Balance Sheet Management Modeling Job at Citi (Mumbai)

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

Balance Sheet Management Lead Analyst

The Balance Sheet Management Lead Analyst will drive sophisticated balance sheet...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Bachelor's (Master's preferred) degree in Finance, Economics, Mathematics, Computer Science, Operations Research, or related field
8-12 years' experience in treasury, ALM, balance sheet strategy, or risk modelling roles
Proficiency in Python programming and optimization techniques
Prior exposure to QRM or other ALM systems strongly preferred
Strong ability to translate financial system dynamics into models and insights
Curiosity and self-motivation to understand how banks work and solve problems from first principles
Excellent communication and stakeholder management skills
Solid understanding of capital, liquidity, and interest rate risk regulations
End-to-end knowledge of Capital, Liquidity, and Interest Rate Risk management

Job Responsibility

Design frameworks that integrate Capital, liquidity, and funding strategies into a cohesive optimization environment
Partner with engineers and data providers to ensure QRM is fully aligned with upstream and downstream data feeds
Build and enhance models to simulate, stress-test, and optimize the firm's balance sheet
Lead configuration and rollout of QRM, including product hierarchies, data models, and scenario frameworks
Translate business requirements into modelling solutions and present results to senior stakeholders
Ensure all models and processes meet regulatory standards and governance frameworks
Provide technical direction and knowledge transfer to junior team members

What we offer

Direct exposure to senior leadership and treasury strategy
Opportunity to grow career, give back to community and make real impact
Global benefits supporting well-being, growth and work-life balance

Fulltime

Balance Sheet Management Group Manager

Join our expanding Citi Finance Team in Budapest and make your own progress in a...

Location

Hungary , Budapest

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Bachelor's degree in Finance, Accounting or other related fields
10+ years relevant experience
Good command of spoken and written English
Advanced quantitative and presentation skills, with attention to detail and ability to work with large volumes of data leveraging spreadsheets and models
Exercises effective project management, relationship building and communication skills
Take ownership and execute on deliverables
Ability to work well with others in a fast-paced, high energy environment

Job Responsibility

Manage a team of 15 professionals, including 9 direct reports within the UK Corporate Treasury Analytics Team taking ownership of the various outputs that they produce
Represent the team on senior forums such as the UK Treasury leadership meeting, internal and external monthly KPI calls, Periodic Reporting Forum etc.
Lead team decisions including prioritization of tasks, resource allocation and strategic developments
Drive the need of developing new reporting processes, improve existing processes and controls
Contribute to the review and challenge sessions of relevant entities related internal and regulatory liquidity metrics and reports
Work towards synchronizing the Bank/Broker and Internal/External reports and processes related to analytics by closing the gaps where possible
Provide oversight for the Funds Transfer Pricing team for markets business and Model Validation coordination related processes
Management responsibility of the teams, including management of people, budget and planning, to include performance evaluation, compensation, hiring, disciplinary actions and terminations

What we offer

Cafeteria Program
Home Office Allowance (for colleagues working in hybrid work models)
Paid Parental Leave Program (maternity and paternity leave)
Private Medical Care Program and onsite medical rooms at our offices
Pension Plan Contribution to voluntary pension fund
Group Life Insurance
Employee Assistance Program
Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
Flexible work arrangements to support you in managing work - life balance
Career progression opportunities across geographies and business lines

Fulltime

Balance Sheet Management Lead Analyst

The Balance Sheet Management Lead Analyst will drive sophisticated balance sheet...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Bachelor's degree in Finance, Economics, Mathematics, Computer Science, Operations Research, or related field (Master's preferred)
6-10 years' experience in treasury, ALM, balance sheet strategy, or risk modelling roles
Prior exposure to QRM or other ALM systems strongly preferred
Proficiency in Python programming and optimisation techniques
Strong ability to translate financial system dynamics into models and insights
Curiosity and self-motivation to understand how banks work and solve problems from first principles
Excellent communication and stakeholder management skills
Solid understanding of capital, liquidity, and interest rate risk regulations

Job Responsibility

Balance Sheet Architecture: Design frameworks that integrate capital, liquidity, and funding strategies into a cohesive optimisation environment
QRM Implementation: Lead configuration and rollout of QRM, including product hierarchies, data models, and scenario frameworks
Data Integration: Partner with engineers and data providers to ensure QRM is fully aligned with upstream and downstream data feeds
Optimisation & Modelling: Build and enhance models to simulate, stress-test, and optimise the firm's balance sheet
Stakeholder Engagement: Translate business requirements into modelling solutions and present results to senior stakeholders
Governance & Compliance: Ensure all models and processes meet regulatory standards and governance frameworks
Mentoring & Guidance: Provide technical direction and knowledge transfer to junior team members

