Balance Sheet Management Modeling Job at Citi (Mumbai)

Balance Sheet Management Modeling Intermediate Analyst

The Balance Sheet Management Intmd Analyst is a seasoned professional role. The ...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

3.5+ years of relevant statistical modeling /econometrics experience in financial domain
Graduation or higher degree in quantitative discipline such as Statistics, Economics, Mathematics, or related discipline is preferred
Certifications such as FRM, CFA is a plus
Experience in development of models and metrics related to the Assets/Liability Management (ALM)/Interest rate Risk in Banking Book (IRRBB)
Deep understanding of IRE, EVE/EVS and FTP concepts
Experience in behavioral modeling of non-defined maturity products is a plus
Hands-on experience in developing econometric models and deep understanding of statistical techniques such as Linear Regression, Logistic Regression, Time Series, Panel Regression, Error Correction Models, Seemingly Unrelated regression and Cointegration, etc.
Working experience with Artificial Intelligence/Machine Learning techniques and packages (ChatGPT, Copilot) etc.
Extensive experience in programming and modeling using Python and related packages (GitHub, DataFlame) is must
Working knowledge of statistical packages like SAS/R is a plus

Job Responsibility

End-to-end development and governance and support of models in treasury/IRRBB space
End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes
This includes the calculation of Net Interest Income (“NII”), Non-Interest Revenue (“NIR”), Interest Rate Exposure (“IRE”), Economic Value Sensitivity (“EVS”) , Funds Transfer Pricing (“FTP”) and other associated interest rate risk metrics
Applies analytical thinking and knowledge of statistics / modeling / data analysis tools and methodologies
Gives attention to detail when making judgments and analytical recommendations based on the analysis of information
Typically deals with variable issues with potentially broader business impact
Applies professional judgment when interpreting data and results
Model governance and support includes reviewing and timely submission of model documentations such as - Model development document (MDDs), Annual Model Review (AMRs), Ongoing Performance Assessment (OPAs), Model Change Addendum (MCAs), Limitation Record Change (LRCs) to Model Risk Management and other stakeholders
Develop and maintain a comprehensive modeling system that maintains consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation which is critical in reducing the model operating risk
Must be able to present technical matters in a way that is meaningful to the audience and align with Model Risk Management on modeling and validation practices

Fulltime

Balance Sheet Management Modeling – AVP

The Balance Sheet Management Sr. Analyst is a seasoned professional role respons...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

6-8 years of relevant statistical modeling /econometrics experience in financial domain
PG / Masters / PhD in quantitative discipline such as Statistics, Economics, Mathematics, or related discipline is preferred
Experience in developing econometric models and deep understanding of statistical techniques such as Linear Regression, Logistic Regression, Time Series, Panel Regression, Error Correction Models, Seemingly Unrelated regression and Cointegration and Machine Learning Techniques
Working experience with Artificial Intelligence/Machine Learning techniques and packages (ChatGPT, Copilot)
Hands-on experience in programming and modeling using Python and related packages (GitHub, DataFlame) is must
Experience with SQL and databases
Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk, Capital Planning
Broad understanding of financial products, accounting principles, investment, accrual products and corporate finance concepts
Excellent presentation skills
Ability to build key cross functional and cross business relationships

Job Responsibility

End-to-end development and governance and support of models in treasury/IRRBB space
End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes
Calculation of Net Interest Income (NII), Non-Interest Revenue (NIR), Interest Rate Exposure (IRE), Economic Value Sensitivity (EVS), and other associated interest rate risk metrics
Model governance and support includes reviewing and timely submission of model documentations such as Model development document (MDDs), Annual Model Review (AMRs), Ongoing Performance Assessment (OPAs), Model Change Addendum (MCAs), Limitation Record Change (LRCs) to Model Risk Management
Develop and maintain a comprehensive modeling system that maintains consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation
Present technical matters in a way that is meaningful to the audience and align with Model Risk Management on modeling and validation practices
Build key relationships with finance and business teams
Create a culture of accountability and strict quality control of the data integrity and modeling processes

Fulltime

Balance Sheet Management Modeling - VP

The Balance Sheet Management Sr. Analyst is a seasoned professional role respons...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

8+ years of relevant statistical modeling/econometrics experience in financial domain
PG/Masters/PhD in quantitative discipline such as Statistics, Economics, Mathematics, or related discipline is preferred
Certifications such as FRM, CFA is a plus
Experience in developing econometric models and deep understanding of statistical techniques such as Linear Regression, Logistic Regression, Time Series, Panel Regression, Error Correction Models, Seemingly Unrelated Regression and Cointegration and Machine Learning Techniques
Working experience with Artificial Intelligence/Machine Learning techniques and packages
Hands-on experience in programming and modeling using Python and related packages
Working knowledge of statistical packages like SAS/R is a plus
Experience with SQL and databases
Experience in Excel VBA is a plus
Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk, Capital Planning

