Job
Description
Role Overview: You will be part of the Counterparty Credit Risk Data Analytics Team, responsible for analyzing security movements, trade volume, and exposure trends to identify and address data quality issues affecting exposure calculations. Your role will involve collaborating with Counterparty Risk Analytics, Credit Risk Management, Governance teams, and Technology to enhance the integrity of factors, processes, and systems influencing data quality. The team comprises risk professionals with expertise in key attributes essential for accurate exposure calculations on Derivatives (OTC) and Securities (SFT) products, including knowledge of systems, exposure calculations, transaction data, securities, and market data. Key Responsibilities: - Conduct daily analysis on key factors and business data related to securities products, liquidity, and concentration exposure calculations - Proactively identify potential business issues in credit risk exposure calculations, such as Liquidity and Readily Marketable, Pre-settlement, and Net Stressed exposures - Maintain reasonability checks on critical risk/finance attributes - Assist in determining critical data elements for key risk processes in collaboration with consumers - Establish new risk data quality processes based on client requirements - Serve as a Subject Matter Expert (SME) to senior stakeholders and team members - Focus on resolving data quality issues - Present findings, analysis, and recommendations to senior management - Demonstrate the ability to work with minimal direct supervision - Develop tools, systems, and procedures for identifying potential issues - Advocate for more effective use of existing tools and processes while eliminating ineffective ones - Provide training and guidance to team members - Monitor the progress of data quality projects, including technology initiatives and issues for management resolution Qualification Required: - Bachelor's/University degree; Master's degree preferred - 8+ years of relevant experience in exposure calculation knowledge, including PSE (SFT or OTC), NSE, and security or market knowledge - Comprehensive understanding of Business and Risk data, including Risk data elements, source systems flows, and systems used in securities and trading products - Approximately 5 years of banking experience with a strong grasp of Credit Risk, Exposure calculations, and technical background - Knowledge of OTC, SFT, and Cash products - Proven track record in successful project management of multiple priorities and effective collaboration with demanding business partners Additional Company Details: This position offers an opportunity to work with Citi's enterprise Credit Risk systems and exposure to various departments such as Institutional Credit Management, Senior Credit Risk and Business Management, Risk Analytics, Margining Group, Financial Control, and Front Office Technology. It also provides a platform to enhance Risk product knowledge and develop robust analysis and management skills. Role Overview: You will be part of the Counterparty Credit Risk Data Analytics Team, responsible for analyzing security movements, trade volume, and exposure trends to identify and address data quality issues affecting exposure calculations. Your role will involve collaborating with Counterparty Risk Analytics, Credit Risk Management, Governance teams, and Technology to enhance the integrity of factors, processes, and systems influencing data quality. The team comprises risk professionals with expertise in key attributes essential for accurate exposure calculations on Derivatives (OTC) and Securities (SFT) products, including knowledge of systems, exposure calculations, transaction data, securities, and market data. Key Responsibilities: - Conduct daily analysis on key factors and business data related to securities products, liquidity, and concentration exposure calculations - Proactively identify potential business issues in credit risk exposure calculations, such as Liquidity and Readily Marketable, Pre-settlement, and Net Stressed exposures - Maintain reasonability checks on critical risk/finance attributes - Assist in determining critical data elements for key risk processes in collaboration with consumers - Establish new risk data quality processes based on client requirements - Serve as a Subject Matter Expert (SME) to senior stakeholders and team members - Focus on resolving data quality issues - Present findings, analysis, and recommendations to senior management - Demonstrate the ability to work with minimal direct supervision - Develop tools, systems, and procedures for identifying potential issues - Advocate for more effective use of existing tools and processes while eliminating ineffective ones - Provide training and guidance to team members - Monitor the progress of data quality projects, including technology initiatives and issues for management resolution Qualification Required: - Bachelor's/University degree; Master's
