This is a senior role to lead Derivatives data related consent order initiatives for Counterparty Credit Risk and Regulatory Capital programs. extensive Derivatives product knowledge and
Key Responsibilities:
Lead analysis of Derivatives data and front to back flows, interfacing with Tech and Business partners to drive solutions to complex data related problems.
Program manage Wholesale Credit Risk Technology initiatives tied to Citi's Data commitments as part of the Consent Order.
Interface with MD/D level stakeholders across Markets, 1LoD and 2LoD in Counterparty Credit Risk, Institutional Clients Group and Technology teams to execute programs end to end.
Create and manage detailed program/project plans for the technology delivery of solutions to data problems. Ensure 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.
Help assemble and maintain detailed documentation covering Counterparty Risk data processing and calculations, to be used to discuss technology implementation details with the Business users and Regulators as necessary. Create flow diagrams, structure charts, and other types of system or process representations when appropriate.
Understand, analyse, and explain counterparty mark-to-future exposures on Derivatives books to users. Investigate 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.
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Qualifications:
Strong analytical skills and hands on experience with Data (SQL and Python).
5+ years program management experience delivering complex high priority regulatory programs working with MD/D level stakeholders with a proven ability to build strong alliances across functions.
15+ years' experience in technology groups in large investment banks.
Excellent understanding of Derivatives Products and Processes.
Understanding of Counterparty Credit Risk an advantage - Potential Future Exposure, Margin (ISDA MNA and CSA), Collateral Haircut, Liquidity and Period of Risk, Settlement Risk. Understanding of Basel III/IV and any other relevant Risk Regulations and measures including PSE, RWA, EAD is a plus
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
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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.
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Anticipated Posting Close Date:
Dec 24, 2024------------------------------------------------------
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