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.  This data is used 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:

  • VaR, Stress VaR, Fundamental Review of the Trading Book (FRTB) sensitivities utilized in calculating the firm’s capital requirements

  • This includes monitoring sensitivities, calculated results, performing controls and conducting analysis on outliers that may indicate a data quality issue exists that needs 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, & 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 a specific region or region(s)

Qualifications:

• 2-5 years work experience in finance or a related control discipline (e.g. Risk Management, Financial Control, Audit, Operations, etc.)

• Time management skills and an 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, our technical infrastructure groups and technology managers.

• Strong data analysis skills.

• A high competency level with MS Access/Excel/PowerPoint

• Experience with Tableau is preferred

• Strong problem solving abilities

E​ducation:

• Bachelor’s/University degree or equivalent experience

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Job Family Group:

Risk Management

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Job Family:

Risk Reporting

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Time Type:

Full time

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Primary Location:

Getzville New York United States

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Primary Location Full Time Salary Range:

$61,120.00 - $85,280.00

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.

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Anticipated Posting Close Date:

Aug 27, 2024

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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.

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