Citi Group Risk Modelling Analyst 

Poland, Masovian Voivodeship, Warsaw 

50834809

Responsibilities:

• Developing, enhancing models and methods of measuring and analyzing risk for credit risk, counterparty credit risk, provisioning, ESG risk.

• Developing, enhancing the methods of measuring and analyzing risk in capital plannig, Risk Appetite methodologies andinfrastructure.

• Developing and defining the overall framework and principles of Risk Capital and metrics to measure economic capital usage

• Participating in project in terms of development, testing models, constant improvement of risk analytics, modeling and optimization.

• Providing analytical support on wide range of analysis, preparing business as usual and ad-hoc analysis and reports.

• Participating in regulatory based projects, stress testing, capital planning.

• Building relationships with key internal and external stakeholders.

• Interface with Risk Managers, Business Managers, Finance and Technology counterparts to ensure robust execution and compliance with all requirements.

Qualifications:

• Bachelor’s/Universitydegree or equivalent experience,

• Proven analytical skills, with the ability to identify root causes and trends and anticipate horizon issues.

• Good knowledge of banking products, risk processes and controls with good understanding of regulatory requirements and risk management framework - including credit risk models, capital planning, risk capital, risk adjusted performance measures.

• Programming skills (e.g. SAS, SQL, R, Python). Knowledge of tools like VBA preferable.

• Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences.

• Proficient in Microsoft Office (Word, Excel, and PowerPoint)

• 3 years experience in modelimplementation/validation/developmentpreferable.

• Strong analytical skills, conceptual thinking and the ability to draw conclusions.

• English and Polish, allowing free verbal and written communication.​

Citi Handlowy offers:

• Job contract and social benefits (private medical care, fitness card, life insurance, pension programme, co-financing of cultural and entertainment events and more. Full list can be found here: under

  Benefits for you
  and
  Benefits for your loved ones
  sections).

• Access to e-learning platform (Degreed) as well as English learning platform.

• Possibility to gain globally appreciated work experience.

• Flexible and partly-remote working conditions.

Time Type:

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