AVP; Treasury Analyst-RWA Forecasting

The RWA Forecasting & Analytics team is part of Capital Forecasting & Analytics within Citi’s Capital Planning organization, responsible for accurate and timely capital forecasts and related measures such as capital capacity, capital adequacy, regulatory capital ratios, and RWA.

The team’s forecasts and analyses span the capital planning continuum, from business-as-usual to stress scenarios, and support multiple purposes. These varied purposes include ad-hoc analysis to inform management decision-making, assessments of capital adequacy for current and future short and long-term outlooks, multi-quarter forecasts, and sensitivity analyses for business planning as well as capital and liquidity stress tests such as the Federal Reserve Comprehensive Capital Analysis and Review (CCAR), Dodd-Frank Act Stress Tests (DFAST), and Recovery and Resolution Plans (RRP).

This role will be part of RWA Forecasting’s Cross Asset Aggregation team, which consolidates all RWA components (Credit, Market, and Operational Risk) for regulatory and management reporting. This role is responsible for RWA forecasting and analysis for Citigroup and CBNA across both Standardized and Advanced approaches.

The role requires strong analytical, interpersonal, and leadership skills that rely on influence and building effective partnerships to ensure Basel regulatory compliance in a systematic, measurable, and effective way. This role will offer significant exposure to senior management on aspects of the firm's capital adequacy and stress-testing activities as they relate to RWA projection reviews with the Business, Risk, and Finance.

Excellent interpersonal and story-telling skills are required given the high level of interaction with senior managers, as well as the ability to work under pressure to meet tight deadlines. Technical skill is important to the candidate’s success, and so are strong project management and multi-tasking skills to plan and manage deliverables towards numerous objectives.

Responsibilities:

• Aggregate RWA forecasts (CCAR/MCST and internal forecasting exercises) and also calculate and analyze Outlook with responsibilities for cycle management and submission of results
• Support RWA forecasting processes for Citigroup and CBNA, working closely with global ICG and PB & WM products and regions, as well as Corporate Center Finance
• Provide analytical insights by consuming granular data for results and working with different workstreams to gain insight on business drivers
• Aggregate RWA results into presentations that provide seniors with a clear and succinct results that provides a narrative to seniors
• Prepare quality presentations for senior management including the Lines of Businesses, Independent Risk Management, Finance, and Regulators, e.g. CCAR presentations to support capital related decision-making through ad-hoc analytics
• Provide Business inputs for the aspects related to implementation of RWA forecasting, attribution analysis, and regulatory reporting and coordinate results with various RWA workstreams and business segments
• Identify and implement process enhancements that can create better or more efficient results
• Continuously improve subject matter expertise relating to Basel regulatory guidelines and financial products in the business areas to become a trusted advisor to workstream leads, acting as a partner in delivering and articulating RWA analysis in presentations to seniors in a crisp and concise manner

Qualifications:

• Bachelor’s degree in Business, Finance, Economics, Computer Science, Math, Financial Engineering or related field
• 2+ years of experience in financial services, consulting, or data analytics. Financial institution balance sheet knowledge is preferred and RWA or other regulatory indicator knowledge is a plus
• Strong understanding of regulatory capital best practices and controls, and interdependencies across different risk stripes. Prior experience in Capital Planning processes and best practices in large financial institutions preferred
• Ability to quickly aggregate, analyze, and comprehend large amounts of information across various large datasets and sources to create a clear and concise story. Relational database experience is preferred
• Excellent proficiency in Microsoft Office, particularly Excel (metrics and data analysis), PowerPoint (presentation decks), and Word (business writing)
• Exceptional oral communication, writing, and presentation skills with ability to synthesize complex concepts into "user-friendly" language for multiple audiences including senior management, multiple internal constituents, and regulators
• Ability to manage multiple priorities and tasks, escalate or voice concerns or questions, and exhibit strong people and influencing skills
• Ability to balance variability in workload, particularly in a wide range of quantitative and non-quantitative projects

Education:

• Bachelor’s degree in Business, Finance, Economics, Computer Science, Math, Financial Engineering or related field

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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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