This role leads the calculation and analysis of FRTB Market Risk RWA results for Citigroup across multiple jurisdictions including EMEA and Asia
Job Summary
This role leads the calculation and analysis of FRTB Market Risk RWA results for Citigroup across multiple jurisdictions including EMEA and Asia.
The successful candidate will manage a large distributed team in New York, Warsaw, and Mumbai while ensuring strict compliance with FRTB rules.
Citi offers competitive benefits including medical, dental, vision coverage, 401(k), and paid time off packages alongside a salary range of $170,000 to $300,000.
Matching Summary
This role leads the calculation and analysis of FRTB Market Risk RWA results for Citigroup across multiple jurisdictions including EMEA and Asia.
Salary
Base: $170,000.00 - $300,000.00; Bonus/Equity: Discretionary and formulaic incentive awards available; Benefits: Medical, dental, vision, 401(k), life insurance, wellness programs
Skills & Requirements
Must-have
10+ years Market Risk experience
FRTB implementation expertise
Multi-jurisdictional regulatory knowledge
Python/Tableau/SQL data analytics
Team management of 5+ years
Nice-to-have
Experience with Regulatory exams
Industry advocacy forum participation
Strong stakeholder communication skills
Deep trading book product knowledge
Key Requirements
Bachelor's degree required; Master's or MBA preferred
10+ years experience in Market Risk and RWA calculations
5+ years of managerial experience
Deep expertise in FRTB implementation for global banks