Non-trading Market Risk Management Senior Analyst, Avp

Whether you re at the start of your career or looking to discover your next adventure your story begins here At Citi you ll have the opportunity to expand your skills and make a difference at one of the world s most global banks We re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders as well as more traditional learning You ll also have the chance to give back and make a positive impact where we live and work through volunteerism Shape your Career with Citi Citi Finance is responsible for the firm s financial management and related controls We manage and partner on key Citi initiatives and deliverables such as our quarterly earnings process and ensuring Citi s compliance with financial rules and regulations The team comprises chief financial officers who partner with each of our businesses and disciplines including controllers financial planning and analysis strategy investor relations tax and treasury We re currently looking for a high caliber professional to join our team as Assistant Vice President Non-Trading Market Risk Management Senior Analyst - Hybrid Internal Job Title Non-Trading Market Risk Management Senior Analyst - C12 based in Mumbai India Being part of our team means that we ll provide you with the resources to meet your unique needs empower you to make healthy decision and manage your financial well-being to help plan for your future For instance Citi provides programs and services for your physical and mental well-being including access to telehealth options health advocates confidential counseling and more Coverage varies by country We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families That s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world We empower our employees to manage their financial well-being and help them plan for the future Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses We have a variety of programs that help employees balance their work and life including generous paid time off packages We offer our employees resources and tools to volunteer in the communities in which they live and work In 2019 Citi employee volunteers contributed more than 1 million volunteer hours around the world The BSM NTMR Senior Analyst will support the production needs in various workstreams to develop enhance measure and monitor 1st line Non-Trading Market Risk framework including Governance and Oversight Metrics Methodology Measurement Data and Infrastructure Process and Controls and Management for Commodity Equity CSRBB credit spread in the banking book Framework FXRBB FX risk in the banking book stress testing analytics relating to CCAR and QMMF for Citi s global Pensions and AFS HTM securities and asset allocation design This role will report to a senior manager and function as an integral member of the functional leadership team The BSM NTMR Senior Analyst exhibits intermediate understanding of bank balance sheet management and optimization balancing financial resources among different competing priorities and how other Non-Traded Market Risk such as FXRBB Commodity Equity CSRBB risk and OCI capital at risk and allocation of cash into debt investment securities contribute to achieving Corporate Treasury s balance sheet optimization objectives and Citi s strategic goals Strong communication skills required in order to negotiate internally often at a senior level The role is responsible for aiding senior leaders in executing functional strategy in the designed area in partnership with other finance functions businesses and risk management In this role you re expected to Support analysis in the implementation of BSM s process by providing key analytical insights across BSM functions with a primary focus on asset allocation FXRBB OCI stress testing analytics for CCAR and QMMF for pensions and AFS HTM securities Commodity Equity CSRBB risk Provide accurate analysis to be used for enhancing BSM s analytics and methodologies and establishing Citi s first-line NTMR management framework Policy Standard Procedures models methodologies reporting controls processes analytics data and documentation Analyses will be supplied to managers Develop key management review presentations Oversee the data results and management report metrics for decision processes Support subject matter experts on the team to aid senior leaders in aligning governance and management framework procedures and controls for all legal entities that have OCI Risk FX risk commodity risk credit spread risk in the Banking Book Liaise with businesses legal entity treasury CTI and Markets Treasury and Controllers teams to ensure both an understanding and the ability to manage other non-trading market risks Support the team and assist Manager with remediation gap efforts in other non-trading market risk excl IRRBB as required by Tier 1 regulations and help to remediate regulatory audit self-identified issues concerning other non-trading market risks in the banking book and achieve target state framework Applies in-depth disciplinary knowledge contributing to the development of new techniques and the improvement of processes and work-flow for the area or function Integrates subject matter and industry expertise within a defined area Contributes to enhancing processes to manage these exposures in a well governed environment and includes the following Advises on procedures to enhance reporting and decision making in a given subject area and integrating with other team members to accomplish these plans Improves process efficiencies in assistance of businesses and broader Finance to effectuate increased transparency and more efficient financial resource allocation oAppropriately assess risk when business decisions are made demonstrating particular consideration for the firm s reputation and safeguarding Citigroup its clients and assets by driving compliance with applicable laws rules and regulations adhering to Policy applying sound ethical judgment regarding personal behavior conduct and business practices and escalating managing and reporting control issues with transparency As a successful candidate you d ideally have the following skills and exposure Experience in Fixed Income Bonds Valuation 5 years experience in Risk Management Financial Services Treasury and bank global liquidity investment portfolio Strong Excel and PowerPoint skills for report building and presentations Basic knowledge in debt investment securities and non-trading market risk such as FXRBB commodity risk private equity risk and CSRBB QMMF and CCAR for Pensions ATM AFS portfolios etc Fundamental understanding of regulatory compliance risk management and financial management and data governance concerns Intermediate understanding of Bank ALM Capital and Liquidity considerations Basic experience in debt investment securities analytics measurement metrics and methodologies Demonstrated ability to collaboratively solution complex and dynamic processes Ability to work under pressure in ambiguous environments Strong oral and written communications skills with ability to synthesize complex concepts Strong technical problem-solving skills Demonstrates a sense of urgency passion for results and personal accountability for achievement Education Bachelor s degree in Finance and Business or related fields Working at Citi is far more than just a job A career with us means joining a family of more than 230 000 dedicated people from around the globe At Citi you ll have the opportunity to grow your career give back to your community and make a real impact Take the next step in your career apply for this role at Citi today https jobs citi com dei Job Family Group Risk Management Job Family Treasury Risk Time Type Full time Most Relevant Skills Business Acumen Data Analysis Financial Modeling Internal Controls Management Reporting Market Risk Problem Solving Process Execution Risk Identification and Assessment Other Relevant Skills For complementary skills please see above and or contact the recruiter 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 If you are a person with a disability and need a reasonable accommodation to use our search tools and or apply for a career opportunity review View Citi s and the poster