Citi Poland

Regulatory Risk RWA Analyst (AVP)

Citi PolandO firmie

  • Warszawa, mazowieckie

  • Ważna jeszcze 10 dni
    do: 7 cze 2020
  • Umowa o pracę
  • Pełny etat
  • Specjalista (Mid / Regular)





If you want to understand how business operates globally, Citi Service Center is a perfect place for you.

Citi Service Center Poland was launched in 2005 as a part of an initiative to establish a network of service centers providing shared services to other entities operating within the Citigroup around the world. Currently we provide services to over 90 countries on 6 continents. Thus we’re creating a unique opportunity to work in an international environment, with our employees using 29 languages every day.

We recognize and develop talents and invest in people who are ready for challenges. Our primary objective is innovation. We are following trends and combining development opportunities for our employees with the use of new technologies, for instance the mobile access to knowledge portals and other online resources (e.g. from MIT or Harvard).

RWA Integrity Analytics Team is a group within Citi’s Finance Capital Planning organization. 
The team plays a key role in Citi’s global risk management /reporting by conducting regular and ad hoc exposure analysis and reporting as well as  supporting various internal Credit Risk Management and regulatory initiatives (Basel II/III/CRD IV etc.). The team’s focus is on understanding, controlling and improving the counterpart credit risk data, exposure calculation process and the underlying risk systems and reporting infrastructure, which are critical for regulatory reporting and capital calculation.
This position is part of the RWA Integrity Analytics EMEA Team and the main purpose of it is the optimization of Trading Book exposure through improvement of data quality.
The role will provide the candidate an opportunity to gain an in-depth understanding of Trading Book, related regulations, production processes, data management, regulatory reporting and the overall capital planning process. This in course will involve active interaction with business partners / stakeholders viz. front office/businesses, internal audit, technology and senior management.
Regulatory Risk RWA Analyst (AVP)
94823

Key Responsibilities Include:

  • The role will focus on Basel III/CRD IV analysis for different legal vehicles within Citigroup, especially, but not limited to Citigroup Global Markets Ltd (CGML)
  • Daily/monthly analysis and reporting of counterparty credit risk (CCR) exposure fluctuations in the trading book portfolio (OTC derivatives covering all asset classes - i.e. Equities, Rates, Credit, FX and Commodities)
  • Analyse transaction structures and market data to identify root cause of CCR exposure calculation issues and propose possible options for issue resolution.  Through sound project management follow through issues from initiation to successful completion
  • Identification of material changes in profiles, communication to impacted parties and resolution of underlying issues
  • Through sound project management follow through issues from initiation to successful completion
  • End-to-end project management of data quality projects monitoring and follow-up
  • Communication to impacted parties and resolution of underlying issues via project management
  • Production of data quality metrics and information packs supporting Basel III calculations, providing updates on progress to internal stakeholders as well as external regulators
  • Work closely with other groups in the Capital Planning as well as other stakeholders (Regulatory Reporting, Risk Analytics, Technology and Risk Managers) to ensure the exposures are properly understood, controlled and communicated
  • Daily/monthly analysis and reporting of issues counterpart credit risk exposure fluctuations in the trading book portfolio
  • Testing in the UAT environment, verifying and approving test results
  • Help bank with better capital management by identifying RWA optimization/correction areas

Qualifications:

  • BA/MA in Business, Finance, Economics or related field would be an asset
  • Fluency in both written and spoken English
  • Expertise in Excel, Access, VBA/SQL and data management
  • 5+ years of experience in Financial Services Industry and/or Financial Planning and Analysis
  • Good knowledge of Citi products (especially derivatives), risk processes and controls with good understanding of regulatory requirements and risk management framework.
  • Knowledge of banking domain especially risk management and basic understanding of various credit policies and regulations (Basel III)
  • Experience in compiling process and data quality metrics, analyzing results to clearly communicate data-driven analysis to senior management.
  • Superior attention to detail and diligence sufficient to withstand scrutiny of senior executives
  • Ability to work independently in a fast-paced and matrix environment
  • Ability to learn quickly and take initiative in self-development
  • Thorough knowledge of credit source systems, collateral reporting systems, and end reporting/warehousing; Broad understanding of classifiable and delinquency managed credit and operational policies and procedures is a plus

We offer:

  • Opportunity to work in an international, multi-cultural environment
  • Cooperation with a high quality team in a challenging area of the financial industry with one of the world's leading companies
  • Access to the latest technologies and tools
  • Opportunity to learn through participation in various projects and cross trainings with other risk departments
  • Attractive conditions of employment and benefits

Please be informed that we will contact selected candidates only.

