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Citi’s Risk Management organization oversees risk-taking activities and assesses risks and issues independently of the front line units. We establish and maintain the enterprise risk management framework that ensures the ability to consistently identify, measure, monitor, control and report material aggregate risks. We’re currently looking for a high caliber professional to join our team as Vice President, Historical Data Management Lead - Hybrid (Internal Job Title: Model/Anlys/Valid Officer -C13) based in Taguig, Philippines.
Job Responsibility:
Manage historical market factor time-series across all products and all regions related to Market Risk IMA and Counterparty Risk IMM models
Ensure that cleaned market factor data can meet regulatory requirements and can be used as the inputs for Citi’s IMA and IMM models
Define market data sources and manage the Historical Data Storage system including design of data quality control and enhancement logic
Develop and enhance quantitative methods for measuring and analyzing the quality of historical market data used by various models across all Risk Modelling Analytics and Enterprise Scenario groups’ teams
Taking ownership of several workflows in the Historic Data Management team in one of two subareas: macro or micro market factors
Managing the work of team members involved in owned workflows and training of junior team members
Identifying and assigning project tasks based on the skill set, experience, and strengths of team members
Leading and supervising quantitative data analysis, including the preparation of statistical and nonstatistical data exploration, data validation, and the identification of data quality issues
Developing detailed project plans based on the current data system state reflected in data reports and making recommendations addressing business needs
Monitoring project implementation performance to ensure timely delivery and creating project status reports for internal team needs
Developing excellent leadership, internal customer relationships and communication skills to liaise effectively with all market data system stakeholders
Designing data solutions and analytics solutions and creating formal documentation for developed systems
Introducing process automation of data extraction and data pre-processing tasks
Coordinating ad-hoc data analyses to improve core processes, and the design and maintenance of complex data manipulation
Requirements:
Educated to postgraduate level, with an excellent academic record in a quantitative field (e.g. econometrics, statistics, data science, computer science, quantitative finance, mathematics, etc.)
Master or higher degree is strongly preferred
8+ years of relevant working experience (technology or data science area) for Banking or Insurance companies or Consulting clients in these industries
People management experience is a plus
Experience of work coordination of programmers / data scientists (especially in Python & SQL, knowing R, Matlab, VBA)
Experience of one or more of the following is an advantage: Money Market Financial Instruments, Interest Rates Derivatives, Big data, Systems Design, Data Architecture, Process Reengineering, Project Management, Risk and Finance Data Management
Keen interest in banking and finance, especially in the field of Risk Management
Proficiency in inventory control and process improvement
Consistently demonstrates clear and concise written and verbal communication skills
Must be willing to work on EMEA work hours (start of shift around 12PM)
Nice to have:
Experience of one or more of the following is an advantage: Money Market Financial Instruments, Interest Rates Derivatives, Big data, Systems Design, Data Architecture, Process Reengineering, Project Management, Risk and Finance Data Management