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Senior Vice President, Quantitative Research

https://www.citi.com/ Logo

Citi

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Location:
India, Mumbai

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Category:
Finance

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Contract Type:
Not provided

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Salary:

Not provided

Job Description:

Citi Finance is responsible for the firm’s financial management and related controls. 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. The role involves designing and developing sophisticated mathematical models, translating complex interactions into optimization problems, and collaborating with stakeholders across the organization.

Job Responsibility:

  • 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
  • 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

Requirements:

  • Bachelor’s degree in Finance, Economics, Mathematics, Computer Science, Operations Research, or a related field
  • 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
What we offer:
  • Expanded Paid Parental Leave Policy
  • Programs to help employees balance their work and life, including generous paid time off packages
  • Resources to manage financial well-being and plan for the future

Additional Information:

Job Posted:
March 21, 2025

Employment Type:
Fulltime
Work Type:
Hybrid work
Job Link Share:
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