Counterparty Credit Risk Data Analyst

Job Id: 23696183

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 (PFE, NSE, FS) 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.

Responsibilities:

• Proactive identification of potential issues in credit risk exposure calculations (Potential future exposure).
• Perform Variance analysis on key risk product, portfolios, and business data
• Maintain reasonability checks on crucial risk/finance attributes and calculations.
• Assist in identification of critical data elements for key risk processes in partnership with consumers.
• Has the ability to operate with a limited level of direct supervision.
• 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).
• Provide training and guidance to other team members.
• Track progress of various data quality projects, including technology initiatives and Issues for Management Resolution.
  
  

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.

Qualifications:

• 8 years' experience using tools for statistical modeling of large data sets.
• Ability to effectively use complex analytical, interpretive and problem solving techniques.
• Demonstrated interpersonal, verbal and written communication skills.
• A total of around 5 years banking experience with proper understanding of Credit Risk measurements and Exposure calculations.
• OTC, SFT, Fixed Income products knowledge required.
• A high competency Excel, PowerPoint.
• Competency with Tableau, MS Access and SQL is welcomed.
• Strong people skills and client focus: ability to interact successfully with business partners, technology teams, our technical infrastructure groups and technology managers.
• Ability to work on multiple tasks with conflicting demand/timelines. Willingness to learn.
• 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.
  
  

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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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