Non-Trading Market Risk Mgmt Ld Analyst - C13 - MUMBAI

About the role

The BSM NTMR Snr Ld analyst will drive the production needs and lead various workstreams to develop, enhance, measure, and monitor 1st line Non-Trading Market Risk framework including Governance and Oversight, Metrics, Methodology, Measurement, Data and Infrastructure, Process and Controls, and Management for Commodity/Equity/CSRBB (credit spread in the banking book) Framework, FXRBB (FX risk in the banking book), stress testing analytics relating to CCAR and QMMF for Citi’s global Pensions, and AFS/HTM securities,

What you'll do

• Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family

What you need

• 6–10 yrs of experience
• Market risk
• Treasury
• Excel
• Performance testing
• PowerPoint
• Any graduate