Price Risk and FRTB Data Quality Team Lead (SVP) Tampa, FL

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Role and team summary:
Citi Global Markets is looking for a Senior Vice President to lead Data Quality workstreams for the Price Risk program and Fundamental Review of Trading Book (FRTB). The Fundamental Review of the Trading Book is an international standard that sets out rules governing capital Citi and other global financial institutions must hold against market risk exposures. The Basel Committee on Banking Supervision designed the framework to remove supposed deficiencies in the previous market risk framework which came to light during the global financial crisis. The role involves designing and implementing an effective data and controls framework for FRTB at Citigroup. Based in the Tampa, FL Citi Solutions Center (CSC), the successful candidate will have demonstrable prior experience, knowledge and understanding of data quality controls and governance, inclusive of knowledge of a Markets business and the risk function. The successful candidate will work with various teams driving data quality and will report to Markets Buffalo Trading Risk and Control head.

The Price Risk and FRTB Data Quality team is a new group, established to support various initiatives aimed at addressing data quality issues by providing business oversight and ownership to drive remediation, reporting, and escalation across various stakeholders and supporting groups. The group will help to design and manage the data quality governance structure for these multi-year programs, establishing a best-in-class control environment to address identified DQ issues. This role will be the team lead for the group.

This role is also a key member of a broader 1st Line Risk & Control function directly supporting Global Markets as one of the major businesses within the Institutional Clients Group. The Global Markets Risk & Control team is mandated to establish and maintain a robust 1st Line of Defence designed to minimize risk within the business including leading critical control remediation projects to mitigate risk in Trading, Financial Crimes and Conduct while ensuring strong governance to measure, monitor, manage and escalate key risks.

Development Opportunities:
Opportunity to widen your knowledge of the corporate banking industry and the products traded

Chance to build an exceptional global network of professionals, trading desks, technology teams and 2nd line functions, including Finance and Risk

Long-term career path across geographies and business lines

Competitive compensation package and benefits

Flexible work arrangements

Key Responsibilities:
Define the scope and governance structure of the Markets Price Risk and FRTB Data Quality programs

Lead a team that will investigate and drive the remediation of data quality issues related to Price Risk

Manage the cross-functional Price Risk Data Oversight Forum

Design and manage the production of metrics demonstrating the progress of the programs

Collaborate with the Market Risk Reporting team, Finance, Risk, Technology, and the Markets Transformation Group on data quality issues

Qualifications and Competencies:
Bachelor’s degree or relevant experience required

7+ years’ experience in finance, Markets, risk, or program management

Strong business analysis, problem solving and analytical skills

Ability to drive change and effectively manage projects and stakeholders

Strong organizational leadership and influencing skills

Capable of prioritizing and multi-tasking in a dynamic environment

Possess a strong knowledge of control design and metrics

Excellent oral and written communications skills; Must be articulate and persuasive.

Keen sense of urgency and eagerness for ownership

Proficiency in Microsoft suite including Excel, Powerpoint, SharePoint and Word

Familiarity with FRTB, Basel, and “Greeks” (delta, gamma, vega, and theta) is desirable

Job Family Group:
Risk Management

Job Family:
Business Risk & Controls

Time Type:
Full time

Citi is an equal opportunity and affirmative action employer.

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.

Citigroup Inc. and its subsidiaries (“Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

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