The Capital Planning team is responsible for managing capital of Bank, which involves primarily management of RWA (Risk Weighted Asset) and SLE (Supplementary Leverage Exposure) processes, actual as well as forecasting (CCAR). It is accountable for developing a sustainable operating model, leading the Global Process for RWA and SLE in order to comply with the continuously changing regulatory requirements across Forecasted and Actual RWA and SLE. For most of the regulatory capital disclosures, this team remains the face to the US and some of the regional regulators, and is required to attest the RWA and SLE numbers for various regulatory fillings
Regulatory Risk Analyst position to be based out of Mumbai. The role involves working on RWA (Risk Weighted Asset) and SLE (Supplementary Leverage Exposure) forecasting for Yearly CCAR/Quarterly Internal Plan, working closely with RWA Actuals, Technology, Risk and Financial Planning teams within Citi. It requires working on strategic initiatives and performing review and challenge for forecasted RWA and SLE, to ensure that the calculation, model usage, assumptions, methodology and reporting is accurate. The role would be primarily focused on Derivatives exposures, and requires good understanding of product and Basel rule (Basel III and Basel Endgame)
Responsibilities
Review forecasted RWA/SLE for Citigroup and CBNA, working closely with risk, finance, technology, modelling and internal Capital Planning teams
Primary focus on RWA/SLE Forecasting of Derivatives Transaction transactions of Citigroup and CBNA
Review and challenge work streams on RWA/SLE forecasting processes, methodology, assumptions and reporting
Monitor actual RWA headwinds and reductions in order to assess it’s impact on RWA/SLE 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
Qualifications:
Bachelor's degree in Finance or Accounting or related field preferred,
8-10 + years of experience in Finance
Must have advanced analytical skills but also the ability to see the big picture
Excellent communication skills are imperative i.e. ability to make complex subjects easily digestible for senior management
Exercises proven Power Point and Excel skills
Ability to prioritize in a fast-paced environment Ability to interact with all levels of management Must be a team player
Education:
Bachelors degree, potentially Masters degree. Preferably MBA or equivalent finance degree
Certifications such as CFA and FRM would be preferred
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
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