USPB Enterprise Risk & Balance Sheet Management- Financial Risk-Intermediat at Citi

Mumbai, maharashtra, India -

Full Time

Start Date

Immediate

Expiry Date

25 Mar, 26

Salary

0.0

Posted On

25 Dec, 25

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Financial Risk Management, Credit Risk Analytics, Data Management Tools, Quantitative Analysis, Capital Management, Balance Sheet Management, CCAR Framework, CECL Framework, Analytical Skills, Presentation Skills, Problem Solving, Collaboration, Communication Skills, Risk Appetite, Regulatory Requirements, Trend Analysis

Industry

Financial Services

Description

The candidate will be a key resource to perform or support the following responsibilities: Perform stress loss forecasting in alignment with CCAR/CECL framework, evaluate drivers to stress losses support recommendations for Risk Appetite limits to the Business CRO and CEO for approval. Perform In-Business Std RWA (Risk Weighted Asset), ARWA (Credit & Ops) and capital (TCE: Tangible Common Equity) and RoTCE forecasting based on CCAR and other internal stress testing scenarios consistent with firm's risk appetite framework and strategic plans. Perform monitoring and detailed analysis of Spot RWA (Std, Adv Credit & Ops) metrics and trends. This includes conducting weekly driver analysis to identify key contributing factors, anomalies, and potential impacts on capital adequacy, ensuring strict adherence to established risk limits and regulatory requirements. Conduct in-depth analytical assessment of balance sheet components (assets, liabilities, and equity) to identify trends, understand key drivers, and analyze interdependencies impacting capital and risk. Support the team in ongoing initiatives aimed at optimizing capital utilization, enhancing balance sheet efficiency, and improving risk management practices. Build presentations with supportive analysis, storyboard results for senior management & executive management team. 4+ years of work experience in financial services or management consulting with heavy focus on financial risk management Working knowledge of Credit Cards and other consumer bank products P&Ls, key risk & return dynamics and loss drivers. Good understanding of Capital and Balance Sheet Management, CCAR & CECL framework, Basel III Endgame Hands on experience in retail credit risk analytics using analytical or data management tools (e.g., SAS, SQL, Pearl, FRM, VBA, Advanced Excel) and power-point presentation skills. Excellent quantitative and analytical skills, ability to derive trends, insights, and perform risk/reward trade-off analysis Demonstrated history of driving change and managing for results. Efficiently solves complex, ambiguous problems / situations. Collaborative work style; effectively interacts with partners across organizational boundaries and hierarchies. Contributes to a positive work environment and remain calm under pressure. Consistently demonstrate clear and concise written and verbal communication. Preferred Master's degree in quantitative disciplines such as Financial Engineering, Operation Research, Econometrics, Statistics or similar quantitative discipline; OR MBA Finance Analytical Thinking, Constructive Debate, Escalation Management, Industry Knowledge, Policy and Procedure, Policy and Regulation, Process Execution, Product Knowledge, Risk Controls and Monitors, Risk Identification and Assessment. ------------------------------------------------------ For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------

Responsibilities

The candidate will perform stress loss forecasting and evaluate drivers to stress losses to support recommendations for Risk Appetite limits. They will also conduct in-depth analytical assessments of balance sheet components and support initiatives aimed at optimizing capital utilization.