VP - Market Risk Data Manager (Philippines- Hybrid)

The Market Risk Control and Data Analytics team plays a key role in the integrity of Citi’s Market Risk Data Quality.  The team performs data quality and analysis of information that feeds the CitiRisk Market system.  This data is used for market risk limit reporting, VaR, Stress VaR, Historical VAR and other regulatory calculations. 

Position Responsibilities:

• Lead a team of data analysts 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 businesses in Citi’s Banking Book.
• Escalate and follow up on reconciliation 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.
• Use data quality tools such as data profiling to determine broad data issues impacting CCAR and Volcker reporting and follow up with appropriate contacts.
• The team will focus on supporting data for a broad set of trading businesses within a specific region or region(s)

Qualifications:

• 6+ years of experience in market risk & data quality analysis. Experience in other fields of Finance 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 data analysis skills.
• A high competency level with MS Access/Excel/PowerPoint
• Strong problem solving abilities

Education:

• Minimum Bachelors/University degree or equivalent required; MS/MBA or equivalent is a plus.
• Degree in Finance, Business Administration, Economics, Statistics preferred

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Job Family Group:

Risk Management

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Job Family:

Risk Reporting

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Time Type:

Full time

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