Job Responsibility

End-to-end development and governance and support of models in treasury/IRRBB space
End-to-End model development including econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes such as Net Interest Income, Non-Interest Revenue, Interest Rate Exposure, Economic Value Sensitivity, and others
Applies analytical thinking and knowledge of statistics/modeling/data analysis tools and methodologies
Reviewing and timely submission of model documentations to Model Risk Management and other stakeholders
Develop and maintain a comprehensive modeling system ensuring consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation
Present technical matters meaningfully to align with Model Risk Management on modeling and validation practices
Build key relationships with finance and business teams
Create a culture of accountability and strict quality control of the data integrity and modeling processes

Fulltime

Quantitative Analyst- Balance Sheet Management Vice President

The Balance Sheet Mgmt Lead Analyst is a strategic professional who will drive t...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

6-10 years of experience in a quantitative, data science, or technical product management role within the financial services industry
Bachelor's degree in a quantitative field such as Finance, Economics, Data Science, Computer Science, Statistics or Artificial Intelligence
Strong understanding of advanced analytics, AI, and data science concepts
Must have advanced analytical skills and the ability to see the big picture
Excellent communication skills are imperative
Experience in product ownership or management
Proven ability to prioritize in a fast-paced, agile environment
Proficiency with data analysis and visualization tools (e.g., SQL, Tableau)
strong experience with data science programming languages (e.g., Python)
Ability to interact with all levels of management and be a collaborative team player

Job Responsibility

Lead the product ownership and development of advanced analytical and AI-powered solutions for balance sheet management
Define and communicate the product vision, strategy, and roadmap for analytical and AI solutions
Drive the design and execution of innovative, data-driven tools and models
Collaborate with Finance, Treasury, technology, and advanced analytics teams to gather requirements
Act as the key liaison between business stakeholders and technical development teams
Appropriately assess risk when business decisions are made

Fulltime

Quantitative Analyst- Balance Sheet Management Senior Vice President

The Balance Sheet Mgmt Sr Ld Anlst is a strategic professional who closely follo...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

8+ years of experience in technical product management, quantitative analysis, or data science within the financial services industry
Expert-level proficiency in Python for data analysis, modeling, and automation
Advanced skills in Tableau for data visualization and dashboard creation
Strong technical foundation with demonstrated experience in rapid prototyping and taking complex analytical products from concept to full deployment
Excellent communication skills
Proven ability to lead and influence cross-functional teams in a complex, agile environment
Substantial experience in product ownership at a senior level
Ability to work independently, manage multiple senior stakeholders, and navigate a fast-paced environment
Bachelor's degree in a quantitative field such as Computer Science, Data Science, Finance, Economics, or Statistics is required
A Master's degree or PhD is highly preferred

Job Responsibility

Own and direct the product strategy, vision, and roadmap for balance sheet management solutions, with a strong emphasis on applied AI and machine learning
Articulate the product strategy and roadmap to stakeholders at all levels
Lead the end-to-end product lifecycle, including the design, prototyping, and deployment of data-driven tools and models
Partner with senior leaders in Finance, Treasury, and Technology to identify business opportunities and translate them into technical requirements and product features
Act as the primary liaison between business stakeholders and technical teams
Mentor product and technical teams, establishing best practices for product management and data science within the group
Uphold stringent risk and control standards, demonstrating sound judgment regarding the firm's reputation and assets

Fulltime

Quantitative Analyst- Balance Sheet Management Vice President

The Balance Sheet Mgmt Lead Analyst is a strategic professional who will drive t...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

6-10 years of experience in a quantitative, data science, or technical product management role within the financial services industry, with a strong emphasis on building and deploying AI solutions and utilizing AI tools
Bachelor's degree in a quantitative field such as Finance, Economics, Data Science, Computer Science, Statistics or Artificial Intelligence
Strong understanding of advanced analytics, AI, and data science concepts, with a proven ability to apply them to solve complex financial problems and a demonstrated capacity to use AI tools and build AI solutions
Must have advanced analytical skills and the ability to see the big picture, connecting data-driven insights to strategic business objectives, specifically leveraging AI tools for analysis and building AI solutions for strategic impact
Excellent communication skills are imperative, with the ability to make complex technical and financial subjects easily digestible for senior management and non-technical audiences, particularly when discussing AI tools and AI solutions
Experience in product ownership or management, with a track record of leading the development of data or technology infrastructure from a business perspective, including hands-on experience in building AI solutions and implementing AI tools
Proven ability to prioritize in a fast-paced, agile environment, manage multiple stakeholders and ability to work independently, with a keen eye on optimizing processes using AI tools and accelerating the development of AI solutions
Proficiency with data analysis and visualization tools (e.g., SQL, Tableau)
strong experience with data science programming languages (e.g., Python), and practical experience with AI tools and frameworks to build AI solutions
Ability to interact with all levels of management and be a collaborative team player, fostering an environment that embraces AI tools and AI solution development

