Balance Sheet Mgmt Sr. Analyst - C12 - MUMBAI

Citigroup Inc.; Mumbai; On-site; INR 15,00,000 - 20,00,000; Full time

Job summary

A leading global bank in Mumbai is seeking a skilled professional to enhance its Interest Rate Risk Management framework. This role requires 5-8 years of experience in financial services, strong analytical and communication abilities, and the capacity to work under pressure. Ideal candidates will contribute to interest rate hedging strategies and interact with senior management. Competitive pay and professional growth opportunities offered.

Qualifications

• 5-8 years' experience within financial services, preferably in a Bank’s Corporate Treasury function.
• Experience building and executing an ALM/IRRBB management framework.
• Ability to work under pressure.

Responsibilities

• Enhance and strengthen the overall IRRBB framework.
• Engage country Treasurers on optimizing IRRBB and FTP.
• Drive enhancements to Citi's IRRBB framework.
• Contribute to interest rate risk management strategy.
• Make presentations to senior management.
• Enhance alignment between IRRBB and FTP methodologies.

Skills

Strong communication skills

Analytical ability

Problem-solving ability

Ability to multi-task

Education

Bachelor’s degree

Master’s degree

Job description

Overview

The individual will work in Interest Rate Risk in the Banking Book (IRRBB) Management team within Citi’s Corporate Treasury. The IRRBB Management team is responsible for measuring, reporting and managing Interest Rate Risk in the Banking Book across the firm. IRRBB Mgmt partners with businesses and functions across the firm to establish and implement comprehensive Interest Rate Risk metrics to enable the measurement and management of the IRRBB across Citi. Interest Rate Risk in the Banking Book exists in balance sheets across Citi and the IRR team covers the global Citi balance sheet.

Business / Team Overview

The Interest Rate Risk Management team is responsible for developing, maintaining and enhancing Citi’s interest rate risk management framework and process. Key contributor to Citi’s interest rate hedging and positioning strategy.

Key Responsibilities

• Enhance and strengthen the overall framework and governance of IRRBB
• Engage country Treasurers and local businesses on optimizing IRRBB and FTP while complying with local regulatory requirements
• Drive enhancements to Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Contribute to interest rate risk management (hedging and positioning) strategy and process
• Own several IRRBB related analysis and reporting required for enterprise risk management, compliance and audit exercises
• Make presentations to senior management and working groups
• Enhance alignment between IRRBB and Fund Transfer Pricing (FTP) methodologies with the objective of minimizing residual interest rate risk in the businesses

Development Value

• Gain exposure to balance sheet and interest rate risk management at a leading global bank
• The role provides an opportunity to influence and shape Citi’s target/future state interest rate risk management framework as it undergoes extensive enhancements

What Knowledge, Skills & Experience We’ll Need From You

• 5-8 years' experience within financial services preferably in a Bank’s Corporate Treasury function
• Experience building, enhancing and executing an ALM/irRBB management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Strong communication skills, both oral and written
• Excellent analytical and problem‑solving ability
• Ability to multi‑task and work under pressure
• Bachelor’s degree, preferably Master’s degree

Job Family Group

Finance

Job Family

Balance Sheet Management

Time Type

Full time

Equal Opportunity

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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