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Historical Data Management (HDM) team within Market & Counterparty Risk Analytics (MCRA) is responsible for Data Governance, the Target State Operating model, and the Historical Data Storage system to provision financial markets, macroeconomic and consensus data for risk models’ usage across market risk, credit risk, treasury risk, scenario design and expansion processes to meet risk management requirements and regulatory expectations.
The HDM engineering work stream will lead the effort to:
Manage historical market factor time-series across all products and all regions related to Market Risk IMA and Counterparty Risk IMM models. This includes defining market data sources, collecting data, validating data, and developing data cleansing logics.
Ensure that cleaned market factor data can meet regulatory requirements and can be used as the inputs for Citi’s IMA and IMM models.
Define market data sources and manage the Historical Data Storage system including design of data quality control and enhancement logic.
Develop and enhance quantitative methods for measuring and analysing the quality of historical market data used by various models across all Risk Modelling Analytics and Enterprise Scenario groups’ teams.
The Market Data Management Workflows Manager’s responsibilities include:
Taking ownership of several workflows in the Historic Data Management team.
Managing the work of team members involved in owned workflows and training of junior team members.
Identifying and assigning project tasks based on the skill set, experience, and strengths of team members.
Leading and supervising quantitative data analysis, including the preparation of statistical and non-statistical data exploration, data validation, and the identification of data quality issues.
Coordinating the reporting of major data quality issues and the subsequent follow up with the recommended actions.
Developing detailed project plans based on the current data system state reflected in data reports and making recommendations addressing business needs.
Monitoring project implementation performance to ensure timely delivery and creating project status reports for internal team needs.
Developing excellent leadership, internal customer relationships and communication skills to liaise effectively with all market data system stakeholders.
Designing data solutions and analytics solutions and creating formal documentation for developed systems.
Observing system reports and taking required actions, working with supporting Technology teams to address issues.
Introducing process automation of data extraction and data pre-processing tasks.
Coordinating ad-hoc data analyses to improve core processes, and the design and maintenance of complex data manipulation.
Optimizing monitoring systems, documenting optimization solutions, and presenting results to non-technical audiences.
Writing formal documentation using technical vocabulary.
Conducting presentations to various stakeholders.
Qualifications:
Educated to postgraduate level, with an excellent academic record in a quantitative field (e.g. econometrics, statistics, data science, computer science, quantitative finance, mathematics, etc.). Master or higher degree is strongly preferred.
10+ years of relevant working experience (technology or data science area) for Banking or Insurance companies or Consulting clients in these industries.
Project management experience is a key requirement.
Experience of work coordination of programmers / data scientists (especially in Python & SQL, knowing. R, Matlab, VBA, may help but is not essential),
Experience of one or more of the following is an advantage: Project Management Certificates, Agile Methodology, Systems Design, Data Architecture, Project Reengineering, Risk and Finance Data Management.
Keen interest in banking and finance, especially in the field of Risk Management.
Proficiency in inventory control and process improvement.
Consistently demonstrates clear and concise written and verbal communication skills.
Self-motivated and detail oriented.
Demonstrated project management and organizational skills and capability to handle multiple projects at one time.
We Offer:
By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:
Private Medical Care Program
Life Insurance Program
Pension Plan contribution (PPE Program)
Employee Assistance Program
Paid Parental Leave Program (maternity and paternity leave)
Sport Card
Holidays Allowance
Sport and team recreation activities
Special offers and discounts for employees
Access to an array of learning and development resources
A discretional annual performance related bonus
A chance to make a difference with various affinity networks and charity initiatives
Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities
Risk ManagementRisk Analytics, Modeling, and Validation
Time Type:
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