The Data Analysis and Risk Control team is part Finance and Risk Infrastructure within Franchise and Risk Data Services. The team plays a key role in the integrity of Client's Basel regulatory risk based capital calculations across a number of legal entities.
The team is responsible for the quality of market risk information that feeds CitiRisk Market Risk system which is used for market risk limit reporting, VaR, Stress VaR and other regulatory capital calculations.
- Execute reconciliations and other internal controls as determined by the management team
- Follow up on reconciliation breaks in a timely manner
- Review data quality scorecards and analyze results on large data sets
- Complete requests from market risk management and DARC management
- Perform data tracing reviews between systesm and reports – data mapping.
- Some short term project involvement with communication to stakeholders ensuring key target dates are met.
This position will give the individual exposure to market risk for products traded in every region and in nearly every market as well as exposure to senior market risk management, the front office, middle office, risk analytics and financial control within Client.
- Project management skills
- 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
- Ability to work with various organizations
- Ability to work on various projects
- High level of attention to detail
- Good client focus
- Bachelors degree, 3+ years in Data Management or Financial Services Industry
- Experience of exerting influence in order to ensure that deliverables are met
- Market Risk knowledge- factor sensitivities (Greeks), Value at Risk methodologies a plus
- A proven track record of managing multiple priorities and dealing effectively with demanding business partners
- Experience working in a fast paced environment with daily deadlines.
Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.