Balance Sheet Management Analyst 2 - C10/Analyst

The Balance Sheet Mgmt Analyst 2 is a developing professional role. Applies specialty area knowledge in monitoring, assessing, analyzing and/or evaluating processes and data. Identifies policy gaps and formulates policies. Interprets data and makes recommendations. Researches and interprets factual information. Identifies inconsistencies in data or results, defines business issues and formulates recommendations on policies, procedures or practices. Integrates established disciplinary knowledge within own specialty area with basic understanding of related industry practices. Good understanding of how the team interacts with others in accomplishing the objectives of the area. Develops working knowledge of industry practices and standards. Limited but direct impact on the business through the quality of the tasks/services provided. Impact of the job holder is restricted to own team.

Responsibilities:

• Perform an SME role within AFS/HTM Workstream during the firm-wide stress testing (CCAR/DFAST) exercise
• Conduct the first line review and challenge of stress testing results, including:
  • OCI forecast of AFS/HTM fixed income instruments under FAS115 (ASC 320)
  • OCI forecast of fair value and cash flow hedging instruments under FAS 133 (ASC 815-20)
  • OCI forecast of translation of foreign capital and its cost of hedge under FAS 52 (ASC 830)
  • Forecast of current estimated credit losses (CECL) under ASC 326
• Participate in design of portfolio analytics, including the development of prototype financial models and tools to better understand and forecast the drivers of financial and risk metrics.
• Perform necessary periodic governance and documentation procedures, including presentation to the Senior Governance Group and AFS/HTM CCAR Methodology Document
• Assist in coordinating and liaising with businesses and functions to educate and garner support for project initiatives.
• Contribute and support cross-group projects and initiatives.
• Has working knowledge of industry practices and standards.

Qualifications:

• Self-motivated and focused individual who can assist in projects
• Ability to achieve task within established deadlines
• Clear and concise communication skills
• Excel and PPT skills necessary
• Python coding knowledge would be a plus
• 0-2 years relevant experience

Education:

• Bachelors degree

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In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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