Business Sr Tech Lead Analyst with Credit Risk-SVP

Company	Citigroup
Location	New York, NY, USA
Salary	$163600 – $245400
Type	Full-Time
Degrees	Master’s
Experience Level	Senior

Requirements

Strong business analytical skills and hands on regulatory capital experience with data using SQL or python
5+ years program management experience delivering high priority complex mandated regulatory programs working with MD/D level stakeholders with a proven ability to build strong alliances across functions
15+ years’ experience in risk finance technology groups in large investment banks
Excellent understanding of Derivatives Products and Processes and regulatory calculations including Basel III/IV or other relevant Risk regulations, IMM, SA-CCR, SLR, Potential Future Exposure, PSE, EAD/ RWA, Margin (ISDA MNA and CSA), Collateral Haircut, Liquidity and Period of Risk, Settlement Risk
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

Responsibilities

Lead front to back business analysis of Derivatives data, calculations (e.g. IMM, SA-CCR, BA-CVA, SLR, Settlement Risk) and reporting requirements, interfacing with Technology and Business partners to drive solutions to complex related problems
Manage and act as the main interface with senior (DI / MD level) stakeholders across the Risk and Front Office Technology, Counterparty Risk Management, Finance and Front Office business organizations, and external Market Regulators to assemble business requirements for Counterparty Risk and Regulatory Capital Technology projects to enable smooth end to end execution of all programs
Program manage complex and business mandatory Wholesale Credit Risk Technology initiatives tied to regulatory commitments and internal consent order deliveries including 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
Manage provision and help assemble end to end detailed documentation (e.g. requirements, flow diagrams, structure charts, process flows) covering Counterparty Risk calculations and other processing which will be used to discuss technology implementation details with the Business users and Market Regulators in various countries/regions
Understand, analyse, trace and explain to users the derivatives counterparty mark-to-future exposures, 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
Work in partnership with users and development teams to develop prototypes to demonstrate and analyse regulatory capital calculations

Preferred Qualifications

Master’s degree preferred
FRM/CFA or other Financial mathematics degree or certification is an advantage