Posted:
9/26/2024, 10:27:03 PM
Location(s):
Mumbai, Maharashtra, India ⋅ Maharashtra, India
Experience Level(s):
Junior ⋅ Mid Level ⋅ Senior
Field(s):
Data & Analytics
Balance Sheet Management Modeling – Analyst (C10)
The Balance Sheet Management Analyst is a seasoned professional role. The Analyst is expected to apply in-depth disciplinary knowledge, contributing to the development of new methodologies (statistical models and tools), data processing, visualization and analysis tools and approaches, and the improvement of processes and workflows for the Balance Sheet Management function.
The Balance Sheet Management modeling group is the critical team within the treasury group and is responsible for developing statistical and non-statistical methodologies. This team plays an important role in overall balance sheet management and has direct impact on the Citigroup's Capital. The work in this space is subject to heightened regulatory focus and scrutiny.
This team is responsible for the development of the Deposit duration, Fund Transfer Pricing, Customer Pricing and other models and tools that are used in the IRRBB and treasury space. The models and tools are built using the standard sophisticated well known modeling techniques used across industry which helps in better Interest rate risk management for the firm.
Key Responsibilities:
The Analyst will be responsible for end-to-end development support of statistical models covering such asset classes as Deposits or Fixed Income Securities, or specific function such as Asset Allocation strategy. As part of those responsibilities, the Analyst would be expected to demonstrate analytical/statistical skills in the design, implementation, governance of models, strong communication skills in documenting and presenting their work, stakeholder management and interaction skills allowing the analyst to clearly and efficient understand requirements and supports in developing a model or approach to meet those requirements. For non-statistical modeling projects / tasks, the Analyst should demonstrate good analytical skills to filter, prioritize and validate potentially complex and dynamic material from multiple sources.
The detailed responsibilities include:
Qualifications and other Requirements:
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Job Location: Mumbai
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Job Level: C10
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Job Type: Regular / Full time
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Job Family Group:
Finance------------------------------------------------------
Job Family:
Balance Sheet Management------------------------------------------------------
Time Type:
Full time------------------------------------------------------
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Website: https://www.citigroup.com/
Headquarter Location: New York, New York, United States
Employee Count: 10001+
Year Founded: 1812
Last Funding Type: Post-IPO Equity
Industries: Banking ⋅ Credit Cards ⋅ Financial Services ⋅ Wealth Management