Non-Trading Market Risk Mgmt Sr. Analyst Job at Citi (Mumbai)

Job Description

The BSM NTMR Senior Analyst will support the production needs in various workstreams to develop, enhance, measure, and monitor 1st line Non-Trading Market Risk framework including Governance and Oversight, Metrics, Methodology, Measurement, Data and Infrastructure, Process and Controls, and Management for Commodity/Equity/CSRBB Framework, FXRBB, stress testing analytics relating to CCAR and QMMF for Citi’s global Pensions, and AFS/HTM securities, and asset allocation design. This role will report to a senior manager and function as an integral member of the functional leadership team. Responsibilities include providing analytical insights, developing management reviews, aligning governance frameworks, overseeing data results, and supporting remediation gap efforts in compliance with Tier 1 regulations. Requirements include 5+ years of relevant experience, strong technical problem-solving skills, fluency in Python and Tableau, and expertise in regulatory and financial analytics.

Job Responsibility

Support analysis in the implementation of BSM’s process by providing key analytical insights across BSM functions with a primary focus on asset allocation, FXRBB, OCI stress testing analytics for (CCAR) and QMMF for pensions and AFS /HTM securities, Commodity/Equity/CSRBB risk
Provide accurate analysis to be used for enhancing BSM’s analytics and methodologies and establishing Citi's first-line NTMR management framework (Policy/Standard/Procedures, models, methodologies, reporting, controls, processes, analytics, data and documentation)
Develop key management review presentations
Oversee the data results and management report metrics for decision processes
Support subject matter experts on the team to aid senior leaders in aligning governance and management framework, procedures and controls for all legal entities that have OCI Risk, FX risk, commodity risk, credit spread risk in the Banking Book
Liaise with businesses, legal entity treasury, CTI and Markets Treasury, and Controllers teams to ensure both an understanding and the ability to manage other non-trading market risks
Support the team and assist Manager with remediation gap efforts in other non-trading market risk (excl IRRBB) as required by Tier 1 regulations and help to remediate regulatory/audit self-identified issues concerning other non-trading market risks in the banking book and achieve target state framework
Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function
Integrates subject matter and industry expertise within a defined area
Contributes to enhancing processes to manage these exposures in a well governed environment
Advises on procedures to enhance reporting and decision making in a given subject area and integrating with other team members to accomplish these plans
Improves process efficiencies in assistance of businesses and broader Finance to effectuate increased transparency and more efficient financial resource allocation

Requirements

5+ years experience in Financial Services, Treasury, and bank global liquidity investment portfolio
Strong Excel and PowerPoint skills for report building and presentations
Basic knowledge in debt investment securities and non-trading market risk such as FXRBB, commodity risk, private equity risk and CSRBB, QMMF and CCAR for Pensions, ATM/AFS portfolios, etc.
Fundamental understanding of regulatory, compliance, risk management and financial management, and data governance concerns
Intermediate understanding of Bank ALM, Capital, and Liquidity considerations
Basic experience in debt investment securities analytics, measurement, metrics and methodologies
Demonstrated ability to collaboratively solution complex and dynamic processes
Ability to work under pressure in ambiguous environments
Strong oral and written communications skills with ability to synthesize complex concepts
Strong technical problem-solving skills
Fluent in Python script and creating Tableau dashboard
Demonstrates a sense of urgency, passion for results and personal accountability for achievement

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Non-Trading Market Risk Mgmt Sr. Analyst

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