Citi Group VP Risk Reporting Officer Hybrid 

Philippines, Taguig 

207706578

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At, 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

C13) 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.

Position Responsibilities:

• Responsible for the data quality review and remediation of market risk data including:

  • Monte Carlo VaR and Stress VaR, 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)

• Manage change initiatives for Market Risk Control and Data Analytics

• Provide support to Market Risk Control and Data Analytics CRMR DQ lead on projects and other team deliverables

Qualifications:

• 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 MSAccess/Excel/PowerPoint

• Strong problem solving abilities

Education:

• Minimum Bachelors/University degree or equivalent required; MS/MBA or equivalent is a plus.

• Degree in Finance, Business Administration, Economics, Statistics preferred

Time Type:

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