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Description
Department Overview:
Risk Architecture is the independent group that oversees market risk. The primary objective of the risk architecture group is to establish a comprehensive and independent market risk control framework that includes defining and implementing consistent policies and procedures, developing a comprehensive market risk limit setting and monitoring capability, performing the necessary market risk aggregation and analysis, developing robust stress testing analyses, working with businesses to help ensure market risk management policies and procedures are followed, acting as the ICG's market risk interface with regulators, rating agencies and the Board of Directors on independent market risk issues. In addition, risk architecture works closely with Financial Control, Price Verification and the Model Validation groups within the organization to ensure that the proper controls are in place.
The primary focus of the department is to present a comprehensive set of ICG risk and return reports in an accurate, timely and reliable manner, and to provide Senior Management with data and analysis for business and regulatory reviews, strategic initiatives and new processes in the Credit Risk Management area.
Summary Job Description
The main functions are:
* Prepare regular and time-sensitive ad-hoc deliverables to the regulators and senior managements, closely working with industry and regional portfolio managers
* Coordination/production of various decks for monthly/quarterly Senior Risk Management meetings
* Involved in developing and enhancing BIS CMB Cube functionality (reporting system) and other reporting tool initiatives - obtain feedback from the user community, make suggestions for improvements to technology, provide training sessions and guidance to the users concerning their questions, help build ad-hoc queries for specific needs of Portfolio Managers, resolve issues with technology, monitor monthly usage and check the progress of planned enhancements.
* Participate in various policy-driven projects related with credit risk reporting
The analyst interacts with the reporting team in NY and Mumbai, Senior Management, Global Portfolio Manager, Technology, Finance, Audit, other areas within Risk Architecture and various other groups within the firm.
Qualifications
* Bachelors Degree
* Previous work experience in a related control discipline, example Risk Management, Financial Control, Audit, Operations, etc., is preferred
* Knowledge of credit risk measures
* Attention to detail and accuracy are essential
* Solid Microsoft Excel skills and the ability to quickly develop advanced knowledge of MS Excel and Access are a must
* Familiarity with Visual Basic is preferred but not required
* Solid 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
* Knowledge of Citi internal reporting applications, particularly Risk and Finance applications, is desired but not a requirement
* Project management skills
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