Assistant Vice President Credit Valuation Adjustment Expert

5 days ago


Mumbai, Maharashtra, India Citigroup Full time
About the Role
This is a critical role within our Risk Management team, responsible for ensuring the accuracy and compliance of our Credit Valuation Adjustment (CVA) processes. As an Assistant Vice President Credit Valuation Adjustment Expert, you'll be part of a high-performing team that collaborates closely with various stakeholders across the organization. Your primary focus will be on validating implementation approaches against FRTB regulatory rules and identifying opportunities to enhance safety and soundness of CVA RWA production processes.

The successful candidate will have strong analytical skills, experience with Python, SQL, and Microsoft Office, as well as excellent communication and interpersonal skills. A Bachelor's degree in a quantitative field is required, with a Master's degree preferred. Professional certifications such as FRM or CFA are a plus.

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