VP - Balance Sheet Management (Quantitative research/modelling)

The Balance Sheet Management Lead Analyst will drive sophisticated balance sheet architecture and QRM (Quantitative Risk Management) implementation initiatives for a global banking institution. The successful candidate will combine advanced modelling and optimization skills with strategic insight, helping shape the firm’s balance sheet infrastructure and decision-making processes.

• Balance Sheet Architecture: Design frameworks that integrate Capital, liquidity, and funding strategies into a cohesive optimization environment.
• Data Integration: Partner with engineers and data providers to ensure QRM is fully aligned with upstream and downstream data feeds.
• Optimization & Modelling: Build and enhance models to simulate, stress-test, and optimize the firm’s balance sheet.
• QRM Implementation: Lead configuration and rollout of QRM, including product hierarchies, data models, and scenario frameworks.
• Stakeholder Engagement: Translate business requirements into modelling solutions and present results to senior stakeholders.
• Governance & Compliance: Ensure all models and processes meet regulatory standards and governance frameworks.
• Mentoring & Guidance: Provide technical direction and knowledge transfer to junior team members.

• End-to-end knowledge of Capital, Liquidity, and Interest Rate Risk management.
• Direct exposure to senior leadership and treasury strategy.
• Advanced technical skills in optimization and Python-based modelling.
• Expertise in QRM modelling, product hierarchy design, and balance sheet architecture.
• Leadership experience in guiding complex projects and mentoring junior colleagues.
• Knowledge, Skills, and Experience Required: Bachelor’s (Master’s preferred) degree in Finance, Economics, Mathematics, Computer Science, Operations Research, or related field.
• 8–12 years’ experience in treasury, ALM, balance sheet strategy, or risk modelling roles.
• Proficiency in Python programming and optimization techniques.
• Prior exposure to QRM or other ALM systems strongly preferred.
• Strong ability to translate financial system dynamics into models and insights.
• Curiosity and self-motivation to understand how banks work and solve problems from first principles.
• Excellent communication and stakeholder management skills.
• Solid understanding of capital, liquidity, and interest rate risk regulations.

• Discover your future at Citi
• Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe.
• The Balance Sheet Management Lead Analyst will drive sophisticated balance sheet architecture and QRM (Quantitative Risk Management) implementation initiatives for a global banking institution.

Discover your future at Citi