Job Responsibility

Lead the product ownership and development of advanced analytical and AI-powered solutions for balance sheet management, leveraging AI tools to streamline development and enhance solution capabilities
Define and communicate the product vision, strategy, and roadmap for analytical and AI solutions, ensuring alignment with business goals, with a focus on building cutting-edge AI solutions
Drive the design and execution of innovative, data-driven tools and models, including advanced AI-based solutions, that provide insights into liquidity, interest rate risk, capital planning, and overall balance sheet optimization. This includes actively building and deploying AI solutions
Collaborate with Finance, Treasury, technology, and advanced analytics teams to gather requirements, prioritize features, and manage the product backlog for solution development, specifically integrating AI tools and building AI solutions
Act as the key liaison between business stakeholders and technical development teams, translating business needs into actionable product requirements for analytical solutions, and advocating for the use of AI tools to build robust AI solutions
Perform other duties and functions as assigned
Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients, and assets. This includes ensuring compliance with applicable laws, rules, and regulations related to data and model governance, adhering to Policy, applying sound ethical judgment, and escalating, managing, and reporting control issues with transparency, particularly in the context of developing and deploying AI solutions and using AI tools responsibly

Fulltime

Quantitative Analyst- Balance Sheet Management - Vice President

The Balance Sheet Mgmt Lead Analyst is a strategic professional who will drive t...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

6-10 years of experience in a quantitative, data science, or technical product management role within the financial services industry, with a strong emphasis on building and deploying AI solutions and utilizing AI tools
Bachelor's degree in a quantitative field such as Finance, Economics, Data Science, Computer Science, Statistics or Artificial Intelligence
Strong understanding of advanced analytics, AI, and data science concepts, with a proven ability to apply them to solve complex financial problems and a demonstrated capacity to use AI tools and build AI solutions
Must have advanced analytical skills and the ability to see the big picture, connecting data-driven insights to strategic business objectives, specifically leveraging AI tools for analysis and building AI solutions for strategic impact
Excellent communication skills are imperative, with the ability to make complex technical and financial subjects easily digestible for senior management and non-technical audiences, particularly when discussing AI tools and AI solutions
Experience in product ownership or management, with a track record of leading the development of data or technology infrastructure from a business perspective, including hands-on experience in building AI solutions and implementing AI tools
Proven ability to prioritize in a fast-paced, agile environment, manage multiple stakeholders and ability to work independently, with a keen eye on optimizing processes using AI tools and accelerating the development of AI solutions
Proficiency with data analysis and visualization tools (e.g., SQL, Tableau)
strong experience with data science programming languages (e.g., Python), and practical experience with AI tools and frameworks to build AI solutions
Ability to interact with all levels of management and be a collaborative team player, fostering an environment that embraces AI tools and AI solution development

Job Responsibility

Lead the product ownership and development of advanced analytical and AI-powered solutions for balance sheet management, leveraging AI tools to streamline development and enhance solution capabilities
Define and communicate the product vision, strategy, and roadmap for analytical and AI solutions, ensuring alignment with business goals, with a focus on building cutting-edge AI solutions
Drive the design and execution of innovative, data-driven tools and models, including advanced AI-based solutions, that provide insights into liquidity, interest rate risk, capital planning, and overall balance sheet optimization. This includes actively building and deploying AI solutions
Collaborate with Finance, Treasury, technology, and advanced analytics teams to gather requirements, prioritize features, and manage the product backlog for solution development, specifically integrating AI tools and building AI solutions
Act as the key liaison between business stakeholders and technical development teams, translating business needs into actionable product requirements for analytical solutions, and advocating for the use of AI tools to build robust AI solutions
Perform other duties and functions as assigned
Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients, and assets. This includes ensuring compliance with applicable laws, rules, and regulations related to data and model governance, adhering to Policy, applying sound ethical judgment, and escalating, managing, and reporting control issues with transparency, particularly in the context of developing and deploying AI solutions and using AI tools responsibly

Fulltime

Senior Balance Sheet Management Analyst - Python Developer

Wells Fargo is seeking a Senior Balance Sheet Management Analyst. In this role, ...

Location

India , Bengaluru

Salary:

Not provided

Wells Fargo

Expiration Date

August 17, 2026

Requirements

4+ years of Treasury experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Bachelor’s or Master’s degree in Computer Science, Information Technology, or related field
Strong experience in software/data engineering roles, with at least 5 years in Python development
Strong experience in SQL, data modeling, and ETL frameworks
Proficiency in Python libraries such as Pandas, NumPy, PySpark
Experience with cloud platforms (AWS, GCP, or Azure) and tools like BigQuery, Airflow, or Databricks
Excellent problem-solving, communication, and stakeholder management skills

Job Responsibility

Lead or participate in moderately complex initiatives related to balance sheet management activities including measuring and managing risk arising from a mismatch of liquidity and cash flow profiles of assets and liabilities
Review and analyze liquidity risk management, foreign exchange risk management, and interest risk management and provide overall advisory on such matters
Be responsible for moderately complex reporting and analytics on treasury balance sheet management metrics
Ensure accurate recurring deliverables are completed and compliant with various risk management regulatory requirements
Ensure data quality and establish controlled processes
Make recommendations to more experienced group members and management
Collaborate and consult with peers, colleagues and mid-level managers to resolve issues and achieve goals
Interact with internal customers as well as outside parties including accounting and consulting firms
Design, develop, and maintain scalable and efficient data pipelines and ETL workflows using Python
Collaborate with data scientists, analysts, and business stakeholders to understand data requirements and deliver actionable solutions

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