- Citigroup (New York, NY)
- …project management skills. **Job Family Group:** Finance **Job Family:** Spot RWA Calculation and Analysis **Time Type:** Full time **Primary ... issues relating to the completeness and accuracy of Citi's actuals and spot RWA (Standardized and Advanced approaches), CET1 Capital and GSIB production and… more
- Citigroup (New York, NY)
- … testing across SFT exposures, to provide the necessary transparency and predictability to the Spot RWA calculation . + Supporting the team to "tell the ... and test scripts, executing the tests, conducting root cause analysis on identified issues, and escalating potential problems. The...data inputs, calculation logic, and reporting of Spot RWA balances and ensure completeness and… more
- Citigroup (Charlotte, NC)
- …measurement and reporting of spot regulatory capital and risk weighted assets (" RWA "). FINCRO's oversight of spot RWA and capital measurements includes ... and _ex-post_ independent review and challenge of Citigroup's regulatory capital calculation and reporting processes and capital planning processes. FINCRO is an… more
- Bank of America (New York, NY)
- …independent risk management mandate including ensuring the Company's capital calculations ( spot and forecasted) are appropriate, including any changes to the ... Basel 3 market risk rule implementation + Review and challenge market risk RWA models, methodologies and results, including analyzing key drivers and changes +… more