Job Information
Citigroup Officer - Market Risk Control and Data Analytics Analyst in City of Taguig, Philippines
The Market Risk Reporting Officer will be part of the Market Risk Control and Data Analytics (MRCDA) team and will play a key role in ensuring the integrity of Citi’s market risk data. The team performs data analytics procedures such as reconciliations, monitoring, gap analysis, sensitivity analysis, issues investigation and remediation on information that feeds into Citi Risk Market Risk (CRMR). These market risk data cover Monte Carlo and Historical Value at Risk (VaR), Fundamental Review of Trading Book (FRTB), Global Systematic Stress Testing (GSST), Permitted Product List (PPL), Product Market Model (PMM), and Critical Data Elements (CDE).
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 MS Access/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)
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 Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) .
View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP_EEO_Supplement_Final_JRF_QA_508c.pdf) .
View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo_aa_policy.pdf) .
View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp_%20English_formattedESQA508c.pdf)
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.