Market Risk Data Quality Analyst, Citi

Citi

Location:
Philippines, City of Taguig

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

The Market Risk Data Analyst will be part of the Market Risk Control and Data Analytics (MRCDA) team and will play a key role in ensuring the integrity of Citi’s market risk data. The team performs data analytics procedures such as reconciliations, monitoring, gap analysis, sensitivity analysis, issues investigation and remediation on information that feeds into CitiRisk Market Risk (CRMR). These market risk data cover Monte Carlo and Historical Value at Risk (VaR), Fundamental Review of Trading Book (FRTB), Global Scenario Stress Testing (GSST), Permitted Product List (PPL), Product Model Mapping (PMM), and Critical Data Elements (CDE).

Job Responsibility:

Perform root cause analysis on PPL (Permitted Product List) data inputs and identify strategic fixes to resolve them
Oversee the implementation of the strategic fixes identified which include but not limited to performing UAT and sanity checks before and after release to production
Responsible for Data Quality review and issues remediation of Market Risk data used for Trading Book Risk Weighted Assets (RWA), Monte Carlo Value-at-Risk (VaR), Fundamental Review of the Trading Book (FRTB), Historical VaR (HVaR), and Global Systemic Stress Testing (GSST)
Execute reconciliations and other internal controls for Market Risk
Deliver regular and time-sensitive ad-hoc deliverables as part of the requirements needed by regulators, auditors, compliance, and senior management
Leverage and maintain relationships across varying functions and levels of management to ensure strong partnership with data officers, data consumers and technology owners
Perform data remediation via adjustments to resolve on data quality issues impacting market risk
Develop an understanding of market risk factors that affect VaR, market risk limits, & stress testing

Requirements:

3+ 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
Strong problem-solving abilities

Additional Information:

Job Posted:
August 08, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Market Risk Data Quality Analyst