Citi is registered trademark of Citigroup Inc., used under license. Citigroup Inc. and its subsidiaries are also entitled to rights to certain other trademarks contained herein.

Citibank Europe PLC
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RWA Integrity Analytics Team is a group within Citi’s Finance Capital Planning organization. 
The team plays a key role in Citi’s global risk management /reporting by conducting regular and ad hoc exposure analysis and reporting as well as  supporting various internal Credit Risk Management and regulatory initiatives (Basel II/III/CRD IV etc.). The team’s focus is on understanding, controlling and improving the counterpart credit risk data, exposure calculation process and the underlying risk systems and reporting infrastructure, which are critical for regulatory reporting and capital calculation.
This position is part of the RWA Integrity Analytics EMEA Team and the main purpose of it is the optimization of Trading Book exposure through improvement of data quality.
The role will provide the candidate an opportunity to gain an in-depth understanding of Trading Book, related regulations, production processes, data management, regulatory reporting and the overall capital planning process. This in course will involve active interaction with business partners / stakeholders viz. front office/businesses, internal audit, technology and senior management.
Regulatory Risk RWA Analyst (AVP)Numer ref.: 94823

Key Responsibilities Include:

  • The role will focus on Basel III/CRD IV analysis for different legal vehicles within Citigroup, especially, but not limited to Citigroup Global Markets Ltd (CGML)
  • Daily/monthly analysis and reporting of counterparty credit risk (CCR) exposure fluctuations in the trading book portfolio (OTC derivatives covering all asset classes - i.e. Equities, Rates, Credit, FX and Commodities)
  • Analyse transaction structures and market data to identify root cause of CCR exposure calculation issues and propose possible options for issue resolution.  Through sound project management follow through issues from initiation to successful completion
  • Identification of material changes in profiles, communication to impacted parties and resolution of underlying issues
  • Through sound project management follow through issues from initiation to successful completion
  • End-to-end project management of data quality projects monitoring and follow-up
  • Communication to impacted parties and resolution of underlying issues via project management
  • Production of data quality metrics and information packs supporting Basel III calculations, providing updates on progress to internal stakeholders as well as external regulators
  • Work closely with other groups in the Capital Planning as well as other stakeholders (Regulatory Reporting, Risk Analytics, Technology and Risk Managers) to ensure the exposures are properly understood, controlled and communicated
  • Daily/monthly analysis and reporting of issues counterpart credit risk exposure fluctuations in the trading book portfolio
  • Testing in the UAT environment, verifying and approving test results
  • Help bank with better capital management by identifying RWA optimization/correction areas

Qualifications:

  • BA/MA in Business, Finance, Economics or related field would be an asset
  • Fluency in both written and spoken English
  • Expertise in Excel, Access, VBA/SQL and data management
  • 5+ years of experience in Financial Services Industry and/or Financial Planning and Analysis
  • Good knowledge of Citi products (especially derivatives), risk processes and controls with good understanding of regulatory requirements and risk management framework.
  • Knowledge of banking domain especially risk management and basic understanding of various credit policies and regulations (Basel III)
  • Experience in compiling process and data quality metrics, analyzing results to clearly communicate data-driven analysis to senior management.
  • Superior attention to detail and diligence sufficient to withstand scrutiny of senior executives
  • Ability to work independently in a fast-paced and matrix environment
  • Ability to learn quickly and take initiative in self-development
  • Thorough knowledge of credit source systems, collateral reporting systems, and end reporting/warehousing; Broad understanding of classifiable and delinquency managed credit and operational policies and procedures is a plus

We offer:

  • Opportunity to work in an international, multi-cultural environment
  • Cooperation with a high quality team in a challenging area of the financial industry with one of the world's leading companies
  • Access to the latest technologies and tools
  • Opportunity to learn through participation in various projects and cross trainings with other risk departments
  • Attractive conditions of employment and benefits

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