Citi Group Balance Sheet Management Analyst - C10/Analyst 

United States, New York 

698409690

Responsibilities:

• Perform an SME role within AFS/HTM Workstream during the firm-wide stress testing (CCAR/DFAST) exercise
• Conduct the first line review and challenge of stress testing results, including:
  • OCI forecast of AFS/HTM fixed income instruments under FAS115 (ASC 320)
  • OCI forecast of fair value and cash flow hedging instruments under FAS 133 (ASC 815-20)
  • OCI forecast of translation of foreign capital and its cost of hedge under FAS 52 (ASC 830)
  • Forecast of current estimated credit losses (CECL) under ASC 326
• Participate in design of portfolio analytics, including the development of prototype financial models and tools to better understand and forecast the drivers of financial and risk metrics.
• Perform necessary periodic governance and documentation procedures, including presentation to the Senior Governance Group and AFS/HTM CCAR Methodology Document
• Assist in coordinating and liaising with businesses and functions to educate and garner support for project initiatives.
• Contribute and support cross-group projects and initiatives.
• Has working knowledge of industry practices and standards.

Qualifications:

• Self-motivated and focused individual who can assist in projects
• Ability to achieve task within established deadlines
• Clear and concise communication skills
• Excel and PPT skills necessary
• Python coding knowledge would be a plus
• 0-2 years relevant experience

Education:

• Bachelors degree

Anticipated Posting Close Date:

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