The Market Risk Senior 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).

In this role, you will be responsible for:

• Data quality review of market risk data focusing on CDE as part of the red breaks monitoring in relation to the Market Risk CDE Data Quality (DQ) Scorecard which includes: 1) Performing root cause analysis of data quality issues flagged in the scorecard and identification of strategic fixes to address them; 2) Coordinating the implementation of strategic fixes identified which will undergo User Acceptance Testing (UAT) and sanity checks after release to production; and 3) Documenting and tracking of the data quality issues as part of Data Concern Remediation Management (DCRM) process
• Maintenance of the CDE and their associated DQ rules and controls which includes: 1) Performing the review of the DQ rules to ensure that the criteria are complete and accurate taking into consideration the nature and background of the CDEs; 2) Providing justifications on the recommended updates in the DQ rules that will undergo discussions with data consumers to obtain approval; and 3) Updating the DQ rules in Collibra Data Governance Center and CRMR scorecard to reflect the approved recommendations
• Prepare and conduct presentations directed to upper management regarding various statistics, updates on data quality issues, and points for escalation
• Deliver regular and time-sensitive ad-hoc deliverables as part of the requirements needed by regulators, 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
• Develop an understanding of various market risk data elements not limited to CDEs that affect Monte Carlo and Historical VaR, FRTB, and GSST

Ideally, you should have the following qualifications:

• 6+ years of experience in Data Quality analysis (experience in Risk and/or Finance is a plus)
• Strong data analytics, critical thinking, and problem-solving skills to manage end-to-end cycle of data quality issues while navigating through various systems
• Proven ability to be attentive to details and provide in-depth analysis to clearly define and interpret data quality issues and initiate strategic fixes
• Excellent verbal and written communication skills while working with counterparts in different areas and maintaining strong collaboration to build partnerships
• Effective time management skills to anticipate and balance the team’s deliverables with the needs of multiple stakeholders
• High competency level in MS Access/Excel/PowerPoint
• Experience in Tableau is a plus, but not required
• Knowledge in various financial products is also an advantage

Education:

• 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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