Technology Lead Business Analyst

Discover your future at Citi

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Job Overview

Citi, the world leading global bank, has approximately 200 million customer accounts and a presence in more than 160 countries and jurisdictions worldwide. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Citi enables clients to achieve their strategic financial objectives by providing them with cutting-edge ideas, best-in-class products and solutions, and unparalleled access to capital and liquidity.

The Derivatives Credit Risk Technology Team is responsible for delivering Counterparty Credit Risk Management software solutions to Citi’s Risk organization which manages Citi’s exposure to financial institutions, governments and corporates that trade with Citi. The team builds and maintains software used to compute metrics that help mitigate Citi’s exposure to counterparty default. These include computation of optimal Margin Allocation for Portfolios and Trades, Haircut for Security and Cash Collateral, Trade and Collateral Liquidity, Collateral Concentration Levels and Wrong Way Risk, amongst others.

Responsibilities:

• Liaise with stakeholders across the Risk and Front Office Technology, Counterparty Risk Management, Finance and Front Office business organizations, and external Market Regulators to assemble business requirements for Counterparty Risk Technology projects.

• Manage expectations of various stakeholder groups and help negotiate solutions to complex problems.

• Project manage complex Counterparty Credit Risk projects end to end. Accurately record, maintain, and report Program/Project management tracking data such as milestones via Citi’s internal project tracking systems.

• Help assemble/manage detailed documentation covering Counterparty Risk calculations and other processing, to be used to discuss technology implementation details with the Business users and Market Regulators in various countries/regions. Create flow diagrams, structure charts, and other types of system or process representations when appropriate.

• Facilitate and drive project meetings with both business and technology teams.

• Develop and review test scripts with business users as well as technology teams for System, User and Impact testing.

• Understand, analyze, and explain counterparty mark-to-future exposures on Derivatives books to users. Investigate Potential Future Exposure/EPE/EAD/RWA and related calculations for internal risk management and BASEL regulatory capital reporting based on the exposure profiles generated by the systems.

• Ability to trace changes in day to day exposures to changes in markets, books and or legal agreements. Where feasible develop excel prototypes to demonstrate and analyze risk calculations.

Qualifications:

• Minimum 7 years related experience in Business Analysis and Project Management in Capital Markets domain.

• SDLC awareness including knowledge of quality issues in software development.

• Excellent understanding of the mechanics and life cycle of derivatives products, including Options, Futures, Forwards and Swaps. Knowledge of Securities Financing Transactions (SFT) products an advantage.

• Excellent understanding of Counterparty Credit Risk: Potential Future Exposure, Margin (ISDA MNA and CSA), Collateral Haircut, Liquidity and Period of Risk, Settlement Risk. Understanding of Basel III/IV and any other relevant Risk Regulations and measures including PSE, RWA, EAD. Knowledge of Market Risk an advantage including Credit Value Adjustment (CVA).

• Extensive project management experience, including co-ordination across remote global teams. Where required supervise day-to-day staff management issues, work allocation but especially mentoring/coaching.

• Data Analysis capabilities (Database or Spreadsheet), with extensive experience using Excel required.

• Graduate in STEM (Science, Technology, Engineering and Mathematics) or Finance disciplines.

• FRM/CFA or other Financial mathematics degree or certification is an advantage.

By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:

• Private Medical Care Program

• Life Insurance Program

• Pension Plan contribution (PPE Program)

• Employee Assistance Program

• Paid Parental Leave Program (maternity and paternity leave)

• Sport Card

• Holidays Allowance

• Sport and team recreation activities

• Special offers and discounts for employees

• Access to an array of learning and development resources

• A discretional annual performance related bonus

• A chance to make a difference with various affinity networks and charity initiatives

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

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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:

Technology

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Job Family:

Business Analysis / Client Services

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Time Type:

Full time

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

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

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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