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Citi Group Regulatory Risk ICAAP & Stress Testing Officer 
Poland, Masovian Voivodeship, Warsaw 
73097548

30.08.2024
Stakeholder Management
  • 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
Stress Test Framework Development and Execution
  • 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
ICAAP & Stress Testing Governance
  • 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.
Requirements:
  • 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
What we offer:
  • 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).
Risk ManagementRegulatory Risk


Time Type:

Full time

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