Data Analyst- Exposure Calculation, Market Data Background – Assistant Vice President - Pune

Overview

Counterparty Credit Risk Data Analytics Team analyses security movements, trade volume and exposure trends to identify and address data quality issues that impact exposure calculations. This is accomplished by working closely with our partners in Counterparty Risk Analytics, Credit Risk Management, Governance teams and Technology to improve the integrity of the factors, processes and systems that impact data quality. The team is comprised of risk professionals with subject matter expertise of the key attributes that are critical for effective exposure calculations (PSE, NSE) on Derivatives (OTC) and Securities (SFT) products. This includes knowledge of systems, exposure calculations, transaction data, securities and market data.

The proactive identification and improvement of Risk data quality through analysis of key risk inputs, reference data 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 based Transactions (SFT) products and security related information.

Key responsibilities:

• Perform daily analysis on key factors and business data focused on securities products and attributes, liquidity, concentration exposure calculation
• Proactive identification of potential business issues in credit risk exposure calculations (Liquidity and Readily Marketable, Pre-settlement, Net Stressed)
• Maintain reasonability checks on crucial risk/finance attributes
• Assist in identification of critical data elements for key risk processes in partnership with consumer
• New risk data quality processes setup based on the Clients requirements
• Acts as SME to senior stakeholders and /or other team members
• Focus on DQ issue resolution
• Presents findings/analysis and make recommendations to senior management
• Has the ability to operate with a limited level of direct supervision
• Develop tools, systems, procedures for potential issues identification
• Promotes more effective use of existing tools and processes (and eliminate those that are not used or are ineffectual)
• Provide training and guidance to other team members
• Track progress of various data quality projects, including technology initiatives and Issues for Management Resolution
  
  

The position provides an opportunity to work with Citi’s enterprise Credit Risk systems. The position provides an exposure to Institutional Credit Management, Senior Credit Risk and Business Management, Risk Analytics, Margining Group and Financial Control as well as Front Office Technology. It also offers a good platform to enhance Risk product knowledge and develop strong analysis and management skills.

Knowledge/ Experience:

• 8+ years of relevant experience in exposure calculation knowledge as: PSE (SFT or OTC), NSE and security or market knowledge . A comprehensive knowledge of Business, Risk data, including Risk data elements, source systems flows, systems used across securities and trading products.
• A total of around 5 years banking experience with good understanding of Credit Risk, Exposure calculations and technical background
• OTC, SFT, Cash products knowledge required
• A proven track record of successful project management of multiple priorities and dealing effectively with demanding business partners
  
  

• Strong data analysis skills and high level of attention to details
• Strong verbal and written communication skills
• Excellent people skills and client focus: ability to interact successfully with regulators, business partners, technology teams, our technical infrastructure groups and technology managers
• A high competency level with Tableau, MS Access/Excel/Project and SQL
• Ability to work on multiple tasks with conflicting demand/timelines.
  
  

• Bachelors/University degree, Master’s degree preferred
• Risk/Finance/Accountancy/IT/Other
  
  

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

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Job Family Group:

Decision Management

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Job Family:

Business Analysis

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Time Type:

Full time

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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