Risk Data Analyst - C11
Publication date:
24 November 2024Workload:
100%Contract type:
Permanent position- Place of work:Warsaw
Counterparty Credit Risk Data Analytics Team analyses 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 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, FS) on Derivatives (OTC) and Securities (SFT) 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.
Key responsibilities:
- Proactive identification of potential issues in credit risk exposure calculations (Factor Sensitivities).
- Perform Variance analysis on key risk product, portfolios, and business data
- Maintain reasonability checks on crucial risk/finance attributes and calculations.
- Assist in identification of critical data elements for key risk processes in partnership with consumers.
- 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.
Development Value:
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:
- A total of around 2 years banking experience with proper understanding of Credit Risk measurements and Exposure calculations
- OTC, SFT, ETD, Fixed Income products knowledge welcomed
Skills:
- Strong data analysis skills and high level of attention to details
- Strong verbal and written communication skills
- Strong people skills and client focus: ability to interact successfully with business partners, technology teams, our technical infrastructure groups and technology managers
- A high competency Excel, PowerPoint
- Competency with Tableau, SQL and Python/AirFlow is welcomed
- Ability to work on multiple tasks with conflicting demand/timelines. Willingness to learn.
Education:
- Bachelors/University degree, Master’s degree preferred
- Risk/Finance/Accountancy/IT/Other
We offer:
- Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls
- Cooperation with a high quality, international, multicultural and global team
- Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success
- Management supporting balanced and agile work (flexible working hours, home office)
- Attractive benefits package (Benefit System, medical care, pension plan etc.)
- A chance to make a difference with various affinity networks and charity initiatives
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------------------------------------------------------
Job Family:
Business Analysis------------------------------------------------------
Time Type:
Full time------------------------------------------------------
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