Job Purpose: To work as part of Markets Capital Task Force, helping Markets more actively manage capital. Responsible for analyzing capital, driving change in both policy and tooling initiatives with aim for as much transparency and accessibility as possible, executing initiatives directly as well as empowering others to jointly achieve our Markets capital efficiency goals.

Job Background/context: Markets Capital Task force is co-led by In-Business Market Risk & XVA teams. The XVA desk is responsible for the pricing and subsequent risk management of derivatives trades including the use of credit, funding and capital. The In-Business Market Risk team is responsible for market risk across asset classes. As part of both teams’ mandate to facilitate business and manage return on capital, the desks need Front Office staff focused specifically on capital for Markets.

Key Responsibilities:

• Delivery focused: lead / drive execution of key cross-Markets Capital change initiatives
• Drive improvements to strategic capital technology state
• Regular dialogue and partnership with business, IT, Quants, Finance and Risk
• Be Capital subject expert: Provide capital insights to product desks and other partners
• Empower others cross Markets to conduct own analysis and enable better decision making
• Help Markets optimize mix of business to be both compliant with regulation and profitable
• Understand regulatory perspective on rules and educate others
• Specific focus and expertise on Derivatives & SFTs, but also other product types

Knowledge/Experience:

• Experience working with large datasets, ideally within financial Markets.
• Multiple years’ experience working in Markets capital-related role or similar
• Strong experience working with multiple lines of defense
• Proficiency preferred in regulatory capital rules, including Counterparty Credit Risk RWA, GSIB, SLR, etc.

Skills:

• Very strong analytical and mathematical skill.
• Comfortable with derivatives modelling concepts.
• Attention to detail.
• Demonstrable team skills both within and across teams.
• Ability to pick up new concepts and think outside the box
• Python or other programming a plus.

Qualifications:

Undergraduate numerate degree or higher

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In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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