Market Risk Analyst
Citi
Warszawa, MA, POL
4 d. temu

Description

The DARC MR integration Team is part of the Franchise and Risk Management Reporting.The team plays an integral role in maintaining the integrity and quality of Front Office data used for Citi’s global Market Risk Reporting.

The team is responsible to coordination and execution of feed changes to Citi’s credit and market risk platforms while maintaining strong focus on data quality, regulatory and Basel requirements.

Market Risk Analyst will be a point of contact for the local Front Office and Market Risk Management Heads based in London, working to prioritise and successfully implement Market Risk Feed Integration projects.

  • The incumbent will independently manage on end to end basis multiple market risk feed changes, involving requirements gathering, testing, sign offs and releases to Production across all ICG products;
  • book of work slates Treasury / CVA / Local markets. This can be expanded to other products based on personal’s interest / changes in workflow. Key Responsibilities :

  • Managing multiple product classes, taking the lead on risk initiatives; representation of DARC team in face to face meetings
  • Managing complete CRMR framework of all the regulatory implication driven by any changes in risk
  • Proving regular project status updates to senior Management and Project Stakeholders for all active projects.
  • Completing User Acceptance Test (UAT) plans
  • Performing reconciliations between UAT and PROD data, explaining differences and liaising with FO-IT to discuss any unexplained variations
  • Driving internal process reviews and introducing enhancements to improve internal controls
  • Qualifications

  • 1 - 5 years in Risk / Technology / Banking role
  • Good understanding of Excel / Access / Oracle / SQL / VBA
  • Understanding of Market Risk measures : sensitivities, VaR, Stress Testing
  • Ability to interact at a senior management level across Risk Management, Technology and Front Office.
  • A broad knowledge across financial products and asset classes and their use in the risk management arena.
  • An understanding of how capital regulations impact risk.
  • Strong Business Analyst skills
  • Project Management skills are desirable
  • We offer :

  • Opportunity to work in an international environment and professional development in the regulatory risk reporting area
  • Cooperation with a high quality team in a challenging area of the financial industry with one of the world's leading companies
  • Possibility to enhance knowledge of ICG products and develop strong project management skills through exposure to Front Office Technology, Market Risk Management, Risk Analytics, Risk Control & Reporting, Financial Control and Operations and is also an opportunity to work with Citi’s enterprise Market Risk systems
  • Excellent working environment
  • Attractive conditions of employment and benefits
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