- Citigroup (Queens, NY)
- The Market Risk and CVA RWA team within Citi's Finance Controllers organization is responsible for calculation, analysis, governance, and reporting of Citi's ... Basel 2.5 Market Risk and FRTB Market Risk and CVA RWA. The mandate of the team includes supporting multiple jurisdictions across US, EMEA, and Asia.… more
- Citigroup (New York, NY)
- …risk parameters used to determine regulatory capital treatment for various exposures. The SVP , Lead Market Risk Basel Reviewer manages independent review ... the rules pertaining to markets transactions including counterparty credit risk , CVA and FRTB. + Proactive communication...the assigned COBRA Review Entities + Assess counterparty credit risk and market risk for… more
- Citigroup (Jersey City, NJ)
- This is an SVP based in the US Enterprise Risk Technology team which will lead regulatory driven Counterparty Credit Risk 'CCR' and Regulatory Capital ... to back business analysis of Derivatives data, calculations (eg IMM, SA-CCR, BA- CVA , SLR, Settlement Risk ) and reporting requirements, interfacing with… more