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The team is comprised of risk professionals with subject matter expertise of the key attributes that are critical for effective exposure calculations (PSE, NSE, FS) on Derivatives (OTC), Securities (SFT) and Futures (ETD) 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), Securities Finance Transactions (SFT) and Exchange Traded Derivatives (ETDs) products.
Job Responsibility:
Has the ability to operate independently
has strong understanding of data flow and usage in Credit/Markets space
actively overseeing defined processes within the workstream
ability to propose new solutions and out of the box thinking
proactive identification of potential issues in credit risk exposure calculation
perform variance analysis on key risk product, portfolios, and business data
maintain reasonability checks on crucial risk/finance attributes and calculations.
Requirements:
Strong data analysis skills and high level of attention to details
a total of around 8-10 years banking experience with proper understanding of Credit Risk measurements and Exposure calculations
OTC, SFT, ETD, Fixed Income products knowledge required
competency with Tableau, SQL and Python
ability to work on multiple tasks with conflicting demand/timelines
willingness to learn
strong people skills and client focus: ability to interact successfully with business partners, technology teams, our technical infrastructure groups and technology managers.
What we offer:
Competitive social benefits (medical care, multisport, life insurance, attractive pension plan, holiday allowance, flexible working schedule and other)
professional development in an international role, which provides a regular exposure to auditing activities in numerous countries within EMEA region
an enjoyable and challenging learning path, which leads to a deep understanding of Citi’s products and services as well as development of your personal skills
cooperation with other Citi entities from all over the world – working in our organization involves working on international projects, in a culturally diverse and dynamic environment as well as learning top quality organizational culture.
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