Data Scientist
belfast, antrim, united kingdom
Citi
Triage team, to help Markets manage changes to the FO CDE in line with regulatory interpretations and Model Governance. Responsible for supporting the review, prioritization and approval of all Front Office (FO) Critical Data Element (CDE) changes, including all senior reporting and escalations Job Background/context: Within Counterparty Trading & Risk (CTR), the Markets Capital Advancement team is … management of derivatives trades including the use of credit, funding and capital. 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. This role, within COO, will support the broader CTR team in ensuring the FO CDEs are in compliance with the … and establish a project plan Provide data analysis to FO CDE Triage team and other stakeholders 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 More ❯
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