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The Market Risk Reporting Senior Analyst 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:

• Data quality review and issues remediation of market risk data used for Trading Book Risk Weighted Assets (RWA), Monte Carlo Value-at-Risk (VaR), Interest Rate Risk (IRR) in the Banking Book, Fundamental Review of the Trading Book (FRTB), Historical VaR (HVaR), and Global Systemic Stress Testing (GSST).

• Execute reconciliations, adjustments and other internal controls for Market Risk. This includes monitoring sensitivities, calculated results and conducting analysis on outliers that may indicate a data quality issue exists that needs remediation.

• Perform root cause analysis on data quality issues and identification of corresponding strategic resolution.

• Documents and tracks data quality issues as part of Data Concern Remediation Management (DCRM) process.

• Managed complex issues and escalates material data quality issues to Senior Management.

• Demonstrates ability to Lead projects and/or offer solutions at an advanced level, for assigned operations area.

• Ensures complete process inventory and desktop manuals are up to date and accurate.

• Prepares and conduct presentations directed to senior 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.

• Has an in-depth understanding of market risk factors and attributes which affect Monte Carlo and Historical Value at Risk (VaR), Fundamental Review of Trading Book (FRTB), Global Scenario Stress Testing (GSST).

Ideally, you should have the following qualifications

• At least 7 years knowledge in various financial products is required.

• Experience in Data Quality analysis (experience in Risk and/or Finance is a plus).

• High competency level in MS Access/Excel/PowerPoint.

• 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.

• Experience in Tableau is a plus, but not required.

• Amenable to work on Asia or Australia Shift.

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

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.

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Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.