Balance Sheet Management Modeling - VP

As a Balance Sheet Management Sr. Analyst at Citigroup, your role is crucial in developing new methodologies, data tools, and approaches for the Balance Sheet Management function. Your work directly impacts Citigroup's Capital and is subject to regulatory scrutiny. **Key Responsibilities:** - Develop statistical models covering asset classes like Deposits or Fixed Income Securities. - Demonstrate analytical and statistical skills in model design, implementation, and governance. - Communicate effectively in documenting and presenting work. - Collaborate with stakeholders to understand requirements and develop appropriate models. - Assume informal leadership roles within teams. - End-to-end development and governance of models in the treasury/IRRBB space. - Apply analytical thinking and statistical knowledge in model development. - Review and submit model documentations timely. - Maintain a comprehensive modeling system for data quality and audit. - Build key relationships with finance and business teams. - Create a culture of accountability and data integrity. **Qualifications:** - 8+ years of statistical modeling/econometrics experience in the financial domain. - PG/Masters/PhD in Statistics, Economics, Mathematics, or related discipline preferred. - Experience in developing econometric models and statistical techniques. - Working knowledge of AI/ML techniques and Python programming. - Experience with SQL, databases, and Excel VBA. - Domain knowledge in financial products, accounting principles, and investment. - Excellent presentation and analytical skills. - Ability to build cross-functional relationships. **Education:** - Bachelor's degree in Finance, Business, or related fields; advanced degree is a plus. If you are a person with a disability and need a reasonable accommodation to use Citigroup's search tools or apply for a career opportunity, review Accessibility at Citi.,