Senior Regulatory Risk Reporting Analyst with SAS
Citigroup Inc
Warsaw, MA
9 d. temu

Description

The purpose of the job is designing reporting framework for U.S. CCAR / DFAST Stress Tests, including credit risk reporting and regulatory reporting.

Key Responsibilities :

  • Preparation of CCAR / DFAST regulatory stress tests for wholesale credit risk.
  • Preparation of other regulatory reporting, including PRA UK stress tests, and internal stress tests used for budget planning.
  • Determining the sources and scope of data, creating procedural framework for reporting and oversight over it.
  • Ensuring compliance with legal and regulatory requirements for stress testing and reporting.
  • Designing IT solutions and cooperating with Technology to ensure user requirements are documented, tested and delivered.
  • Working with the following teams on forecasting processes : Risk Managers, Business Managers, modeling teams (CORA, EFT), Finance, Technology teams, Central Coordination team (CCT), etc.
  • Ad hoc analyses.
  • Qualifications

  • 4+ years experience in : credit risk reporting or regulatory reporting or stress tests and related.
  • SAS programming and VBA (Base / Guide) are a must,
  • Expert knowledge of the use of MS Office (Excel, Access, VBA),
  • Familiarity with terms / measures such as : PD, LGD, EAD, LLR, economic capital, RWA, Fair Value, pricing models.
  • Knowledge of credit and finance systems (Optima, RAPID / Facility Management, Ruby).
  • Knowledge of banking and financial institutions industry.
  • Good knowledge of English.
  • Great interpersonal skills.
  • We offer :

  • Opportunity to work in an international environment and professional development in the regulatory risk reporting area.
  • Cooperation with a high quality team in a challenging area of the financial industry with one of the world's leading companies.
  • Possibility to enhance Risk product knowledge and develop strong analytical and IT skills.
  • Excellent working environment.
  • Attractive conditions of employment and benefits.
  • Travel

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