Citi Group Officer - Market Risk Control Data Analytics Analyst 

Philippines, Taguig 

616968606

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 MSAccess/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)

Time Type:

View the " " poster. View the .

View the .

View the