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Citi Group Risk Modelling Analyst 
Poland, Masovian Voivodeship, Warsaw 
257125555

16.08.2024

Responsibilities:

  • Developing, enhancing the methods of measuring and analyzing risk for market risk, IRRBB risk, stress P&L calculation, risk capital.

  • 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/University degree or equivalent experience.

  • 2 years experience in model implementation/validation/development preferable.

  • Sound understanding of risk sensitivity (bpv) concept.

  • Experience with VAR model preferred.

  • 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 market risk models.

  • Programming skills (e.g. SAS, SQL, R, Python) ) – preferred but not must have.

  • 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).

  • 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.

  • Friendly and supportive culture and team.

  • Flexible and partly-remote working conditions.

Risk ManagementRisk Analytics, Modeling, and Validation


Time Type:

Full time

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