Officer, Market Risk Data Management Intermediate Analyst (Hybrid)

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here.  At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks.  We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning.  You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

Shape your Career with Citi

• Citi’s Risk Management organization oversees risk-taking activities and assesses risks and issues independently of the front line units.  We establish and maintain the enterprise risk management framework that ensures the ability to consistently identify, measure, monitor, control and report material aggregate risks

• Historical Data Management (HDM) team within Market & Counterparty Risk Analytics (MCRA) is responsible for Data Governance, Target State Operating model, and Historical Data Storage system to provision financial market, macroeconomic and consensus data for risk models usage across market risk, credit risk, treasury risk, scenario design and expansion processes to meet risk management requirements and regulatory expectations.

HDM team partners with Risk Technology and MCRA modelling teams to design, implement, and optimize the market data management process using big data technology for data ingestion, data processing, data integration, data lake storage and data analytics.The HDM engineering work stream will lead the effort to:

• Manage historical market factor time-series across all products and all regions related to Market Risk IMA and Counterparty Risk IMM models. This includes defining market data sources, collecting data, validating data, and developing data cleansing logics.

• Ensure that cleaned market factor data can meet regulatory requirements and can be used as the inputs for Citi’s IMA and IMM models.

• Define market data sources and manage Historical Data Storage system including design of data quality control and enhancement logic.

• Develop and enhance quantitative methods for measuring and analyzing quality of historical market data which are used by various models across all Risk Modelling Analytics and Enterprise Scenario groups’ teams.

• Team workflows include BAU work including but not limited to data quality analyses and assurance, as well as involvement in strategic projects such as system redesign and improvement, process improvement, organizational change, new data onboarding, data resourcing and migrations.

We’re currently looking for a high caliber professional to join our team as Officer,  Market Risk Data Management Intermediate Analys​t- Hybrid (Internal Job Title: Model / Analys / Valid Intermediate Analyst – C11) based in Taguig, Philippines.  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:

• Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country.

• We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world.

• We empower our employees to manage their financial well-being and help them plan for the future.

• Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.

• We have a variety of programs that help employees balance their work and life, including generous paid time off packages.

• We offer our employees resources and tools to volunteer in the communities in which they live and work. In 2019, Citi employee volunteers contributed more than 1 million volunteer hours around the world.

In this role you are expected to:

• Conducting quantitative data analysis, including preparation of statistical and non-statistical data exploration, data validation, and identification of data quality issues.

• Report major data quality issues and follow up with the recommended actions.

• Analyzing and interpreting data reports, making recommendations addressing business needs.

• Work with project management team to ensure timely delivery of the project.

• Creating formal documentation for developed system, observing system reports and take actions, work with supporting Technology teams to address issues.

• Optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences; write formal documentation using technical vocabulary.

• Introducing process automation of data extraction and data pre-processing tasks, performing ad-hoc data analyses to improve the processes, design and maintain complex data manipulation processes, and provide documentation and presentations.

• Help in training of junior quantitative analysts, sometimes also contributing to organization of their work, which may potentially include managing of junior team members.

Qualifications:

• Educated to bachelor’s level, with an excellent academic record in a quantitative field (e.g. mathematics, physics, computer science, statistics, econometrics, quantitative finance, etc.). Master or higher degree is a plus.

• 1-2 years of relevant working experience, financial risk area is preferred.

• Programming experience with statistical analysis methods (team uses Python + SQL, knowing other languages, e.g. R, Matlab, VBA, may help but is not essential),

• Experience of one or more of the following is an advantage but not essential: risk management practices and procedures; numerical methods; Monte Carlo simulations; statistical hypotheses testing, derivative pricing and exotic products.

• Keen interest in banking and finance, especially in the field of Risk Management.

• Consistently demonstrates clear and concise written and verbal communication skills.

• Demonstrated project management and organizational skills and capability to handle multiple projects at one time.

• Must be willing to work on EMEA Shift

Working at Citi is far more than just a job. A career with us means joining a family of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact. Take the next step in your career, apply for this role at Citi today https://jobs.citi.com/dei

C11

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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