Stress Testing Model Risk Expert jobs at Citi Group in Poland, Warsaw
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Company (1)
Job type
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Poland
Warsaw
148 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...
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...
Scheduling and coordinating calls with senior partners around the world (Citi Services, Clients, other Sanctions units), preparing meeting minutes, tracking action points, reporting data findings on management forums. Performing verification...
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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