Senior Vice President, Quantitative Research - C14

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here.  At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks.  We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning.  You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

Shape your Career with Citi

Citi Finance is responsible for the firm’s financial management and related controls.  We manage and partner on key Citi initiatives and deliverables, such as our quarterly earnings process and ensuring Citi’s compliance with financial rules and regulations.  The team comprises chief financial officers who partner with each of our businesses and disciplines including controllers, financial planning and analysis, strategy, investor relations, tax and treasury. 

We’re currently looking for a high caliber professional to join our team as Senior Vice President, Balance Sheet Management – C14 - Hybrid (Internal Job Title: Senior Vice President Balance Sheet Management C14) based in India. Being part of our team means that we’ll provide you with the resources to meet your unique needs, empower you to make healthy decisions and manage your financial well-being to help plan for your future.  
For instance:

•    We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world.
•    We empower our employees to manage their financial well-being and help them plan for the future.
•    We have a variety of programs that help employees balance their work and life, including generous paid time off packages.

In this role, you’re expected to: 

•      Design and develop sophisticated mathematical models to accurately represent the asset and liability profiles, as well as the flow and utilization of financial resources by legal entities, businesses, and products. 
•    Translate the complex interactions between real-world balance sheets, industry dynamics, and the bank’s financial products and resources into a large-scale optimization problems. The goal is to support robust strategic decisions and identify the most effective strategies for managing the bank’s balance sheet under various market conditions.
•    Communicate complex modelling concepts and results to non-technical stakeholders, providing clear and actionable insights that support strategic decision-making. 
•    Collaborate with data providers to integrate relevant internal data sources into the models. 
•    Work closely with stakeholders across the organization, including risk management, FP&A, and businesses to understand their requirements and incorporate them into the modelling framework.
•    Stay abreast of the latest developments in financial modelling, optimization techniques, and treasury management techniques. 
•    Proactively identify opportunities for improving the accuracy, efficiency, and scalability of the models and optimization algorithms, implementing enhancements as needed. 
•    Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

As a successful candidate, you’d ideally have the following skills and exposure: 

•    Bachelor’s degree in Finance, Economics, Mathematics, Computer Science, Operations Research, or a related field. A Master’s degree or PhD, and relevant professional qualifications (Actuarial, CFA, FRM) is a plus.
•    10 plus years of experience working for a financial services organization or other relevant operations research experience.
•    Strong understanding of bank treasury functions, including liquidity management, interest rate risk, and capital management.
•    Proficient in python programming, with a focus on object-orient design and development, as well as other design patterns  
•    Experience with optimization techniques and linear programming, and stochastic linear programming.
•    Strong analytical skills and the ability to translate complex financial concepts into models and actionable insights.
•    Excellent communication and interpersonal skills, with the ability to work effectively in a team environment.
•    Detail oriented with strong problem-solving abilities and a proactive approach to learning and adapting to new challenges.

 
Working at Citi is far more than just a job. A career with us means joining a family of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

Take the next step in your career, apply for this role at Citi today
https://jobs.citi.com/dei

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

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