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Treasury ALM – Senior Vice President

https://www.citi.com/ Logo

Citi

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Location:
India , Mumbai

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Category:

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Contract Type:
Not provided

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Salary:

Not provided

Job Description:

The role will drive production needs and lead workstreams to develop, enhance, measure, and monitor 1st line Non-Trading Market Risk framework across areas like Governance, Metrics, Methodology, Measurement, Stress Testing (CCAR), and other risk management processes. Demonstrates strong subject matter expertise in Bank ALM, Capital, and Liquidity considerations, including extensive experience in debt investment securities analytics and regulatory risk frameworks. The position requires excellent Excel and PowerPoint skills alongside stakeholder management capabilities to ensure solutions and frameworks meet business objectives and regulatory requirements.

Job Responsibility:

  • Offer team support to the implementation of and contribute to 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 leadership, market experience, and subject matter expertise for enhancing BSM’s analytics and methodologies and establishing Citi's first-line NTMR management framework
  • Use subject matter expertise 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
  • Assist Manager with remediation gap efforts in other non-trading market risk 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
  • Interact with 2nd line FinCRO function, regulators, senior management and Non-Traded Market Risk governance committees
  • Aid Business Head and senior leadership to develop, manage, and retain talent with moderate leadership experience demonstrated through empowerment, situational awareness, increasing transparency and conflict resolution on large-scale programs and data transformation
  • Identify solutions to business inquiries in a timely manner and own the implementation / execution steps to autonomously drive open issues to completion
  • Direct project prioritization, platform direction, and future state planning and strategic direction

Requirements:

  • 10+ years experience in Financial Services, Treasury, and bank global liquidity investment portfolio
  • 5+ years of managerial and market experience required
  • Ability to succinctly articulate data insights using business intelligence and data visualization techniques
  • Excellent Excel and PowerPoint skills for report building and presentations used to influence
  • Deep subject matter expertise 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.
  • Strong understanding of regulatory, compliance, risk management and financial management, and data governance concerns
  • Strong understanding of Bank ALM, Capital, and Liquidity considerations
  • Extensive experience in debt investment securities analytics, measurement, metrics and methodologies
  • Experience in stakeholder management to achieve a complex rollout across many functions, time zones, systems
  • Demonstrated ability to collaboratively solution complex and dynamic processes
  • Willingness to work / thrive in a pressured and ambiguous environment with tight deadlines
  • Demonstrated experience in management framework development
  • Excellent oral and written communications skills
  • Previous experience interacting and working with Executive Leaders
  • Demonstrates a sense of urgency, passion for results and personal accountability for achievement

Nice to have:

  • Business Acumen
  • Data Analysis
  • Financial Modeling
  • Internal Controls
  • Management Reporting
  • Market Risk
  • Problem Solving
  • Process Execution
  • Risk Identification and Assessment
What we offer:
  • Equal opportunity employer
  • Accessibility support for persons with disabilities
  • Work-life balance benefits
  • Growth and career opportunities

Additional Information:

Job Posted:
October 11, 2025

Employment Type:
Fulltime
Work Type:
Hybrid work
Job Link Share:

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