Senior Capital Strategy & Risk Analytics

Citibank (Switzerland) AG; New York, Northern (NY, KY); Hybrid; Confidential; Full time

Benefits offered by this job

Medical, dental & vision coverage

401(k)

Life insurance

Wellness programs

Paid time off

Job summary

Citibank (Switzerland) AG in Getzville, New York, is seeking an experienced financial analytics professional to support enterprise-wide capital planning and risk forecasting, including ICAAP and QMMF processes. You will build and validate models, run stress tests, and produce clear reports for senior management.

The role emphasizes automating control processes with R, Python, KNIME, Alteryx, and Tableau, applying US regulatory frameworks, and maintaining data lineage and governance.

Qualifications

• Developing and automating capital planning controls, processes, and analytic workflows using R, Python, KNIME, Alteryx, and Tableau while interpreting and applying 12 CFR 225.8 requirements to assess compliance and impacts on capital adequacy;
• Creating AI prompts for document review/comparison and drafting requirements documents aligned to updated regulatory or business data needs;
• Applying U.S. regulatory capital frameworks including FR Y-14A, BCBS 239, CCAR, Basel III, and SR 15-18 to validate capital-related data and assess implications for capital adequacy and regulatory compliance;
• Designing control and validation routines to ensure completeness, consistency, and accuracy of data used in RWA forecasting, stress testing, and capital ratio projections;
• Documenting end-to-end data lineage, transformation logic, and control points for capital planning and regulatory reporting datasets to support audit, governance, and regulatory examinations.

Responsibilities

• Perform financial and risk analytics supporting enterprise-wide capital planning, including forecasting RWA, capital levels, and capital ratios across scenarios.
• Apply mathematical or statistical techniques to address practical financial issues, including derivative valuation, securities trading, risk management, and financial market regulation.
• Interpret results of financial analysis procedures and prepare written summary reports of financial research.
• Develop and implement processes using AI and workflow tools to enhance productivity and process efficiency.
• Provide application or analytical support and maintain data governance across Finance and Global Treasury for capital planning and stress testing.

Skills

Capital planning controls automation

AI prompt engineering

Data lineage documentation

Regulatory frameworks knowledge

Education

Bachelor’s degree in Business Administration, Finance, Risk Management or related field

Master’s degree in related field (alternative)

Tools

R, Python, KNIME, Alteryx, Tableau

Job description

Citibank (Switzerland) AG in Getzville, New York, is seeking an experienced financial analytics professional to support enterprise-wide capital planning and risk forecasting, including ICAAP and QMMF processes. You will build and validate models, run stress tests, and produce clear reports for senior management.

The role emphasizes automating control processes with R, Python, KNIME, Alteryx, and Tableau, applying US regulatory frameworks, and maintaining data lineage and governance.