Retail Rwa Oversight – Assistant Vice President (Mumbai)

Retail Rwa Oversight – Assistant Vice President (Mumbai)

13 Aug
|
Citigroup
|
Mumbai

13 Aug

Citigroup

Mumbai

The Retail RWA Risk Weighted Assets team within U S Personal Banking Credit and Franchise Risk provides sponsorship for Citi s global retail RWA models This includes partnering with Model developers to review and challenge model revalidations by evaluating the adequacy and quality of the data used in the models review results of estimated parameters and calculated ARWA oversee implementation of model changes in production in partnership with Technology and Capital Controllers The lead will also support Consent Order control enhancement for both Advanced and Standardized RWA This Vice President position reports into the SVP Retail RWA Oversight This is an analytical lead function with the responsibilities to Collaborate with model reviews and developers on assessment of data segmentation variable selection Participate in the preparation of model documentation ongoing performance assessments supporting sponsor execute MCA activities supporting sponsor Work with stakeholders to manage identified data issues system issues modeling issues limitations and process issues including root cause analyses preparation of options simulations to resolve issues participate in Business Requirements and UAT Support RWA results review process working with Finance Capital Controllers Data Teams and Business stakeholders Analyze observations trends attributions around Retail RWA prepare and present quarterly IROC Independent Risk Oversight Committee and address follow ups Prepare material needed of RWA impacts and manage documentation submissions into regulatory notification process Participate in writing up any update as needed related to documentation of Advanced RWA processes including but not limited to data flows systems handshakes control standards and framework Citi is continuing to strengthen its RWA processes This consumer risk leader will be participating in this firm-wide effort This leader must possess technical and quantitative skills demonstrate familiarity with Basel capi

📌 Retail Rwa Oversight – Assistant Vice President (Mumbai)
🏢 Citigroup
📍 Mumbai

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