Citi Group Stress Testing Model Risk Expert 

Poland, Masovian Voivodeship, Warsaw 

660777534

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Citi’s Stress Testing and Risk Analytics Team supports Citi’s missions through ensuring the foundation of our business – our global presence through branches and subsidiaries – have themselves strong capital, liquidity and risk disciplines. The team provide cross-risk-stripe support forInternal Capital Adequacy Assessment Process (ICAAP)and Regulatory stress tests, working to ensure global capabilities are fit-for-purpose and appropriately aligned to the local country requirements. In that, we are further expanding our support for market and counterparty credit risk, and this role will form a key part of that expansion.

The successful individual will have experience in Trading Book risk management, models and reporting and will be keen to take that to a broader level spanning the global reach of Citi and supporting coherent risk assessment in our stress tests.

What you’ll do:

• Develop models and approaches to their deployment, enhance reporting and provide intelligent insight into what model outputs mean. Ensure all models deployed are validated and overlays processed in compliance with Citi’s model risk policies.

• Manage model risk across the model life-cycle including model validation, point-of-use analysis, ongoing performance evaluation and annual model reviews.

• Innovate and develop new analytics, automation, intelligent insight and reporting used to manage capital and liquidity risk for Citi's branches and subsidiaries – all with a view to our global Risk & Controls under the banner of our Enterprise Risk Management Framework.

• Work to triage and translate local requirements into model development, tracking change through the end-to-end lifecycle and deployment of new capabilities.

• Communicate results and insight to diverse audiences across geographies, business lines and country management.

• Innovate; use data science and real-world risk experience to deliver intelligent insight in a controlled environment.

• Participate in our forward-looking team culture; work across boundaries and build strong global networks.

• Represent the bank in interactions with regulatory agencies, as required.

• Present model insight and validation findings to senior management and supervisory authorities.

What we’ll need from you:

• Solid experience in risk disciplines and a desire to expand your horizons both geographically and across different risk stripes.

• Previous market risk management experience and/or strong quantitative modelling skills preferred.

• Strong desire to develop critical thinking across risk disciplines.

• Demonstrates clear and concise written and verbal communication skills.

• Self-motivated and detail oriented; appetite to succeed in a learning environment.

• Demonstrated project management and organizational skills.

• Data Science skills to expand upon team capabilities – highly desirable.

• Bachelor’s/Universitydegree or equivalent experience. Masters an advantage.

By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:

• Private Medical Care Program

• Life Insurance Program

• Pension Plan contribution (PPE Program)

• Employee Assistance Program

• Paid Parental Leave Program (maternity and paternity leave)

• Sport Card

• Holidays Allowance

• Sport and team recreation activities

• Special offers and discounts for employees

• Access to an array of learning and development resources

• A discretional annual performance related bonus

• A chance to make a difference with various affinity networks and charity initiatives

Time Type:

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