The Market Risk Data Analyst will be part of the Market Risk Control and Data Analytics (MRCDA) team and will play a key role in ensuring the integrity of Citi’s market risk data. The team performs data analytics procedures such as reconciliations, monitoring, gap analysis, sensitivity analysis, issues investigation and remediation on information that feeds into CitiRisk Market Risk (CRMR). These market risk data cover Monte Carlo and Historical Value at Risk (VaR), Fundamental Review of Trading Book (FRTB), Global Scenario Stress Testing (GSST), Permitted Product List (PPL), Product Model Mapping (PMM), and Critical Data Elements (CDE).

• Perform root cause analysis on PPL (Permitted Product List) data inputs and identify strategic fixes to resolve them.
• Oversee the implementation of the strategic fixes identified which include but not limited to performing UAT and sanity checks before and after release to production.
• Responsible for Data Quality review and issues remediation of Market Risk data used for Trading Book Risk Weighted Assets (RWA), Monte Carlo Value-at-Risk (VaR), Fundamental Review of the Trading Book (FRTB), Historical VaR (HVaR), and Global Systemic Stress Testing (GSST).

• Execute reconciliations and other internal controls for Market Risk. This includes monitoring sensitivities, calculated results, performing controls and conducting analysis on outliers that may indicate a data quality issue exists that needs remediation.
• Deliver regular and time-sensitive ad-hoc deliverables as part of the requirements needed by regulators, auditors, compliance, and senior management
• Leverage and maintain relationships across varying functions and levels of management to ensure strong partnership with data officers, data consumers and technology owners
• Perform data remediation via adjustments to resolve on data quality issues impacting market risk.
• Develop an understanding of market risk factors that affect VaR, market risk limits, & stress testing.

Qualifications:

• 3+ years of experience in Data Quality Analysis. Experience in Risk and/or Finance a plus.
• 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
• Strong problem-solving abilities

Education:

• Bachelor's/University degree or equivalent experience

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Job Family Group:

Data Governance

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Job Family:

Data Quality & Data Quality Analytics and Reporting

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Time Type:

Full time

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Most Relevant Skills

Change Management, Data Analysis, Data Governance, Data Lineage, Data Management, Data Quality, Internal Controls, Management Reporting, Program Management, Risk Management.

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Other Relevant Skills

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

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