In-Business Risk Senior Analyst, Assistant Vice President

Citi • New York, NY

4d

About The Position

Risk Monitoring & Control: Act as the MCA Monitoring analyst, providing quarterly attestations and approvals promptly aligning with existing standards including but not limited to: Preparing and coordinating Vendor Pricing hierarchy review used for Collateral valuation consistency Conducting logic changes and implementation requests to EPT. Analyzing Model VA files containing valuation adjustments related to Known Model Limitation, Approximately Loaded Trades or Risk Modified Trades from the Valuation Control Group to identify any new items which may need to be part of client valuation for mid-market purposes Coordinating and reviewing metrics across the team. Authoring and presenting at key forums, including the Valuation Risk Council and PCRC regional deck, to stakeholders in Asia and LATAM. Contributing to the implementation and oversight of the Control Framework, including various policies and the Control Inventory.

Requirements

• 2-4 years of experience
• Thorough understanding of risk and control assessments.
• Comprehensive knowledge of operational and compliance risks.
• Proven track record in evaluating business changes and managing risk exposures.
• Experience in monitoring control breaches and leveraging lessons learned for process improvements.
• Demonstrated experience in governance and control reporting.
• Working proficiency in using software for risk assessments, data analysis, and reporting.
• Skills in leveraging statistical tools for analyzing risk-related data and drawing useful insights.
• Ability to create clear, concise, and comprehensive documents, reports, and procedural manuals related to risk management.
• Proficiency in Excel for sorting, filtering, and analyzing risk management data.

Responsibilities

• Act as the MCA Monitoring analyst, providing quarterly attestations and approvals promptly aligning with existing standards
• Preparing and coordinating Vendor Pricing hierarchy review used for Collateral valuation consistency
• Conducting logic changes and implementation requests to EPT.
• Analyzing Model VA files containing valuation adjustments related to Known Model Limitation, Approximately Loaded Trades or Risk Modified Trades from the Valuation Control Group to identify any new items which may need to be part of client valuation for mid-market purposes
• Coordinating and reviewing metrics across the team.
• Authoring and presenting at key forums, including the Valuation Risk Council and PCRC regional deck, to stakeholders in Asia and LATAM.
• Contributing to the implementation and oversight of the Control Framework, including various policies and the Control Inventory.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Education Level: No Education Listed
• Number of Employees: 5,001-10,000 employees