AVP - Market Risk Data Senior Analyst (Hybrid)

Posted:
8/28/2024, 2:36:09 AM

Location(s):
Taguig, Metro Manila, Philippines ⋅ Metro Manila, Philippines

Experience Level(s):
Senior

Field(s):
Business & Strategy ⋅ Data & Analytics

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here.  At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks.  We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning.  You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

Shape your Career with Citi

  • Citi’s Risk Management organization oversees risk-taking activities and assesses risks and issues independently of the front line units.  We establish and maintain the enterprise risk management framework that ensures the ability to consistently identify, measure, monitor, control and report material aggregate risks.

We’re currently looking for a high caliber professional to join our team as Assistant Vice President, Market Risk Data Senior Analyst- Hybrid (Internal Job Title: Risk Reporting Senior Analyst   C12) based in Taguig, Philippines.  Being part of our team means that we’ll provide you with the resources to meet your unique needs, empower you to make healthy decision and manage your financial well-being to help plan for your future.  For instance:

  • Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country.

  • We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world.

  • We empower our employees to manage their financial well-being and help them plan for the future.

  • Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.

  • We have a variety of programs that help employees balance their work and life, including generous paid time off packages.

  • We offer our employees resources and tools to volunteer in the communities in which they live and work. In 2019, Citi employee volunteers contributed more than 1 million volunteer hours around the world.

In this role, you’re expected to:

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 Citi Risk Market system.  This data is used for market risk limit reporting, VaR, Stress VaR, Historical VAR and other regulatory calculations.

Position Responsibilities:

  • 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).

As a successful candidate, you’d ideally have the following skills and exposure:

  • 6+ years of experience in market risk & data quality analysis. Experience in other fields of 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

  • Candidate must be willing to work on EMEA shift

  • Candidate must be proficient in SQL

Working at Citi is far more than just a job. A career with us means joining a family of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact. Take the next step in your career, apply for this role at Citi today https://jobs.citi.com/dei

    ------------------------------------------------------

    Job Family Group:

    Risk Management

    ------------------------------------------------------

    Job Family:

    Risk Reporting

    ------------------------------------------------------

    Time Type:

    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. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

    View the "EEO is the Law" poster. View the EEO is the Law Supplement.

    View the EEO Policy Statement.

    View the Pay Transparency Posting