133 Econometrics Jobs

The Non-Trading Market Risk (NTMR) Operations within Treasury Chief Administrative Office (CAO) is responsible for reporting, analytics and data quality controls related to the firm’s Interest Rate Risk on Banking Book (IRRBB) and Credit Spread Risk arising from non-trading book activities (CSRBB). Within NTMR the Data Management team is responsible for managing the data management process for Ruby which includes researching and resolving data quality issues. Ruby is the econometric driver-based forecasting tool currently configured for balance sheet, revenue, expense, and metrics.  It forecasts the total company, at a position level using granular starting data, economic and rate forecasts, forecasting equations, and user inputs. It is used for Interest Rate Risk Metrics and CCAR stress testing.  Quality incoming data is a foundational component of the forecasting process. This Data Management and Analysis role offers the prospective candidate exposure to various facets of Risk and Finance processes and provides the opportunity to improve problem solving, project management and communication skills while collaborating across teams and developing product knowledge. Key Position Responsibilities include:

*This role must report on site to the office in Getzville, NY three times per week. This job cannot be done remotely or from another Citi location.

Participate in the data concern remediation management process for Ruby.  Priorities include:

• Collaborate with the wider Finance Data, Treasury, FP&A and Risk teams to identify data quality issues and perform root cause analysis. Work with upstream teams to ensure Ruby data issues are prioritized and remediated. Partner with data providers to develop and execute remediation plans.
• Lead the analysis and development of both tactical and strategic remediation plans to address data quality issues within the Ruby platform.
• Participate in strategic efforts including Consent Order milestone deliverables, development of strategic forecasting data processes and system functionality. Execute on processes required for Citi Data Governance Policy (CDGP) compliance.
• Participate in the development and execution of the process to proactively review data monthly.  Monitor breaks on key CDEs and identify and implement enhanced controls. Escalate issues for follow up.
• Assess and monitor data controls effectiveness and monthly data quality metrics. Raise data concerns for remediation.
• Work with Technology to develop reports and tools to enable process including enhanced DQ and business rules, UI views and reports, system infrastructure re-design and to shift appropriate adjustments upstream where possible.
• Participate in all facets of the end-to-end data management process to ensure accurate data for Citi's forecasting processes.
   

Qualifications:

• 6-10 years of experience in Financial Services preferred. Compensation dependent on experience.
• Demonstrated data analysis experience (e.g. working with large data sets)
• Global Project Management experience preferred
• Ability to work under pressure and manage deadlines or unexpected changes in expectations or requirements
• Proven organizational and time management skills
• Proven problem-solving and decision-making skills
• Consistently demonstrates clear and concise written and verbal communication skills

Education:

• Bachelor’s Degree/University degree or equivalent experience, potentially Master’s degree

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

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Job Family Group:

Finance

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Job Family:

Financial Reporting

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Time Type:

Full time

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Primary Location:

Getzville New York United States

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Primary Location Full Time Salary Range:

$92,000.00 - $138,000.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Anticipated Posting Close Date:

Nov 27, 2024

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