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 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
Assists in the remediation of Audit and Regulatory feedback on issues and concerns
Perform data remediation via adjustments to resolve on data quality issues impacting market risk.
Report Data Quality issues through Citi’s corresponding Data/Issue management process.
Liaise with other areas of the firm to understand data challenges and solutions. Supports identification of data quality rules, thresholds, and other business requirements
Escalate and follow up on variance threshold 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.
Support senior management strategic vision
Appropriately assess risk when business decisions are made, demonstrating consideration for the firm’s reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable rules, laws, and regulations, adhering to Policy, applying sound ethical judgement regarding personal behavior, conduct and business practices, and escalating managing and reporting control issues with transparency
The team will focus on supporting data for a broad set of trading businesses within a specific region or region(s)
Qualifications:
5-8 years of experience, Banking or Finance industry preferred
Strong analytical skills and attention to detail
Time management skills and an ability to work in a high-paced environment
Optimizes work processes by knowing the most effective and efficient processes to get things done, with a focus on continuous improvement
Strong data analysis skills.
Proficient knowledge in using data management and analysis tools including Microsoft applications (MS Access, Excel, PowerPoint)
Intermediate proficiency in System Query Language (SQL)
Working knowledge of Tableau (report consumer, developer, etc.)
Strong problem solving abilities
Anticipates and balances the needs of multiple stakeholders, while monitoring tight deadlines or unexpected requirement changes
Excellent people skills: ability to interact successfully with business partners, technology teams, our technical infrastructure groups and technology managers.
Collaborates effectively by building partnerships and working well with others to meet shared objectives
Education:
Bachelor's/University degree
Risk ManagementFull timeGetzville New York United States$77,280.00 - $115,920.00