Capital Reporting Lead Analyst
You will be a key member of the Capital planning team responsible for delivery of the ICAAP, preparation and monitoring of capital forecasts including RWA forecasts, daily monitoring of capital usage by business and large exposure approvals.
Business Overview
Citi has had a presence in Ireland since 1965 and was one of the first foreign banks to open an office in this country. Headquartered in Dublin, Citibank Europe Plc is the main European Union licensed banking entity for Citi in Europe and has branches in 21 countries.
Key Responsibilities
1. Design and deliver RWA forecasts, Own Funds and Capital metrics analysis to support decision making.
2. Maintain robust and comprehensive documentation to support the ICAAP process and related models.
3. Collaborate across Risk, Finance, and lines of business in delivery of the European Central bank stress tests and ICAAP.
4. Provide robust capital analysis of potential business initiatives to support senior management and decision-making including analysis of future regulatory changes.
5. Act as point of contact with the businesses in respect of capital monitoring/ RWA usage.
6. Review of daily RWA usage by business report.
Requirements
* 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, BA 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.
* Relevant experience in a regulatory reporting and/or capital management role in financial services institutions or advisory work.
* Professional qualifications such as ACA, ACCA, CIMA or equivalent, would be beneficial.
* 7+ years relevant experience.