Job Information
Citigroup AVP - Market Risk Data Manager (Hybrid) in City of Taguig, Philippines
The Market Risk Reporting Manager 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 CitiRisk Market Risk (CRMR). These market risk data cover Monte Carlo and Historical Value at Risk (VaR), Fundamental Review of Trading Book (FRTB), Global Scenario Stress Testing (GSST), Permitted Product List (PPL), Product Model Mapping (PMM), and Critical Data Elements (CDE).
In this role, you should be responsible for:
· Lead a team that performs Data quality review of market risk data focusing on Permitted Product List (PPL) and Product Model Mapping (PMM) data attributes and permissions. Responsibilities include: 1) Performing root cause analysis of data quality issues and identification of strategic fixes to address them; 2) Coordinating the implementation of strategic fixes identified which will undergo User Acceptance Testing (UAT) and sanity checks after release to production; and 3) Documenting and tracking of the data quality issues as part of Data Concern Remediation Management (DCRM) process
· Prepare and conduct presentations directed to upper management regarding various statistics, updates on data quality issues, and points for escalation
· Deliver regular and time-sensitive ad-hoc deliverables as part of the requirements needed by regulators, 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
· Execute reconciliations and other internal controls to detect and remediate data quality issues related to PPL and PMM.
· Develop an understanding of market risk factors that affect VaR, market risk limits, & stress testing.
As a candidate, ideally you should have the following skills and qualifications:
5-7 years of experience in Data Quality analysis (experience in Risk and/or Finance is a plus)
Strong data analytics, critical thinking, and problem-solving skills to manage end-to-end cycle of data quality issues while navigating through various systems
Proven ability to be attentive to details and provide in-depth analysis to clearly define and interpret data quality issues and initiate strategic fixes
Excellent verbal and written communication skills while working with counterparts in different areas and maintaining strong collaboration to build partnerships
Effective time management skills to anticipate and balance the team’s deliverables with the needs of multiple stakeholders
High competency level in MS Access/Excel/PowerPoint
Experience in Tableau is a plus, but not required
Knowledge in various financial products is required
Education:
Minimum Bachelors/University degree or equivalent required; MS/MBA or equivalent preferred.
Degree in Finance, Business Administration, Economics, or Statistics preferred.
Job Family Group:
Risk Management
Job Family:
Risk Reporting
Time Type:
Full time
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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.
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Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
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