Citi Group Risk Reporting Officer - VP 

Poland, Masovian Voivodeship, Warsaw 

815811065

This role will focus on FRTB Standardized Approach (FRTB SA)and FRTB Standardized Approach-Credit Value Adjustment ()), and Standardized Approach-Credit Value Adjustment ()

What you’ll do:

• Receives requests from feed providers and market risk managers for risk integration User Acceptance Testing ( UAT ) projects.
• Solicits standard requirements document, verifies validity, creates project JIRA and entry into the Data Demand & Testing Book of Work.
• Engages with front office risk providers and Risk IT in order to load test data.
• Performs analysis of Factor Sensitivities (FS), VaR and Fundamental Review of the Trading Book Standardized Approach (FRTB SA) outputs from CRMR and provides to stakeholders for approval.
• Obtains approval from Risk Management, Risk Analytics, Risk Control and Risk Reporting.
• Drafts and publishes Notice of Release upon receipt of requisite approvals.
• Works with technology to ensure system enhancements are aligned with the needs of management reporting.
• Supports management with preparation of materials tracking automation progress.
• Trains new team members in standard methodologies and tools.
• Has the ability to operate with a limited level of direct supervision.
• Can exercise independence of judgement and autonomy.
• Acts as SME to senior stakeholders and /or other team members.
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.

What we’ll need from you:

• Broad knowledge of financial products and understanding of the performance and data attributes of key asset classes, essential.
• IT / Excel / Access / Oracle / SQL / VBA - essential (Product modelling / quant skills optional).
• 3+ years in Risk / Technology/ Banking role.
• Understanding of Market Risk measures: factor sensitivities, VaR, Stress Testing.
• Solid grounding in bank regulations as they impact market risk management, including FRTB Standardized Approach(FRTB SA),FRTB Internal Models Approach, Basel 2.5, Dodd-Frank, Volcker, etc.
• Good decision-making skills, with the ability to interact with stakeholders across Risk Management, Risk Technology and Front Office teams, required.
• Strong Project Management skills, required.

• Bachelor’s/Universitydegree, Master’s degree preferred.

By joining Citi Solutions Centre Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:

• Private Medical Care Program
• LifeInsurance Program
• Pension Plan contribution (PPE Program)
• Employee Assistance Program
• Paid Parental Leave Program (maternity and paternity leave)
• Sport Card
• Holidays Allowance
• Sport and team recreation activities
• Special offers and discounts for employees
• Access to an array of learning and development resources
• A discretional annual performance related bonus
• A chance to make a difference with various affinity networks and charity initiatives.

Time Type:

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