Balance Sheet Mgmt Sr Ld Anlst

The Balance Sheet Mgmt Sr Ld Anlst is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business Typically a small number of people within the business that provide the same level of expertise Excellent communication skills required in order to negotiate internally often at a senior level Developed communication and diplomacy skills are required in order to guide influence and convince others in particular colleagues in other areas and occasional external customers Accountable for significant direct business results or authoritative advice regarding the operations of the business Necessitates a degree of responsibility over technical strategy Primarily affects a sub-function Responsible for handling staff management issues including resource management and allocation of work within the team project Responsibilities Contributes to the governance of funding investing and analytics of the balance sheet This includes Participates in managing liquidity and interest rate risk the capital legal entity structure and capital planning as well as managing rating agency relationships Involved in capital markets activities including commercial paper and securitization liquidity accrual risk oversight and transfer pricing The position will require both individual analytical work as well as partnership across teams to identify solutions to business inquiries in a timely manner and own the implementation execution steps to autonomousl drive open issues to completion Directs project prioritization platform direction and future state planning and strategic direction Exposure into various facets of Risk and Finance Processes within Citi interacting with various levels within the organization Performs other duties and functions as assigned Appropriately 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 Qualifications 10 plus years of experience working for a financial services organization Experience with effectively analyzing Actual and Forecast results with a comprehensive knowledge of Transfer Pricing and other Intercompany items Thorough knowledge of key Interest Rate Risk metrics IRE EVS working knowledge of Citigroup Financial Systems PEARL GENESIS Etc Proficiency with standard analysis tools Excel Access SQL Excellent written and oral communication Demonstrates thorough knowledge fundamental Balance Sheet and P L Education Bachelors degree potentially Masters degree Comprehensive Capital Analysis Review CCAR is an annual regulatory submission to US Federal Reserve Board FRB It is used to ensure that institutions have robust forward-looking capital planning processes that account for their unique risks and sufficient capital to continue operations throughout times of economic and financial stress As part of CCAR the Federal Reserve evaluates institutions capital adequacy internal capital adequacy assessment processes and their plans to make capital distributions such as dividend payments or stock repurchases The FP A Statistical Modeler Group Manager is a senior level position part of FP A Model Development team which is responsible for developing econometric time-series models to project balance sheet and income statement for different products businesses geographies within the firm to support CCAR and QMMF Responsibilities Being the Model Convergence Lead for Corporate Banking and Financing Securitization the incumbent will be responsible for end-to-end responsibility of conceptualizing the modeling framework and methodologies to meet regulatory and business planning requirements the exploration of model development at account level for projecting PPNR using client characteristics and integrating the hand-offs process across Finance and Risk workstreams Drive model convergence initiatives as part of firms Transformation journey for different businesses Explain quantitative model results to front-office FP A teams during quarterly model runs under different scenarios provided by Economic Scenario Group Responsible for exploring application of alternate modeling techniques to facilitate model convergence efforts and presenting the same to senior model development leads Also be a champion in addressing observations raised by MRM and Internal Audit in a quantitative manner by thinking out-of-box Review Model Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes For specific businesses within Consumer and Wholesale ensure sufficient coverage of Champion and Challenger models using different time series forecasting methodologies to comply with SR 15-18 guidance Spearhead in managing difficult conversations with key stakeholder across Business heads FP A head Treasury and obtain their approvals before submission to MRM Participate and contribute to FRB OCC exams and present model specific information to seniors in a succinct manner Manage a team of 6-8 statistical modelers provide guidance to them manage their deliverables and review MDDs LRCs AMRs before submission to Model Risk Management MRM Qualifications skill sets 10-15 years of relevant statistical business experience in financial services Demonstrated leadership and team management skills and ability to managing multiple projects and deadlines Managed a team of statistician econometrician in a similar setting for minimum 6 years is a must Strong understanding of statistical techniques such as Ordinary Least Square regression OLS Fixed-effect Panel Regression Error Correction Models Seemingly Unrelated regression and Cointegration Understanding of Machine learning algorithms will be a plus Understanding of Consumer Wholesale business to facilitate model convergence initiatives will be a plus Hands-on experience in programming and modeling using SAS Python and R is preferred Follow a culture of accountability and strict quality control of the data integrity and modeling process Ability to build key relationships with finance and business teams Must be able to present technical matters in a way that is meaningful to the audience Education Masters PhD in quantitative discipline such as Statistics Economics or related discipline Job Family Group FinanceJob Family Balance Sheet ManagementTime Type Full timeCiti is an equal opportunity and affirmative action employer Qualified applicants will receive consideration without regard to their race color religion sex sexual orientation gender identity national origin disability or status as a protected veteran Citigroup Inc and its subsidiaries Citi invite all qualified interested applicants to apply for career opportunities 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 the poster View the View the View the