Job Information
Citigroup Risk Modelling Analyst in Warsaw, Poland
Risk Strategy and Capital Department is a team co-creating and actively shaping risk management processes in Bank Handlowy w Warszawie SA. Our employees are responsible among others for modelling, capital planning, internal and external reporting (KNF, NBP, EBA), advanced data analysis, development and maintenance of management information systems and processes.
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: www.karierawciti.pl 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.
This role is located at Citi Handlowy (Bank Handlowy w Warszawie SA), please read our privacy policy: BankHandlowyPolandPrivacyNotice (https://careers.citigroup.com/docs/policies/BankHandlowyPolandPrivacyNotice.pdf?ieNocache=483)
Job Family Group:
Risk Management
Job Family:
Risk Analytics, Modeling, and Validation
Time Type:
Full time
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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
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Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
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