Counterparty Credit Risk Data Analytics Team analyses trade volume and exposure trends to identify and address data quality issues that impact exposure calculations. This is accomplished by working closely with our partners in Counterparty Risk Analytics, Credit Risk Management and Technology to improve the integrity of the factors, processes and systems that impact data quality. The team is comprised of risk professionals with subject matter expertise of the key attributes that are critical for effective exposure calculations (PSE, NSE) on Derivatives (OTC) and Securities (SFT) products. This includes knowledge of systems, exposure calculations, transaction data and market data.
The proactive identification and improvement of Risk data quality through analysis of key risk inputs and exposure measurements.
Perform risk data quality analysis and address potential risk process and exposure calculation improvements across multiple businesses: Risk Management, IT, Finance, Front Office etc. specializing in Over-The-Counter Traded Derivatives (OTC) and Securities Finance Transactions (SFT) products.
Key responsibilities:
- Perform daily analysis on key factors and business data focused on securities products and attributes, liquidity, concentration exposure calculation.
- Proactive identification of potential business issues in credit risk exposure calculations (Liquidity and Readily Marketable, Pre-settlement, Net Stressed).
- Assist in identification of critical data elements for key risk processes in partnership with consumer.
- New risk data quality processes setup based on the Clients requirements.
- Acts as SME to senior stakeholders and /or other team members
- Presents findings/analysis and make recommendations to senior. management.
- Develop tools, systems, procedures for potential issues identification.
- Promotes more effective use of existing tools and processes (and eliminate those that are not used or are ineffectual).
Development Value:
The position provides an opportunity to work with Citi’s enterprise Credit Risk systems. The position provides an exposure to Institutional Credit Management, Senior Credit Risk and Business Management, Risk Analytics, Margining Group and Financial Control as well as Front Office Technology. It also offers a good platform to enhance Risk product knowledge and develop strong analysis and management skills.
Knowledge/ Experience:
- A comprehensive knowledge of Business, Risk data, including Risk data elements and systems across securities and trading products.
- A total of around 5 years banking experience with good understanding of Credit Risk and Exposure calculations.
- OTC, SFT, Cash products knowledge required.
- A proven track record of successful project management of multiple priorities and dealing effectively with demanding business partners.
Skills:
- Strong data analysis skills and high level of attention to details.
- Strong verbal and written communication skills.
- Excellent people skills and client focus: ability to interact successfully with regulators, business partners, technology teams, our technical infrastructure groups and technology managers.
- A high competency level with Tableau, MS Access/Excel/Project and SQL.
- Ability to work on multiple tasks with conflicting demand/timelines.
Qualifications:
- 3-8 years of experience
- This position requires excellent analytical and business strategy skills.
- Project and process management skills.
- Experience with a prior focus in financial services analytics.
- Solid organizational skills and ability to manage multiple projects at one time.
- Self-starter who also has a demonstrated ability to work successfully in team environment and drive.
- Bachelors/University degree, master’s degree preferred.
- Risk/Finance/Accountancy/IT/Other.
We offer:
- Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls.
- Cooperation with a high quality, international, multicultural and global team.
- Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success.
- Management supporting balanced and agile work (flexible working hours, home office).
- Attractive benefits package (Benefit System, medical care, pension plan etc.).
- A chance to make a difference with various affinity networks and charity initiatives.
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
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Job Family Group:
Decision Management
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Job Family:
Business Analysis
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Time Type:
Full time
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Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
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