This is an SVP based in the US Enterprise Risk Technology team which will lead regulatory driven Counterparty Credit Risk ‘CCR’ and Regulatory Capital initiatives focusing on full end to end implementation across: Data (primarily derivatives), Calculation and Reporting.

Key Responsibilities:

• Lead front to back business analysis of Derivatives data, calculations (e.g. IMM, SA-CCR, BA-CVA, SLR, Settlement Risk) and reporting requirements, interfacing with Technology and Business partners to drive solutions to complex 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 manage complex and business mandatory Wholesale Credit Risk Technology initiatives tied to regulatory commitments 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 steering committees and working groups.
• Manage provision and help assemble end to end detailed documentation (e.g. 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.

Qualifications:

• Strong business analytical skills and hands on regulatory capital experience with data using SQL or python
• 5+ years program management experience delivering high priority complex mandated regulatory programs working with MD/D level stakeholders with a proven ability to build strong alliances across functions.
• 15+ years’ 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.
• Comprehensive experience with Agile and Waterfall SDLC methodologies.
• Strong demonstrated leadership skills with extensive experience delivering complex programs with remote global teams.
• Demonstrated ability to work under pressure juggling multiple complex streams of work in a fluid environment with changing priorities.
• Exceptional oral and written communication 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.

------------------------------------------------------

Job Family Group:

Technology

------------------------------------------------------

Job Family:

Business Analysis / Client Services

------------------------------------------------------

Time Type:

Full time

------------------------------------------------------

Primary Location:

Jersey City New Jersey United States

------------------------------------------------------

Primary Location Full Time Salary Range:

$163,600.00 - $245,400.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

------------------------------------------------------

Anticipated Posting Close Date:

Jan 20, 2025

------------------------------------------------------

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View the "EEO is the Law" poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the Pay Transparency Posting