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Citi Group Modelling Analyst 
Poland, Masovian Voivodeship, Warsaw 
505596247

25.06.2024

Responsibilities:

  • Developing, enhancing the methods of measuring and analyzing risk for credit risk, counterparty credit risk and model related policies and documentation.

  • Developing and maintaining models used for IFRS 9 provision calculation.

  • Developing, enhancing the methods of measuring and analyzing risk in capital planning, 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.

  • Knowledge of the principles of impairment losses calculation in IFRS 9 standard. Experience in the development and implementation of IFSR 9 provision models.

  • Programming skills (e.g. SAS, SQL, R, Python).

  • 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 - 5 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.

  • 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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