Fin Solutions Lead Analyst, Citi

Fin Solutions Lead Analyst

Citi

Location:

India, Mumbai

Category:

Finance

Contract Type:

Not provided

Salary:

Not provided

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Job Description:

The role will be part of the RWA Controllers team and accountable for overall determination of Risk Weighted Assets (Standardized Approach to Counterparty Credit Risk (SA-CCR)) and Supplementary Leverage Exposure for Counterparty Credit Risk (CCR) exposures. This includes performing the computational methodologies used to determine RWAs (SA-CCR), ensuring the accurate implementation of those methodologies within Citi’s infrastructure, ensuring models are fit for Basel purpose, have been validated and accurately implemented, articulating Business and Functional requirements including performing end to end diagnostic assessment for remediation regulatory capital issues.

Job Responsibility:

Assisting in the end to end production, governance and controls of Derivatives Standardized and Advanced RWA, and SLE Actuals for weekly and month-end production
Provide oversight to Shared Services Derivatives team supporting RWA operations and production
Define, develop and establish attribution and other analytics
Provide thought leadership and requirements for Derivative analytics using Artificial Intelligence and Machine Learning tools
Ensure RWA calculations and Reporting process, Governance and Controls Framework is well-defined
Define, develop and establish robust control processes
Ensure second line of defense Derivatives RWA reviews are performed consistently
Manage and address Derivatives RWA reviews by other control functions
Identify potential process improvements and capabilities
Drive the diagnostics and remediation activities
Develop senior management-ready materials
Drive change and influence risk and regulatory outcomes
Develop a strong working relationship with Finance, Front Office, Treasury, Technology, Audit, Independent risk and other counterparts across the organization

Requirements:

Bachelor’s Degree in Science, Technology, Engineering and Mathematics (STEM)
Master’s Degree preferred
7+ years’ experience in related field with relevant experience in SA-CCR
Comprehensive understanding of US regulatory capital rules for counterparty credit risk both Basel III and SA-CCR rules
Full understanding of the lifecycle of Derivatives (bilateral and cleared transactions)
Familiarity with Interest Rate, Equity, Credit, FX, and Commodity derivatives
Strong understanding of regulatory capital best practices and controls
Exceptional oral communication and writing skills
Experience in managing risks holistically
Strong analytical skills, attention to detail
Solid Microsoft Excel skills

Nice to have:

Prior experience implementing Basel RWA rules in large financial institutions
Experience in managing risks holistically
Strong people and influencing skills

Additional Information:

Job Posted:

March 21, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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