Balance Sheet Management Intmd Analyst, Citi

Citi

Location:
India, Mumbai

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

The Balance Sheet Management Intmd Analyst is responsible for developing statistical and non-statistical methodologies, data processing, visualization, and analysis tools for treasury functions. The role includes developing models and tools for Deposit duration, Fund Transfer Pricing, Customer Pricing, and other areas critical to treasury and risk management.

Job Responsibility:

End-to-end development of statistical models for asset classes such as Deposits or Fixed Income Securities
Econometric forecasting models for key Balance sheet and income statement line items
Model governance and support including documentation and performance assessment
Developing and maintaining a comprehensive modeling system to reduce model operating risk
Presenting technical matters in a way meaningful to the audience
Influencing and empowering team members.

Requirements:

4-6 years of relevant statistical modeling/econometrics experience in financial domain
PG/Masters/PhD in quantitative discipline such as Statistics, Economics, Mathematics, or related discipline
Certifications such as FRM, CFA is a plus
Experience in development of models and metrics related to Assets/Liability Management and Interest Rate Risk in Banking Book
Extensive hands-on experience in econometric models and statistical techniques such as Linear Regression, Logistic Regression, Time Series, and others
Working knowledge of Artificial Intelligence/Machine Learning techniques
Extensive experience in Python programming and related packages
Experience with SQL and databases
Experience in Excel VBA is a plus
Strong analytical skills and ability to synthesize quantitative and qualitative data
Ability to manage multiple projects and deadlines
Excellent communication and stakeholder management skills.

Nice to have:

Certifications such as FRM, CFA
Experience in behavioral modeling of non-defined maturity products
Working experience with statistical packages like SAS/R
Domain knowledge in Fixed Income Securities, Mortgage Modeling, and Deposit Modeling
Broad understanding of financial products, accounting principles, and corporate finance concepts.

Additional Information:

Job Posted:
May 29, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Balance Sheet Management Intmd Analyst