Citi Group Regulatory Risk ICAAP & Stress Testing Officer 

Poland, Masovian Voivodeship, Warsaw 

73097548

• 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 capital where needed, in collaboration with other DART and Risk Management teams
• Participate in key ICAAP and other regulatory stress testing-related committees, forums, and reviews as required
• Engage with Internal Audit (IA); track applicable regulatory matters, audit findings, corrective actions and milestones including collection, review, and retention of evidence

• Contribute to development of regional analytical and reporting solutions to bridge the gap between central models (wholesale credit, concentration risk, market risk, IRRBB)
• Develop Book of Work for ICAAP & stress testing related activities for the cluster
• Execute a framework to support legal entity regulatory stress testing execution and submissions in the cluster
• Assist country and legal entity Risk Management teams to comply with related policies
• Participate in development and analysis of stress scenarios, assumptions, and methodologies to ensure they are appropriate for use at the country and/or legal entity levels

• Support the oversight of the Global ICAAP Standard requirements and control activities in the clusters
• Ensure that legal entity stress tests are executed pursuant to the relevant Citi policies/ standards/ procedures, and local regulations, e.g., Model Risk Management policy, Enterprise Stress Testing policy, ICAAP Standard etc.

• 6+ years Risk Management background (preferable) with a focus on capital planning, stress testing and scenario design as well as Pillar 2 models/methodologies
• Strong knowledge of the principles of market risk is an advantage
• Familiarity with Internal Capital Adequacy Assessment Process (ICAAP) and local entity regulatory stress tests (e.g., Industry-Wide Stress Test, Supervisory-Driven Stress Test etc.)
• Experience with development of macroeconomic/ market stress scenarios, relevant regulatory guidance,
• Experience in producing reports and presentations for senior audiences
• Ability to effectively partner with key constituents and stakeholders
• Ability to distill technical concepts and results into intuitive, impactful, and easily digested messages
• Master’s degree in Economics, Finance, Statistics

• Professional development in an international role, which provides a regular exposure to numerous countries within MEA & Europe clusters
• An enjoyable and challenging learning path, which leads to a deep understanding of various risk stripes and services as well as development of your personal skills.
• At Citi Solutions Center we cooperate with other Citi entities from all over the world. Working in our organization involves working on international projects, in a culturally diverse and dynamic environment as well as learning top quality organizational culture.
• Competitive social benefits (medical care, multisport, life insurance, pension plan, holiday allowance, flexible working schedule and other).

Time Type:

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