Citi
London, UK
Overview: Citi Markets Transformation is looking for Pricing and Valuations Data Workstream Lead, supporting the Price Risk Initiative. ‘Price Risk’ includes all aspects of market risk management across First Line and Second Line functions and the initiative sets out to improve and enhance risk management controls and processes across Markets business. Role Context: The role will be part of a central Price Risk Program team charged with ensuring the timely execution of deliverables across all workstreams whilst imparting their subject matter expertise and know-how to be able to provide meaningful solutions that are functional and sustainable. The team is responsible n driving transformation in underlying risk and control processes. The role requires some knowledge of Price Risk processes covering inventory, valuations, front-to-back controls, market risk processes(Value-at-Risk VaR, Stress-testing), model risk (including model methodology and validation), product...