Citi Group Non-Trading Market Risk Reporting-Vice President-C13-Mumbai 

Malaysia, Penang, George Town 

730316773

Description

• 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

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

• Design time-sensitive analytics, visualizations, complex and high visibility reports across Interest Rate Risk that provide critical data to Risk and Business management for portfolio monitoring and strategic decision-making.

• 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.).

• Lead projects and actively support forums related to policy-driven, remediation-driven and regulatory initiatives in collaboration with other Risk Reporting teams and cross-functional groups. Propose recommendations to business partners, establish project plans and track/communicate progress.

• Identify and drive opportunities to improve process efficiencies, technological automation and functionalities within data and reporting infrastructure.

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

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

• Work closely with Technology groups to support automation efforts, writing business requirements for new/enhanced reports, reviewing and approving BRDs/FRDs, and conducting UATs.

• Understand/interpret the nuances of questions and requests from senior management and regulators and work with risk managers and portfolio analysts to come up with solutions/alternatives.

• Deliver regular and time-sensitive ad-hoc information for regulatory requests and internal/external audit reviews.

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

• Ensure key controls and process documentation requirements are completed and compliant for MCA, BCBS, EUC and other governance purposes.

Qualifications

• 9+ years of experience in finance and/or risk data analytics

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

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

• Advanced knowledge of EXCEL/VBA, Access and PowerPoint

• Strong knowledge of Interest risk / Market Risk / Liquidity concepts and basic accounting

• Excellent fixed income product knowledge including valuation methodologies and risk metrics.

• 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.

• 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

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

• Bachelor / Master’s degree in Finance, engineering, computer science or other analytically intensive discipline will b

Time Type:

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