Officer (C11) Market Risk Intermediate Analyst (ROHQ - Risk Control and Data Analytics)-
Taguig, National Capital Region, PH
9h ago
source : WHATJOBS

Location field must contain 'city, state' or a zip code to perform a radius search (e.g., Denver, CO or 46122 ). City and state must be separated by a comma followed by a space (e.g., Houston, TX )

Citigroup Officer (C11) Market Risk Intermediate Analyst (ROHQ - Risk Control and Data Analytics)- City of Taguig , Philippines Apply Now

The Market Risk Control and Data Analytics team plays a key role in the integrity of Citi’s Market Risk Data Quality. The team performs data quality and analysis of information that feeds the CitiRisk Market system.

These data shall be utilized for market risk limit reporting, VaR, Stress VaR, Historical VaR, and other regulatory calculations.

Responsibilities :

Data analysts will be responsible for the data quality review and remediation of market risk data including these areas :

Stress Testing data and results, Fundamental Review of the Trading Book (FRTB) sensitivities and Historical Value-at-Risk (HVaR) utilized in calculating the bank’s capital requirements

Monitoring sensitivities, calculated results, performing data quality controls, and conducting analysis on outliers that may indicate data quality issues, which will need appropriate remediation

Develop, leverage, and maintain relationships across varying levels of management and function to ensure a high degree of accuracy in Citigroup’s market risk sensitivities and calculations provided for CCAR and Volcker reporting

Execute reconciliations and other internal controls for businesses in Citi’s Banking Book

Escalate and follow up on reconciliation breaks in a timely manner

Perform root cause analysis for data quality issues

Develop an understanding of market risk factors that affect VaR, market risk limits, and stress testing

Use data quality tools, such as data profiling, to determine broad data issues impacting CCAR and Volcker reporting and follow up with appropriate contacts

The team will focus on supporting data for a broad set of trading businesses within specific region / s

Qualifications :

4+ years of experience in Data Quality Analysis (experience in Risk and / or Finance is a plus)

Time management skills and ability to work in a high-paced environment

Strong verbal and written communication skills

Excellent people skills : ability to interact successfully with business partners, technology teams, technical infrastructure groups and technology managers

Strong data analytics and problem solving skills

Strong critical thinking and attention to details

A high competency level with MS Access / Excel / PowerPoint

Experience with Tableau is preferred

Education :

Bachelor’s / University degree or equivalent experience

Job Family Group : Job Family :

Job Family : Time Type :

Time Type : Full time

Full time

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi ) invite all qualified interested applicants to apply for career opportunities.

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Citi is an equal opportunity and affirmative action employer.Minority / Female / Veteran / Individuals with Disabilities / Sexual Orientation / Gender Identity.

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