Citi Group Non-Trading Market Risk Reporting-Assistant Vice President-C12-Mumbai 

Malaysia, Penang, George Town 

676351553

Responsibilities:

• Evaluate and validate interest rate risk exposure. Including validation of cash flows to explain risk drivers, analysis of deposit modeling behavior and treasury hedging activity.

• Engage with members of Treasury, ALM, Independent Market Risk and FP&A to explain drivers of variances in interest rate risk measures

• Analysing material movements to understand underlying issues and providing concise explanations.

• Manage / Prepare regular and time-sensitive analytics, visualizations and reports covering Citi’s Credit & Interest Rate Risk Exposures

• Provide critical data to Risk and Business management for portfolio monitoring and strategic decision-making. (including Regulatory Submissions).

• Engage with Risk, Finance, Technology & business teams to provide in-depth analysis on the key Risk metrics and present the same during Senior Management Committee reviews. (Portfolio Review / ALCO etc.).

• Business analysis support for solutions and platforms delivering risk data and risk reporting programs

• Utilize Tableau to design visualizations, dashboards, and data flows

• Drive organizational and innovative technology projects to execute strategy and deliver results.

• Participate in critical Risk-wide initiatives such as platform implementation, end-user computing reduction, and process/data controls

• Collaborate with risk and SME reporting leads on initiatives, key reports, and presentations

• Realize opportunities to improve the timing, efficiency, and degree of automation for reporting deliverables

• Participate in and support various new/evolving requirements, including significant new regulatory demands

• Participate in initiatives to develop effective controls for data, data quality metrics and governance

• Drive implementation of technology-dependent work through communication and partnership with Technology Teams

• Communicating issues identified to impacted parties and implement corrective action plans.

Qualifications:

• 6+ years of experience in the finance services industry with strong experience in Risk, Finance, or Treasury.

• Bachelor’s or master’s degree in a quantitative discipline (e.g. engineering, finance, economics, science)

• Solid understanding of Asset and liability management and balance sheet analysis

• Proficiency in Tableau, Power BI or other BI visualization tools

• Advanced knowledge of EXCEL/VBA, Access and PowerPoint

• Understanding of programming, technology systems, risk data, and automation

• Strong analytical and problem-solving skills, and attention to details. Ability to quickly analyze granular details, summarize top-level trends, identify key drivers of trends and adeptly present findings.

• Experience with managing/restructuring large, complex databases (e.g. with millions of records), and with programming languages such as Python, R and SAS, is preferable

• Excellent written and verbal communication skills, and proven presentation skills. Ability to relay information to senior management in a succinct, insightful way, and negotiate internally with a broad range of stakeholders.

• Good team player and excellent work ethics

Education:

• Professional degree equivalent to CA / MBA Finance or Postgraduates from premier universities.

• Master’s degree in Finance, Bachelors / master’s degree in engineering, computer science or other analytically intensive discipline

Time Type:

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