Stress Testing and Model Risk Senior Analyst

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in risk analysis, data science, problem solving and communication to Citi’s Legal Entity Stress Testing and Risk Analytics Team. 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.

Team / Role Overview:

Citi’s Legal Entity Stress Testing and Risk Analytics Team supports Citi’s missions through ensuring the foundation of our business – our global presence through branches and subsidiaries – have themselves strong capital, liquidity and risk disciplines. The team provide cross-risk-stripe support for Internal Capital Adequacy Assessment Process (ICAAP) and Regulatory stress tests, working to ensure global capabilities are fit-for-purpose and appropriately aligned to the local country requirements.

The successful individual will have experience in either risk management for one or more risk stripes, models or risk analysis, and will be keen to take that to a broader level spanning the global reach of Citi and supporting coherent risk assessment in our stress tests.

What you’ll do:

• Develop methodological approaches and solutions for model deployment, enhance reporting and provide intelligent insight into what model outputs mean.
• Ensure all models deployed are validated and overlays processed in compliance with Citi’s model risk policies.
• Manage model risk across the model life-cycle including model validation, point-of-use analysis, ongoing performance evaluation and annual model reviews.
• Innovate and develop new analytics, automation, intelligent insight and reporting used to manage capital risk for Citi's branches and subsidiaries – all with a view to our global Risk & Controls under the banner of our Enterprise Risk Management Framework.
• Work to triage and translate local requirements into model development, tracking change through the end-to-end lifecycle and deployment of new capabilities.
• Communicate results and insight to diverse audiences across geographies, business lines and country management.
• Innovate; use data science and real-world risk experience to deliver intelligent insight in a controlled environment.
• Present model insight findings and methodologies to senior management, supporting interactions with supervisory authorities as required.
• Participate in our forward-looking team culture; work across boundaries and build strong global networks. 

We are always guided and instructed by the need to 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:

• Previous risk management experience and/or strong, demonstrable quantitative modelling skills. Experience related to IFRS9 modelling or macroeconomic scenario design an advantage.
• Strong desire to develop critical thinking across risk disciplines.
• Demonstrated clear and concise written and verbal communication skills.
• Self-motivated and detail oriented; appetite to succeed in a learning environment.
• Demonstrated project management and organizational skills.
• Data Science skills to expand upon team capabilities – highly desirable.
• Bachelor’s/University degree in a quantitative discipline. Masters or equivalent experience an advantage.

By joining Citi Solutions Center 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
• Life Insurance 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.

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

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Job Family Group:

Risk Management

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Job Family:

Model Development and Analytics

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Time Type:

Full time

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Primary Location Full Time Salary Range:

zł165,020.00 - zł280,980.00

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Most Relevant Skills

Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.

Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

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This job opening is for an existing job vacancy.

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

 

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View Citi’s EEO Policy Statement and the Know Your Rights poster.