Capital RWA Integrity Data Analyst – AVP
This position is part of the Risk Weighted Assets (RWA) Integrity team within the Capital Planning organization of Citi Finance. RWA Integrity is responsible for overseeing the production of RWA actuals results and the processes used, including partnership with teams producing and using RWA results (Capital Driver Forecasting, Capital and Basel Governance, FRSS RWA Reporting and Analytics for example).
Capital Planning (CP) ensures the effectiveness of, and dedicated focus on, Citi's Capital Planning activities, recognizing the increasing importance of this function given evolving regulatory requirements and Citi's goal of maintaining Capital at prudent levels. Specifically, CP coordinates evolving regulatory rule changes and enhancements and facilitates Citi's goal of managing its Common Equity Tier 1 (CET1) ratio. It accomplishes this by providing a strong centralized focus on accuracy and process controls of capital drivers and robust models for forecasting these drivers, as well as, associated measures. This requires effective planning efforts that include forecasting, return on capital analytics, and creating efficiencies of Citi's Capital profile through transaction structuring, legal entity booking, data quality, and rule interpretation. RWA is a critical component of the Capital Planning process.
The Risk Weighted Assets (RWA) Integrity ensures the accurate reporting of RWA by driving improvements in the processes and controls used in this reporting, as well as by ensuring strong governance over the results. The team brings together those involved in the production and governance of RWA to review all processes, controls and outputs to ensure they are sound, relevant and applicable to ensure the highest quality output and, when needed, provide insights to improve the RWA production process.
The RWA Integrity team is looking for a talented self-starter to support regulatory and management requirements as they relate to production of monthly and quarterly RWA results and communicating the findings to key stakeholders of Capital Planning. The role will be a RWA Integrity Data Analyst to support Finance functions for the Basel III Advanced and Standardized activities for Citigroup and other legal vehicles using data analytics skills. This role will help drive the oversight program and identify, track and resolve issues with the data that impact the effectiveness of the program. The role will expose the candidate to the various RWA exposure types, their calculation processes and their impact on the capital planning process. The role will challenge the candidate to understand the components of the RWA process and apply critical thinking to assess the soundness of the process and controls to identify opportunities for improvement. The candidate will build out data analytics projects that can facilitate the consumption of large data sets to allow faster analytics, data quality identification and metrics generation.
This role requires the use of data sciences, modeling, and analytics to identify data issues in production data. These tasks involve understanding risk exposures, Basel III rules to find anomalies and systematic data issues. Given the high level of interaction with seniors, excellent interpersonal skills as well as the ability to work under pressure to meet tight deadlines is essential. Strong analytical skills are required and a robust working knowledge of Basel rules and requirements and related risk management practices are a plus. Key Responsibilities Include:
- Use data science, modeling, and analytics to identify data issues in production data.
- Use data science skills to help facilitate analytics and data quality identification
- Use data science skills Identify and track Key Performance Indicators (KPIs) to measure a robust RWA generation process
- Aid in the review of the RWA processes and identify areas that need to be enhanced and made robust that meet audit and regulatory requirements
- Work with leads to document data quality and processing issues
- Continuously improve subject matter expertise relating to Basel regulatory guidelines and financial products in the business areas to become a trusted advisor for RWA oversight
- Participate in information gathering sessions to support RWA work stream
- BA in Business, Finance, Economics, Computer Science, Data Analytics, Math or related field
- 3+ years of related experience highly preferred, 1+ year minimum in data analytics
- Knowledge of and experience working with big data and large datasets will be very useful for this role
- Possess quantitative analysis and data preparation and interpretation skills
- Experience in Financial Services Industry and/or Financial Planning and Analysis is a plus but not necessary
- Experience using coding skills, analytical tools, SQL, R, SAS or Python preferred
- Ability to consume data from various sources, aggregate and create a clear and concise story
- Knowledge about RWA, SLR, and other regulatory indicators is a strong plus
- Ability to learn quickly and take initiative in self-development
- Advanced Microsoft Excel skills and the ability to quickly develop advanced knowledge of MS Excel and Access (or other database front end query applications) required. Ability to manage multiple priorities and tasks, work well as part of a team, and exhibit strong people and influencing skills
- Strong attention to detail, ability to produce a polished, high quality, accurate product; tireless work ethic with ability to work well under pressure
- Ability to manage multiple priorities and tasks, escalate or voice concerns or questions and exhibit strong people skills
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