Market risk Reporting Analyst

Overview:
The Market Risk Reporting team is a department within Risk Management Reporting & Analysis and is responsible for the reporting and investigations of market risk measures.

The Market Risk Reporting Analyst interacts with other members of the Market Risk Analysis and Control team as well as Senior Management, Market Risk Managers, Traders, Front Office Business Managers, Technology, Financial Control and other groups within the firm.

Position Description & Responsibilities:
The current opening is for a Permitted Product List (PPL) reporting and compliance analyst. The successful candidate will focus on supporting the development, implementation, and production of reports and related investigations of market positions identified as non-permitted activity for a trading desk. This position also involves transformation and maintiance of legacy reports onto BI tools (Tableau) also the candiaite must be familiar with developing various metrics to keep track of the ongoing activities.

The position requires a strong work ethic, solid communication skills, and the ability to multitask and work against deadlines.

Responsibilities include but are not limited to:
Transform, maintain and automate legacy excel reports to Tableau platform

Utilize VBA and SQL within MS Office to consolidate data from an Oracle database to build risk reports for risk managers to monitor trading positions and report key metrics to senior management.

Support the investigation of PPL breaches using Tableau and SQL and determine the classification and escalate it to the proper team for further investigation

Create a standardized framework for all Ad-hoc requests and support the BAU process

Liaise with Technology partners to document business requirements for system enhancements. Produce and update change requests and work with technology teams to ensure correct implementation. Identify and resolve any defects in technology releases and provide supporting documentation to senior managers.

Provide trade data/risk metrics to both Market Risk Management and the business for investigation, audit, and ad-hoc related queries.

Build and maintain close working relationships with Risk Management, Business Units and other Control groups. Raise, investigate, and follow-up on issues related to data quality, potential violations, booking errors, etc…

Develop and improve processes to streamline PPL violation identification and reporting across various technology platforms, including CitiRisk and Citi Insight (MicroStrategy). Evaluate redundancies and inefficiencies in daily tasks to continually improve productivity.

Develop an understanding of financial markets and product types in scope of ICG markets trading businesses. Learn market risk terms, units of measurement, and risk management techniques utilized by independent risk managers.

Development Opportunities:
Gain insight into Citi’s trading businesses and develop technical knowledge in risk greeks.

Hands on experience to develop complex automated reports

Build relationships with market risk and business managers across the firm and a view of the skillsets required within Risk Management.

Improve analytical skills and gain experience working with data from risk and front office systems.

Attain project management experience bringing together risk managers, members of the business, and IT to drive future enhancements.

Qualifications:
The ideal candidate will have a BA or BS or MS or MBA and 2 – 5+ years of work experience in finance or a related control discipline (e.g. Risk Management, Financial Control, Audit, Operations, etc.)

Hands on experience with any BI tools such as Power BI or Tableau

Attention to detail and accuracy are essential.

Intermediate Microsoft Excel skills at a minimum. Basic Microsoft Access skills and a familiarity with Visual Basic is a plus.

Understanding of statistical concepts and data analysis or a track record that demonstrates high aptitude to learn these skills.

Quick learner with excellent communication skills, team orientation, and ability to work with counterparts in different areas of organization.

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Job Family Group:
Finance

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Job Family:
Management Reporting

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Time Type:
Full time

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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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