Market Risk Control Data Analyst

3 days ago


Taguig, National Capital Region, Philippines Citigroup Inc. Full time
About the Role

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 crucial 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).

The successful candidate will have 5+ years of experience in Data Quality Analysis, with a strong background in Risk and/or Finance. They will possess excellent communication skills, both verbal and written, and be able to interact successfully with business partners, technology teams, and technical infrastructure groups.

Responsibilities:
  1. 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).


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