Balance Sheet Management Modeling - VP C13

The Balance Sheet Management Sr. Analyst role requires a seasoned professional with in-depth disciplinary knowledge to contribute to the development of new methodologies, data processing, visualization tools, and process improvement within the Balance Sheet Management function. The modeling group in Balance Sheet Management is a critical team responsible for developing statistical methodologies that have a direct impact on Citigroup's Capital and overall balance sheet management. The work in this area is closely monitored by regulators. Key Responsibilities: - Develop statistical models covering asset classes such as Deposits or Fixed Income Securities, or specific functions like Asset Allocation strategy. - Demonstrate analytical/statistical skills in model design, implementation, and governance. - Exhibit strong communication skills for documenting and presenting work, stakeholder management, and understanding requirements. - Assume informal leadership roles within teams and integrate subject matter and industry expertise for non-statistical modeling projects. - End-to-end development and governance of models in the treasury/IRRBB space, including econometric forecasting models for key balance sheet and income statement items. - Apply analytical thinking and knowledge of statistics, modeling, and data analysis tools for making informed judgments and recommendations. - Develop and maintain a comprehensive modeling system to ensure data quality and reduce model operating risk. - Build key relationships with finance and business teams, influence people, and create a culture of accountability and data integrity. Qualifications and Requirements: - 8+ years of statistical modeling/econometrics experience in the financial domain. - PG/Masters/PhD in quantitative disciplines preferred, along with certifications like FRM or CFA. - Deep understanding of statistical techniques such as Linear Regression, Logistic Regression, Time Series, and Machine Learning Techniques. - Proficiency in programming and modeling using Python, statistical packages like SAS/R, and experience with SQL and databases. - Domain knowledge in PPNR, Fixed Income Securities, Mortgage Modeling, Asset Liability Management, etc. - Excellent presentation and analytical skills, ability to build cross-functional relationships, and manage multiple projects. Education: - Bachelor's degree in Finance and Business or related fields; advanced degree is a plus.,