The Market Risk Reporting Officer 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 Citi Risk Market Risk (CRMR). These market risk data cover Monte Carlo and Historical Value at Risk (VaR), Fundamental Review of Trading Book (FRTB), Global Systematic Stress Testing (GSST), Permitted Product List (PPL), Product Market Model (PMM), and Critical Data Elements (CDE).

In this role, you should be 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 Value-at-Risk (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

As an ideal candidate, you should have the following qualifications:

• 5+ years of experience in Experience in Risk and/or Finance is a must
• Data Quality Analysis is a plus
• A high competency level with MS Access/Excel/PowerPoint; familiarity with SQL and Tableau is 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 problem-solving abilities

• Amenable to work AU Shift 6:30am to 3:30pm SGT (can be flexible)

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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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