Job Description

The Market Risk Control and Data Analytics team plays a key role in the integrity of Citi’s Market Risk Data Quality. The team performs data quality and analysis of information that feeds the CitiRisk Market system. This data is used for market risk limit reporting, VaR, Stress VaR, Historical VAR, FRTB and other regulatory calculations.

Responsibilities:

• Senior data analyst will be responsible for the data quality review and remediation of market risk data including:

• Stress Testing data and results, Monte Carlo Value-at-Risk (VaR) utilized in calculating the firm’s capital requirements

• This includes monitoring sensitivities, calculated results, performing controls and conducting analysis on outliers that may indicate a data quality issue exists that needs remediation

• Develop, leverage, and maintain relationships across varying levels of management and function to ensure a high degree of accuracy in Citigroup’s market risk sensitivities and calculations provided for CCAR and Volcker reporting.

• Execute reconciliations and other internal controls for businesses in Citi’s Banking Book.

• Escalate and follow up on reconciliation breaks in a timely manner.

• Perform root cause analysis for data quality issues.

• Develop an understanding of market risk factors that affect VaR, market risk limits, & stress testing.

• Use data quality tools such as data profiling to determine broad data issues impacting CCAR and Volcker reporting and follow up with appropriate contacts.

• The team will focus on supporting data for a broad set of trading businesses within a specific region or region(s).

Qualifications:

• 5-7 years of experience in Data Quality Analysis. Experience in Risk and/or Finance a plus.

• Time management skills and an ability to work in a high-paced environment

• Strong verbal and written communication skills

• Excellent people skills: ability to interact successfully with business partners, technology teams, our technical infrastructure groups and technology managers.

• Strong data analysis skills.

• A high competency level with MS Access/Excel/PowerPoint

• Experience with Tableau is preferred

• Strong problem solving abilities

Education:

• Bachelor’s/University degree or equivalent experience

Job Family Group:

Risk Management

Job Family:

Risk Reporting

Time Type:

Full time

Primary Location:

Getzville New York United States

Primary Location Full Time Salary Range:

$77,280.00 - $115,920.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Anticipated Posting Close Date:

Jun 17, 2024

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.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) .

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View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp_%20English_formattedESQA508c.pdf)

Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.