What we offer

Deep expertise in QRM modelling, product hierarchy design, and balance sheet architecture
End-to-end knowledge of capital, liquidity, and interest rate risk management
Direct exposure to senior leadership and treasury strategy
Advanced technical skills in optimisation and Python-based modelling
Leadership experience in guiding complex projects and mentoring junior colleagues

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 Analyst

The Balance Sheet Management Analyst will play a critical role in driving sophis...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Bachelor’s degree in Finance, Economics, Mathematics, Computer Science, Operations Research, or a related field (Master’s/PhD preferred)
Minimum 4+ years in financial services or relevant roles, with strong exposure to treasury functions, liquidity management, and interest rate risk
Proficiency in Python programming, object-oriented design, and optimization techniques (e.g., linear and stochastic programming)
Ability to translate complex financial interactions into actionable models and insights
A deep curiosity to understand how banks fundamentally work, with the ability to independently research, analyse, and translate findings into mathematical representations
Exceptional ability to convey technical concepts to non-technical audiences and engage effectively with senior stakeholders
Solid understanding of compliance frameworks and risk management principles
Detail-oriented, adaptable, proactive, and self-motivated to thrive in dynamic environments

Job Responsibility

Develop and execute advanced financial models to optimize asset and liability management across legal entities, businesses, and products
Identify and implement effective strategies for managing the balance sheet under varying market and regulatory conditions
Ensure accurate and consistent data integration from internal sources to enhance model efficiency and scalability
Partner with Risk, FP&A, and business units to align balance sheet strategies with organizational objectives
Ensure all decisions and actions align with applicable laws, regulations, and risk frameworks
Stay abreast of emerging financial modelling and optimization techniques to continually enhance decision-making processes
Present complex modelling concepts and actionable insights to senior stakeholders, bridging technical and non-technical perspectives
Proactively manage and report control issues while maintaining transparency and safeguarding the firm’s reputation

What we offer

Gaining deep expertise in balance sheet optimization, treasury functions, and financial resource management
Acquiring advanced knowledge of financial modelling, optimization techniques, and regulatory compliance
Exposure to senior stakeholders and cross-functional teams, enhancing communication and strategic influence skills
Building technical acumen in programming and optimization, with hands-on experience in Python and large-scale modelling
Developing a comprehensive understanding of market dynamics, risk frameworks, and decision-making processes within a global financial institution

Fulltime

Balance Sheet Management Modeling – Sr. Analyst

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

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
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, etc.
Working experience with Artificial Intelligence/Machine Learning techniques and packages (ChatGPT, Copilot) etc.
Hands-on 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
Experience with SQL and databases
Experience in excel VBA is plus
Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk, Capital Planning, etc.

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”), 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 and have periodic check-ins with them

Fulltime

Balance Sheet Management Analyst I

The Balance Sheet Mgmt Analyst I is a trainee professional role. Requires a good...

Location

Philippines , Taguig

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Bachelor’s degree in Finance, Statistics, Actuarial Science, Mathematics
2-5 years of experience
Advanced research, analysis and valuation skills, especially related to capital market instruments, including investment, loan, debt and derivative products

Job Responsibility

Contributes to the governance of funding, investing and analytics of the balance sheet
Participates in managing liquidity and interest rate risk, the capital/legal entity structure and capital planning as well as managing rating agency relationships
Involved in capital markets activities including commercial paper and securitization
liquidity, accrual risk oversight and transfer pricing
Manages implementation of procedures and development of analyses and reports
Integrates established disciplinary knowledge within own specialty area with basic knowledge of related industry practices
Demonstrates thorough knowledge of how the team interacts with others in accomplishing the goals of the area
Has working knowledge of industry practices and standards
Delivers routine and defined outputs
Escalates problems or issues relating to transactions, processes, reports or, procedures as appropriate

What we offer

Access to telehealth options, health advocates, confidential counseling
Expanded Paid Parental Leave Policy
Resources to manage financial well-being
Access to an array of learning and development resources
Generous paid time off packages
Resources and tools to volunteer in the communities

Fulltime

Balance Sheet Management Modeling

Citi

Location:
India , Mumbai

Category:
Finance

Contract Type:
Employment contract

Salary:

Job Description:

Job Responsibility:

Requirements:

Nice to have:

Additional Information:

Job Posted:
May 15, 2025

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Balance Sheet Management Modeling

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Location:India , Mumbai

Category:Finance

Contract Type:Employment contract

Salary:

Job Description:

Job Responsibility:

Requirements:

Nice to have:

Additional Information:

Job Posted:May 15, 2025

Looking for more opportunities? Search for other job offers that match your skills and interests.

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Location:
India , Mumbai

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Contract Type:
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Job Posted:
May 15, 2025