officer - market risk Data Analyst (hybrid) rohq - risk managementCitigroup

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.
Position Responsibilities:
Data analysts will be responsible for the data quality review and remediation of market risk data including:
Stress Testing data and results, Fundamental Review of the Trading Book (FRTB) sensitivities and Historical Value-at-Risk (HVaR) 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:
4+ 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
Experience with Tableau is preferred
Strong problem solving abilities
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 .
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Citigroup

Taguig City, Metro Manila
Permanent
Full-time