Citi Group Financial Solutions Senior Analyst - FRTB Market Risk 

Poland, Masovian Voivodeship, Warsaw 

86466185

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

Responsibilities:

• Calculate, analyze, and explain FRTB Market Risk capital for UK and EMEA material legal entities

• Ensure compliance of FRTB Market Risk capital implementation with regulatory rules and supervisory guidance

• Support EMEA controllers with reporting and disclosure of FRTB Market Risk capital results

• Work with model developers, market risk, and technology partners to drive continuous improvement in both capital estimates, and operational processes

• Work within the Market Risk RWA Integrity team to increase synergy with the global FRTB infrastructure and implementation

• Participates in formulating and setting strategic direction for the process, organization and architecture covering Finance across Citi businesses, products, functions and locations

• Participates in assessing and incorporating changing business, regulatory and market information needs into finance processes and applications

• Resolves complex problems or transactions, where expertise is required to interpret policies, guidelines or processes.

Skills and Qualifications:

• Min. 4 years of relevant experience, within the financial services industry preferred

• Previous experience with trading book capital (Market Risk, CVA, CCR) or product control or risk management/modeling

• Familiarity with traded products from a P&L and risk perspective

• Excellent communication/diplomacy skills

• Advanced Microsoft Office skills

• Very good knowledge of English language (C1 level preferred)

Education:

• Bachelors degree;

• Education in a quantitative field would be a great advantage.

By joining Citi Poland, you will not only be part of a business casual workplace with a hybrid working model (2 days working at home per week), but also receive a competitive compensation package and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well:

• Paid Parental Leave Program (maternity and paternity leave); A supportive workplace for professionals returning to the office from childcare leave

• Award-winning pension plan,​ multisport, holiday allowance

• Private Medical Care Program, Group Life Insurance

• Consideration for annual discretionary bonus

• Employee Assistance Program

• Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed

• Flexible work arrangements to support you in managing work - life balance

• Career progression opportunities across geographies and business lines; Mentoring Programs

• Socially active employee communities with diverse networking opportunities

Time Type:

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