SVP - Market Risk Data Production Manager (Hybrid)

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We’re currently looking for a high caliber professional to join our team as Senior Vice President, Market Risk Data Production Manager – Hybrid (Internal Job Title: Risk Reporting Group Manager - C14) based in Taguig City.  Being part of our team means that we’ll provide you with the resources to meet your unique needs, empower you to make healthy decision and manage your financial well-being to help plan for your future.  For instance:

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The APAC Risk Reporting Manager within the Enterprise Data Office's (EDO) Market Risk Data and Technology function will be accountable for the day-to-day production and execution of the data quality (DQ) control framework for Market Risk in the APAC region.

This role reports to the Global DQ Head of Market Risk data execution overseeing the CitiRisk Market (CRMR) application. The Market Risk datasets are used to generate critical reports and data used in 2nd line of defense (2nd LoD)'s limit monitoring, trader mandate compliance, and capital calculations.

In this role, you are expected to:

• Manages a department of data analysts in the EMEA region and is responsible for the daily integrity of Market Risk data by executing DQ controls and DQ remediation
• Scope of oversight includes risk factor sensitivities and other risk measures used in production of Trading Book Risk Weighted Assets (RWA), Monte Carlo Value-at-Risk (VaR), Interest Rate Risk in the Banking Book, Fundamental Review of the Trading Book Standardized Approach (FRTB SA), Historical VaR (HVaR), and Global Systemic Stress Testing (GSST)
• Partners with cross-Risk functions including Risk Technology, Risk Reporting, Risk Analytics  to ensure strong data quality control, issue management and remediation, and effective control monitoring
• Responsible for the effective management and maintenance of the Market Risk Business and Geography Hierarchy, which is a critical component into IRM's effective monitoring of trade activity
• Partners cross-functionally to ensure a strong Risk and Control environment for the Market Risk data processes by supporting Regulatory, Audit, and Compliance monitoring activities
• Participates in preparing periodic and/or time-sensitive ad-hoc deliverables to the regulators and senior managements, closely working with cross-functional partners
• Supports Global DQ Head in the development and implementation of Citi’s overarching risk information strategy, and assist in defining (and refining) strategies for near- and long-term improvements to the global reporting infrastructure.

Ideally, you should have the following qualifications:

• 10+ years of experience in Risk, Finance or related fields.
• Experience in managing a team composed of members with varying seniority.
• Experience in data and/or reporting focused roles is a plus.
• Knowledge of banking/financial products, trading and market risk is a must
• Advanced Business Analyst skills including knowledge of Microsoft Access databases, Microsoft Excel and other Office software is required.
• SQL, VBA and/or other reporting software experience is a plus.
• Strong communication skills, including verbal, written and presentation.
• Demonstrated ability to independently and effectively work with all levels of management and across functions to accomplish goals.
• Comparable experience from non-banking industries for other-wise qualified individuals will be considered.

Education:

• Minimum Bachelors/University degree or equivalent required; MS/MBA or equivalent preferred.
• Degree in Finance, Business Administration, Economics, or Statistics preferred.

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