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Citigroup Officer, Market Risk Control and Data Analytics Intermediate Analyst (Hybrid) in City of Taguig, Philippines

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At Citi , you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks. We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

Shape your Career with Citi

  • 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 Officer, Market Risk Control and Data Analytics Intermediate Analyst - Hybrid (Internal Job Title: Risk Reporting Intermediate Analyst C11 ) based in Taguig, Philippines . Being part of our team means that we’ll provide you with the resources to meet your unique needs, empower you to make healthy decision and manage your financial well-being to help plan for your future. For instance:

  • Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country.

  • We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world.

  • We empower our employees to manage their financial well-being and help them plan for the future.

  • Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.

  • We have a variety of programs that help employees balance their work and life, including generous paid time off packages.

  • We offer our employees resources and tools to volunteer in the communities in which they live and work. In 2019, Citi employee volunteers contributed more than 1 million volunteer hours around the world.

In this role, you’re expected to:

The Market Risk Reporting Manager 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).

Responsibilities:

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

  • 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.

As a successful candidate, you’d ideally have the following skills and exposure:

  • 5+ 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

  • Amenable to work EMEA Shift 12 NN to 9 PM

Working at Citi is far more than just a job. A career with us means joining a family of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact. Take the next step in your career, apply for this role at Citi today https://jobs.citi.com/dei


Job Family Group:

Risk Management


Job Family:

Risk Reporting


Time Type:

Full time


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) .

View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP_EEO_Supplement_Final_JRF_QA_508c.pdf) .

View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo_aa_policy.pdf) .

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.

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