Market Risk Data Analyst Officer (Data Analytics, Data Science)

Citibank N.A. Rohq (Manila, Philippines) 7 days ago
The team is a pioneer team, established in the late part of 2018, the team s primary mandate is the operationalization of the FRTB mandate to support Citigroup s application for Internal Model Approach for relevant desks. Establishment of data quality review of the time series input into the Value-at-Risk(VAR)/Expected Shortfall (ES) calculation, To identify, investigate, escalate exceptions to the risk managers, and to recommend course of action, To conduct the VAR/ES Impact Assessments to relevant Volcker desks - identifying and investigating exceptions and recommending course of actions to risk managers Various other related reporting Initiate statistical studies and research to supplement or revise the Target Operating Model The team has a strong L&D program to support high performance. Depending on the profile of the successful candidate, she/she can be assigned in a few of the various initiatives of the team: Become the part of a core group who has the mastery and specialized knowledge of the asset class/risk type, providing thought-leadership in the areas of market insight and risk & product analytics. This group is the primary face-off of risk managers and traders. Be part of a sub-team tasked search for actionable insights, performing deep-dives and solving common problems via statistical studies and research Manage or participate in projects (from business requirements to UAT), to work closely with IT developers and global project managers Participate in the Data analytics and governance, building up the risk & control (R&C) structure and audit-readiness Will have the opportunity to interact with stakeholders across geographies. Will be in the unique position of being at the forefront of FRTB regulation and implementation, opportunities to learn concepts of Risk, Market Insight, Financial Products, etc. Qualifications: Quantitative background (possibly in areas of Applied Mathematics, Quantitative Finance, Financial Engineering, Actuary & Statistics, etc.) Previous experience in valuations, product control, or risk management will be an advantage Candidate must possess at least a Bachelor's/College Degree , any field. At least 2 year(s) of working experience in the related field is required for this position. Preferably 1-4 Yrs Experienced Employees specializing in Banking/Financial Services or equivalent. Full-Time position(s) available. Special advantages: Financial modelling and working-knowledge of programming language such as Python and R Big data Analytics, Machine Learning, Artificial Intelligence Excellent communication and presentation skills
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