Vice President IRRBB, Citi

Citi

Location:
India, Mumbai

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

The BSM NTMR Snr Ld analyst will drive the production needs and lead 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 Non-Traded Market Risk Framework. Requires leadership to support regulatory/audit compliance and remediation efforts for Citi’s global operations. Must have expertise in financial analysis, risk management, and governance frameworks.

Job Responsibility:

Be a lead analyst to 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 (Policy/Standard/Procedures, models, methodologies, reporting, controls, processes, analytics, data and documentation)
Build meaningful presentations to display data accurately and timely
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
Support the team and 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
Provide advice and counsel related to the technology or operations of the business
Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family
Deal with complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting needs

Requirements:

6-10 years experience in Financial Services, Treasury, and bank global liquidity investment portfolio
Excellent Excel and PowerPoint skills for report building and presentations
Intermediate 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.
Intermediate understanding of regulatory, compliance, risk management and financial management, and data governance concerns
Intermediate understanding of Bank ALM, Capital, and Liquidity considerations
Intermediate experience in debt investment securities analytics, measurement, metrics and methodologies
Demonstrated ability to collaboratively solution complex and dynamic processes
Proven ability to work under pressure in ambiguous environments
Excellent oral and written communications skills
Previous experience interacting and working with Executive Leaders
Effective interpersonal skills
Strong technical problem-solving skills
Demonstrates a sense of urgency, passion for results and personal accountability for achievement

What we offer:

Equal opportunity employment
Accommodation for persons with disabilities
Accessibility support
Global benefits for employees

Additional Information:

Job Posted:
June 25, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Vice President IRRBB