Market Risk Data Analyst, Citi

Citi

Location:
Philippines, Taguig

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

The Market Risk Data 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).

Job Responsibility:

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 VaR (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

Requirements:

5+ years of experience in Data Quality Analysis. Experience in Risk and/or 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
Amenable to work EMEA Shift 12 NN to 9 PM

What we offer:

Programs and services for your physical and mental well-being including access to telehealth options, health advocates, and confidential counseling
Expanded Paid Parental Leave Policy
Resources and tools to plan for financial well-being and the future
Access to learning and development resources to broaden and deepen career skills and knowledge
Generous paid time off packages
Opportunities and support for volunteerism in communities

Additional Information:

Job Posted:
May 07, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Market Risk Data Analyst