Citi Group Non-Trading Market Risk Mgmt Sr Analyst - C12 MUMBAI 

Malaysia, Penang, George Town 

584984672

Responsibilities:

• Support analysis and modeling projects 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
• Own the models associated with NTMR and liase with MRM to ensure proper development and validation of all models in the NTMR workstream
• 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.

Qualifications:

• 5+ years experience in Financial Services, Treasury, and bank global liquidity investment portfolio
• Strong Excel, Python and SQL programming skills.
• 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

Time Type: