Balance Sheet Management Modeling Expert

3 weeks ago


Mumbai, Maharashtra, India 12542 Citicorp Services India Private Limited Full time
Balance Sheet Management Modeling Role

The Senior Analyst will be responsible for end-to-end development support of statistical models covering asset classes such as Deposits or Fixed Income Securities, or specific functions such as Asset Allocation strategy.

The Analyst will 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 efficiently understand requirements and support in developing a model or approach to meet those requirements.

Key Responsibilities:

  • End-to-end development support, and governance of models in treasury/IRRBB space.
  • End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes.
  • Applies analytical thinking and knowledge of statistics / modeling / data analysis tools and methodologies.
  • Model governance and support includes reviewing and timely submission of model documentations such as - Model development document (MDDs), Annual Model Review (AMRs), Ongoing Performance Assessment (OPAs), Model Change Addendum (MCAs), Limitation Record Change (LRCs) to Model Risk Management and other stakeholders.


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