Risk Analytics

7 days ago


Pune, Maharashtra, India Citi Full time
Perform risk data quality analysis and address potential risk process and exposure calculation improvements across multiple businesses: Risk Management, IT, Finance, Front Office etc. specializing in Over-The-Counter Traded Derivatives (OTC), Securities Finance Transactions (SFT) and Exchange, Traded Derivatives (ETDs) products. Proactive identification of potential issues in credit risk exposure calculations (NSE/PFE/FS). Perform Variance analysis on key risk product, portfolios, and business data Maintain reasonability checks on crucial risk/finance attributes and calculations. Identification of critical data elements for key risk processes in partnership with consumers. Develop tools, systems, procedures for potential issues identification. Proactively Identify areas for simplification, process automation and potential issues Has the ability to operate independently Strong data analysis skills and high level of attention to details A total of around +8 years banking experience with proper understanding of Credit Risk measurements and Exposure calculations OTC, SFT, ETD, Fixed Income products knowledge required Competency with Tableau, SQL and Python is welcomed Ability to work on multiple tasks with conflicting demand/timelines. Willingness to learn. Strong people skills and client focus: ability to interact successfully with business partners, technology teams, our technical infrastructure groups and technology managers For complementary skills, please see above and/or contact the recruiter.

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