Job Details

Regulatory Control & Data Specialist (FRTB TB/BB Boundary & Firm Account Metadata)

Job Overview

Our Markets business serves corporates, institutional investors, and governments, leveraging our leading underwriting, sales and trading, and distribution capabilities acrossCommodities, Equities, Rates, Spread Products, and Currencies. Our broad product coverage and global presence enable us to meet client needs with unmatched precision.

The successful candidate will join the In-Business Risk team within Citi Global Markets. This team forms a critical part ofthe first line of defense, responsible for designing and maintaining a strong control environment that minimizes risk across the business. We are seeking a highly motivated and experienced Regulatory Control & Data Specialist to join our team, focusing on the Fundamental Review of the Trading Book (FRTB) Trading Book (TB)/Banking Book (BB) Boundary and Firm Account Metadata. The successful candidate will play a critical role in ensuring compliance with existing and future regulations, enhancing control frameworks, and providing expert guidance to business stakeholders. This role involves a blend of regulatory interpretation, data governance, and project management within a dynamic financial services environment.

Key Responsibilities

FRTB TB/BB Boundary

Control Remediation: Review outputs from automated control processes and collaborate with business stakeholders to promptly remediate exceptions related to the TB/BB Boundary.

Control Framework Enhancement: Continuously strive to improve the existing control framework, ensuring robust business compliance with both current Basel 2.5 and forthcoming FRTB regulations concerning the TB/BB Boundary.

Advisory & Guidance: Provide expert guidance to the business on TB/BB boundary matters and associated booking practices, fostering a deep understanding of regulatory requirements.

Regulatory Interpretation & Implementation: Actively participate in discussions surrounding regulatory interpretative issues impacting the TB/BB Boundary and assist the business in implementing the outcomes of such interpretations.

Stakeholder Partnership: Partner closely with other Price Risk stakeholders, including the Volcker Rule Office (VRO), on change management initiatives related to the TB/BB Boundary, including desk definition and the impact on Volcker processes like Tier 3 Limit Monitoring.

Firm Account Metadata

Subject Matter Expertise (SME): Develop and maintain subject matter expertise in Firm Account Metadata and its critical impact on downstream Price Risk processes affecting the Markets businesses.

Metadata & Control Improvement: Collaborate with Price Risk stakeholders to improve underlying metadata quality and enhance the supporting control framework and governance processes associated with Firm Account data.

Data Consent Order Implementation: Assist in the implementation of the Data Consent Order framework to improve upstream processes and controls specifically for Firm Account data.

Projects

Tool Roll-out: Support Price Risk in the successful roll-out and adoption of a new Firm Account Workflow tool for Markets.

Data Remediation: Lead efforts to clean up Data Concerns and Issues that are tagged to Price Risk processes and involve Firm Account metadata.

Qualifications

Required Skills & Experience

• Strong understanding of FRTB regulations, specifically concerning the Trading Book/Banking Book Boundary.
• Proven experience in regulatory control, compliance, or risk management within financial services.
• Demonstrated ability to interpret complex regulatory guidance and translate it into practical business implications.
• Experience with data governance, metadata management, and data quality initiatives.
• Strong analytical and problem-solving skills, with an attention to detail.
• Excellent communication (written and verbal) and interpersonal skills, capable of partnering with diverse stakeholders.
• Ability to manage multiple priorities and projects in a fast-paced environment.

Desired Skills & Experience

• Familiarity with Volcker Rule requirements and their interaction with trading book definitions.
• Experience with workflow tool implementation or data remediation projects.
• Knowledge of Markets businesses and associated Price Risk processes.

Job Family Group:
Risk Management

Job Family:
In-Business Risk

Time Type:
Full time

Primary Location:
New York New York United States

Primary Location Full Time Salary Range:
$129,840.00 - $194,760.00

In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Most Relevant Skills
Analytical Thinking, Business Acumen, Constructive Debate, Escalation Management, Issue Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Stakeholder Management.

Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.

Anticipated Posting Close Date:
Mar 25, 2026

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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