathematics degree or certification is an advantage.
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Job Family Group:
Technology ------------------------------------------------------
Job Family:
Business Analysis / Client Services ------------------------------------------------------
Time Type:
Full time ------------------------------------------------------
Most Relevant Skills
Please see the requirements listed above.------------------------------------------------------
Other Relevant Skills
Forplementary skills, please see above and/or contact the recruiter.------------------------------------------------------
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Job ID 25896814