Responsibilities:

• Senior data analyst will be responsible for the data quality review and remediation of market risk data including:
  • Stress Testing data and results, Monte Carlo Value-at-Risk (VaR) utilized in calculating the firm’s capital requirements
  • This includes monitoring sensitivities, calculated results, performing controls and conducting analysis on outliers that may indicate a data quality issue exists that needs remediation
• Develop, leverage, and maintain relationships across varying levels of management and function to ensure a high degree of accuracy in Citigroup’s market risk sensitivities and calculations provided for CCAR and Volcker reporting.
• Execute reconciliations and other internal controls for businesses in Citi’s Banking Book.
• Escalate and follow up on reconciliation breaks in a timely manner.
• Perform root cause analysis for data quality issues.
• Develop an understanding of market risk factors that affect VaR, market risk limits, & stress testing.
• Use data quality tools such as data profiling to determine broad data issues impacting CCAR and Volcker reporting and follow up with appropriate contacts.
• The team will focus on supporting data for a broad set of trading businesses within a specific region or region(s).

Qualifications:

• 5-7 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
• Experience with Tableau is preferred
• Strong problem solving abilities

Education:

• Bachelor’s/University degree or equivalent experience