About this role
Job Purpose: Data scientist working as part of Markets Capital Advancement team, to help Markets more actively manage capital. Responsible for analysing, presenting and sharing capital and related data using Tableau and other tools as needed. Aim for as much transparency and accessibility as possible, empowering others to utilise data and tools.
Job Background/context: Within Counterparty Trading & Risk, the Markets Capital Advancement team is the central team that drives and oversees execution and management of capital initiatives. The XVA trading desk (part of Counterparty Trading and Risk) is responsible for the pricing and subsequent risk management of derivatives trades including the use of credit, funding and capital. The In-Business Market Risk team is responsible for market risk across asset classes. As part of both teams’ mandate to facilitate business and manage return on capital, the desks need Front Office staff focused specifically on capital for Markets.
Key Responsibilities:
- Build and host Tableau dashboards & performance visualisations on capital and connected datasets, with strong emphasis on turning insights into actions
- Provide data analysis to product desks and other partners
- Drive improvements on underlying dataset: partner with MQA & IT to integrate into dataset Front Office/shadow version of RWA and other capital metrics across asset classes, and underlying sensitivities & attribution analysis
- Review and compare FO version with official capital calculations, help with strategic system state
- Enable users to conduct their own analysis and take feedback on set views via regular dialogue and partnership with product XVA desks, IBR teams, structuring desks, trading desks and sales coverage.
Knowledge/Experience:
- Experience working with data analytics on large datasets, ideally within financial Markets.
- Proven ability analysing business needs, building visualisations, and tracking down complex data quality and integration issues.
Skills:
- Very strong SQL and Tableau skills required. Python or other programming a plus.
- Strong analytical and mathematical skills.
- Attention to detail.
- Demonstrable team skills both within and across teams.
- Ability to pick up new concepts and think outside the box.
- Preferably comfortable with derivatives modelling concepts
Education:
- Bachelor’s/University degree or equivalent experience, potentially Masters degree
What Citi Can Offer You
By joining Citi London, 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:
- 27 days annual leave (plus bank holidays)
- A discretional annual performance related bonus
- Private Medical Care & Life Insurance
- Employee Assistance Program
- Pension Plan
- Paid Parental Leave
- Special discounts for employees, family, and friends
- Access to an array of learning and development resources
Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self, every day.
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## Job Family Group:
Technology
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## Job Family:
Data Science
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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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