Business Analyst

• Liaise with stakeholders across the Risk and Front Office Technology, Counterparty Risk Management, Finance and Front Office business organizations, and external Market Regulators to assemble business requirements for Counterparty Risk Technology projects
• Manage expectations of various stakeholder groups and help negotiate solutions to complex problems
• Project manage complex Counterparty Credit Risk projects end to end
• Accurately record, maintain, and report Program/Project management tracking data such as milestones via Citi’s internal project tracking systems
• Help assemble/manage detailed documentation covering Counterparty Risk calculations and other processing, to be used to discuss technology implementation details with the Business users and Market Regulators
• Create flow diagrams, structure charts, and other types of system or process representations
• Facilitate and drive project meetings with both business and technology teams
• Develop and review test scripts with business users as well as technology teams for System, User and Impact testing
• Understand, analyze, and explain counterparty exposures on trading books to users
• Investigate Pre-settlement Exposure(PSE)/RC/EAD/PD/LGD/RWA and related calculations for internal risk management and BASEL regulatory capital reporting
• Ability to trace changes in day to day exposures to changes in markets, books and/or legal agreements
• Develop excel prototypes to demonstrate and analyze risk calculations

• Overall 4-8 Yrs as Business Analyst
• Experienced in Business Analysis and SDLC
• Project Management experience a key advantage
• 4+ years experience in the Capital Markets domain
• Understanding of the mechanics and life cycle of derivatives products, including Options, Futures, Forwards and Swaps is mandatory
• Knowledge of Securities Financing Transactions (SFT) products an advantage
• Experience working with global teams across time zones
• Proficiency in MS Office (Word, Excel, Visio, PowerPoint)
• Data Analysis capabilities (Database or Spreadsheet), with extensive experience using Excel required and strong SQL hands-on for data analysis
• Excellent verbal and written English
• Ability to collaborate effectively in a large global team
• Ability to take ownership and proactively follow up on issues
• Ability to work well under pressure, to agreed and often challenging deadlines
• Strong organization skills

• Knowledge of Securities Financing Transactions (SFT) products
• Project Management experience
• FRM/CFA or other Financial mathematics degree or certification
• Master's degree

Citi is an equal opportunity employer