Job
Description
As a Price Risk Data Pune Lead within Citi Markets COO, your primary responsibility will be to support the Price Risk book of work and data controls team. This role involves enhancing the completeness, accuracy, and timeliness of valuations and risk sensitivities data calculated and provided by Markets. You will be an integral part of a Markets Price and Credit Risk Data team, collaborating to design, define, and implement data controls across Price Risk Data while leveraging your subject matter expertise to offer sustainable and functional solutions. The objective is to drive transformation in risk and control processes to mitigate poor data quality risk effectively. Your role will necessitate a comprehensive understanding of Price Risk processes encompassing inventory, valuations, controls, market risk processes such as Value-at-Risk (VaR) and Stress-testing, model risk, product control (P&L explain), Independent Price Verification (IPV), and Citis data flows supporting risk and valuations across all asset classes in Markets. Additionally, you will be required to establish and nurture a data risk and control team in Pune to facilitate data analytics for the successful execution of program deliverables. Leading engagements with Internal Audit and regulators will also be part of your responsibilities. One of the key aspects of your role will be to collaborate with various stakeholders like Trading Desks, Markets Risk and Control, Quants, Technology, Risk Management, and Finance to resolve data quality issues. You will play a crucial role in implementing a best-in-class target state control framework, monitoring and reporting on key data quality metrics, and indicators. Furthermore, you will work towards recruiting and developing a skilled data controls team, assessing existing data quality controls, and recommending enhancements. In terms of qualifications, you should possess 15+ years of experience in Market Risk Management, Product Control, or product valuation with a focus on First Line and/or Second Line functions. Strong communication skills, the ability to handle complexity, ambiguity, and a fast-paced environment, along with proficiency in data analysis and risk mitigation strategies, are essential for this role. Proficiency in Excel is a must, and familiarity with Python, SQL, and digital tools would be advantageous. Additionally, project management skills, change capabilities, and the ability to multitask and prioritize effectively are crucial attributes. A Bachelor's/University degree or equivalent experience is required, while a Master's degree is considered a plus. This role offers the chance to build a global network, a long-term career path, competitive compensation, benefits, and flexible work arrangements. If you are someone with a disability requiring reasonable accommodations, we encourage you to review Citi's Accessibility policy and EEO Policy Statement to ensure an inclusive application process.,