Regulatory Risk Icaap & Stress Testing Officer jobs at Citi Group in Poland, Warsaw
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Poland
Warsaw
138 jobs found
21.11.2024
CG
Citi Group Regulatory Risk ICAAP & Stress Testing Officer - VP Poland, Masovian Voivodeship, Warsaw
Understand and maintain routine and ad hoc country and legal entity stress testing requirements in the clusters. Support the delivery of analytical support for scenario design, stress loss, and economic...
Develop methodology for quantitative analysis required on various work streams for FRTB-SA implementation within the bank. Provide robust, controlled, reusable, and scalable analytics capabilities for the rapid variations of FRTB-SA...
Supports planning, directing and coordination of day-to-day activities of running a program or portfolio of programs. Assesses creation and signoff of program plan and charter, benefits management plan, stakeholder management...
Prepare detailed quantitative modeling and analysis for risk managers and senior management. Synthesize and communicate complex risk models and results. Conduct statistical analysis, quantitative modelling, and model risk controls. Work...
Analyse ICAAP results and provide commentary of the key drivers, as well as prepare decks for senior committees where ICAAP results are discussed and approved. Play the role of model...
Support User Acceptance Testing (UAT) and manage product rollouts with project managers and users. Develop and execute test plans, test cases, and scripts based on system requirements. Test systems and...
Perform moderately complex audits including drafting audit reports, presenting issues to the business, and discussing practical solutions. Draft audit reports and present issues to the business while discussing practical cross-functional...
Understand and maintain routine and ad hoc country and legal entity stress testing requirements in the clusters. Support the delivery of analytical support for scenario design, stress loss, and economic...
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