Market Risk Management and Analytics Professional
3 days ago
Citigroup Inc. is seeking a highly skilled professional to join our team as an Officer, Market Risk Control and Data Analytics Intermediate Analyst. This role is critical in ensuring the integrity of our market risk data, which feeds into CitiRisk Market Risk (CRMR).
The ideal candidate will be responsible for performing data analytics procedures such as reconciliations, monitoring, gap analysis, sensitivity analysis, issues investigation, and remediation. 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).
Responsibilities:- 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 (HVár), 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.
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Risk Analytics and Control Officer
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