Historical Data Management Lead, VP (Hybrid)

Citi’s Risk Management organization oversees risk-taking activities and assesses risks and issues independently of the front line units. We establish and maintain the enterprise risk management framework that ensures the ability to consistently identify, measure, monitor, control and report material aggregate risks.

We’re currently looking for a high caliber professional to join our team as Vice President, Historical Data Management Lead - Hybrid (Internal Job Title : Model / Anlys / Valid Officer - C13 ) based in Taguig, Philippines .

In this role, you’re expected to :

Historical Data Management (HDM) team within Market & Counterparty Risk Analytics (MCRA) is responsible for Data Governance, the Target State Operating model, and the Historical Data Storage system to provision financial markets, macroeconomic and consensus data for risk models’ usage across market risk, credit risk, treasury risk, scenario design and expansion processes to meet risk management requirements and regulatory expectations.

The HDM team partners with Risk Technology and Modelling teams in Risk Management to design, implement, and optimize the market data management process using big data technology for data ingestion, data processing, data integration, data lake storage and data analytics.

The HDM engineering work stream will lead the effort to :

• Manage historical market factor time-series across all products and all regions related to Market Risk IMA and Counterparty Risk IMM models. This includes defining market data sources, collecting data, validating data, and developing data cleansing logics.
• Ensure that cleaned market factor data can meet regulatory requirements and can be used as the inputs for Citi’s IMA and IMM models.
• Define market data sources and manage the Historical Data Storage system including design of data quality control and enhancement logic.
• Develop and enhance quantitative methods for measuring and analyzing the quality of historical market data used by various models across all Risk Modelling Analytics and Enterprise Scenario groups’ teams.

The Market Risk Data Engineering Manager is responsible for the direction, coordination, implementation, control, and completion of the historic market data management workflows in one of two subareas (macro or micro) while remaining aligned with the strategy, commitments, and goals of the MCRA group. Workflows include BAU work (data quality control and assurance, up to 1 / 3 of monthly time) as well as strategic projects : development of analytical tools, data migrations, new data onboarding, process improvement, system improvement and organizational change.

The Market Risk Data Engineering Manager’s responsibilities include :

As a successful candidate, you’d ideally have the following skills and exposure :

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Job Family Group : Risk Management

Job Family :

Model Development and Analytics

Time Type : Most Relevant Skills

Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.

Other Relevant Skills

For complementary skills, please see above and / or contact the recruiter.