Senior Capital Reporting Lead - VP - Hybrid

Citibank Europe plc (“CEP”) has assets of circa $130 billion and branches in 22 European countries. CEP is authorised by the Central Bank of Ireland and as a significant European financial institution, is supervised under the Single Supervisory Mechanism by the European Central Bank (“ECB”).

The Finance Capital planning team is responsible for co-ordinating the ICAAP, forecasting RWA and play a key role in providing analysis to facilitate senior management decisions.

The successful candidate will interact with all the business lines and have the opportunity to collaborate with a large range of stakeholders across Citigroup. The position provides the opportunity to deepen understanding of the forthcoming regulatory changes in a growing and dynamic global bank.

The Senior Capital Reporting lead will be responsible for leading components of the capital forecasting projections process and providing analytical insight into Risk Weighted Assets usage by business.

Key responsibilities

• Governance lead for Finance on EBA Stress Test
• Ownership of Own funds forecasting and capital analysis
• Own the calculation of key RWA forecasts
• Review and challenge results of base and stressed forecast RWA models
• Provide capital related qualitative and quantitative input into Recovery & Resolution planning
• Provide robust capital analysis of potential business initiatives to support senior management and decision-making including analysis of future regulatory changes
• Act as point of contact with the businesses in respect of capital monitoring/ RWA usage
• Review of daily RWA usage by business report

Essential skills

• Sound understanding of the capital adequacy regime (CRR, CRD, Basel etc.)
• Knowledge of calculation of RWA under both standardised and models and including Counterparty Credit Risk (IMM & SA-CRR), VAR/SVAR, CVA, Credit Risk, Operational Risk
• Experience in communicating and interacting with senior management, regulators, and auditors
• Knowledge of IFRS 9 preferable
• Proactive and takes the initiative
• Collaborative and builds relationships across the organisation
• Strong team player

Qualifications

• Relevant experience in a regulatory reporting and/or capital management role in Financial services
• Professional qualifications such as ACA, ACCA, CIMA or equivalent, would be beneficial

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.

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