Rwa Reporting - Mumbai, India - Citi

Citi

Verified Company

Mumbai, India

2 weeks ago

Posted by:

Deepika Kaur

beBee Recuiter

Description

The Team tasks include

Responsible for analyzing and reporting Credit Risk Weighted Assets (RWA) under US Basel rules for Banking Book, Counterparty Credit Risk and Retail exposures.
Responsible for understanding the drivers of the MoM or QoQ movements and validates RWA results through business, technology or SME confirmations during the month end close
Utilize knowledge of products, systems and process flows to provide insight and recommendations on identified issues
Work with Tech on MQCs and JIRAs to raise, track and remediate DQ issues
Monitor and put efforts to maintain Proxy RWA below 5% of total on a monthly basis
Responsible for both Retail Reporting process and RWA Retail Analytics support for exposures going through consumer models.
Data accuracy and completeness check in the form of Retail Decomposition and Gross Credit Loss Recoveries reconciliation, Retail Treasury uploads to Optima
Perform Retail RWA Analytics including RWA Variance Production and Attribution Analysis, Topside Preparation, Cluster Change Analysis, and general business query support.
Work on strategic initiatives related to improvement of calculation and RWA processes
Develop relationship with key stakeholders and help the team improve SME skill sets by providing or managing training program
Support the analysis and submission of reports to various constituencies including but not limited to Basel III based on requirements such as US GAAP, US Regulatory, and local statutory reporting
Regulatory RWA Report FFIEC submission
Contribute to Pillar 3 disclosures
Build senior leadership packs for review at Bank and MLE
Make use of automation tools to make the processes more efficient
Participate in postmortem efforts post monthend and quarterend reporting
13 to 15 years of experience
Demonstrated understanding of Counterparty Credit Risk concepts
Strong understanding of Banking products like SFT, OTC Derivatives, Equity / Debt
Experience in programming language like Python, SQL, R etc & Business Intelligence tools eg. Tableau/ Alteryx will be an added advantage

Educational Qualifications:

CA / MBA / Bachelors from Finance Domain/ B. Tech with good Finance understanding
Professional Qualifications like CFA/ FRM/ PRM are a plus

-
Job Family Group:

Risk Management

-
Job Family:

Treasury Risk

-
Time Type:

Full time

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.

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

View the
EEO Policy Statement.

View the **Pay Transparency Posting