VP - Balance Sheet Management (Quantitative research/modelling) at Citi

Mumbai, maharashtra, India -

Full Time

Start Date

Immediate

Expiry Date

11 Apr, 26

Salary

0.0

Posted On

11 Jan, 26

Experience

10 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Balance Sheet Management, Quantitative Research, Data Integration, Optimization, Modelling, Stakeholder Engagement, Governance, Compliance, Mentoring, Python Programming, Financial Modelling, Risk Management, Capital Management, Liquidity Management, Interest Rate Risk, Problem Solving

Industry

Financial Services

Description

Balance Sheet Architecture: Design frameworks that integrate Capital, liquidity, and funding strategies into a cohesive optimization environment. Data Integration: Partner with engineers and data providers to ensure QRM is fully aligned with upstream and downstream data feeds. Optimization & Modelling: Build and enhance models to simulate, stress-test, and optimize the firm's balance sheet. QRM Implementation: Lead configuration and rollout of QRM, including product hierarchies, data models, and scenario frameworks. Stakeholder Engagement: Translate business requirements into modelling solutions and present results to senior stakeholders. Governance & Compliance: Ensure all models and processes meet regulatory standards and governance frameworks. Mentoring & Guidance: Provide technical direction and knowledge transfer to junior team members. End-to-end knowledge of Capital, Liquidity, and Interest Rate Risk management. Direct exposure to senior leadership and treasury strategy. Advanced technical skills in optimization and Python-based modelling. Nice-to-have: Expertise in QRM modelling, product hierarchy design, and balance sheet architecture. Leadership experience in guiding complex projects and mentoring junior colleagues. Bachelor's (Master's preferred) degree in Finance, Economics, Mathematics, Computer Science, Operations Research, or related field. 8-12 years' experience in treasury, ALM, balance sheet strategy, or risk modelling roles. Proficiency in Python programming and optimization techniques. Prior exposure to QRM or other ALM systems strongly preferred. Strong ability to translate financial system dynamics into models and insights. Curiosity and self-motivation to understand how banks work and solve problems from first principles. Excellent communication and stakeholder management skills. Solid understanding of capital, liquidity, and interest rate risk regulations. Business Acumen, Data Analysis, Financial Modeling, Internal Controls, Management Reporting, Market Risk, Problem Solving, Process Execution, Risk Identification and Assessment. ------------------------------------------------------ For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------

Responsibilities

The VP of Balance Sheet Management will design frameworks for capital, liquidity, and funding strategies while leading the implementation of QRM. They will also engage with stakeholders to translate business requirements into modeling solutions.