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Basel RWA Senior Specialist - Market Risk And CCR SME (C16)
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$250,000 - $500,000 a year
Full-time
- CIAT plays a critical role in ensuring the accuracy of Citi's externally reported RWA actuals under Basel III and is actively involved in the internal review and approval of the upcoming end game enhancements to the Basel III rules.
- The Basel Market risk and CCR RWA Senior Specialist will report to the Head of CIAT, a Managing Director, and will act in a leadership role during the review and challenge of capital analyses and RWA treatment conclusions for new products and complex transactions.
- Senior member of the CIAT team which provides independent review and challenge of regulatory capital technical interpretations, including the publication and maintenance of Basel Interpretive Policy Manuals, prepared by RCPG for application by Citigroup firm-wide.
- Specialist in Market Risk (FTRB), Credit Valuation Adjustment (CVA) and Derivatives Counterparty Credit Risk (SCCR) RWA under the Basel III rules and the proposed Basel III Endgame enhancements.
- Interact confidently and professionally with FINCRO staff members, RCPG, Capital Controllers, Credit Risk Management, Market Risk Management, Accounting Policy, Legal and Business units.
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