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Counterparty Risk Portfolio Analytics and Models specialist

https://www.citi.com/ Logo

Citi

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Location:
Poland , Warsaw

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Category:

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Contract Type:
Employment contract

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Salary:

Not provided

Job Description:

The Counterparty Credit Risk Portfolio Analytics and Models specialist is a senior-level position responsible for leading activities including development and maintenance of analytics for risk management and capabilities for monitoring counterparty risk exposures in the portfolio in coordination with the Risk Management team. The overall objective of this role is to manage Citi's portfolio exposure to client and counterparties globally.

Job Responsibility:

  • Lead the optimization of the key counterparty risk and liquidity metrics used to monitor the risk appetite and risk capacity of the business against limits
  • accuracy and completeness of Credit Data: ensure that data captured in our counterparty credit infrastructure are in line with the approvals and conform to best in class standards
  • on-going monitoring and portfolio risk drivers identification processes: deliver timely, high-quality analysis of existing portfolio exposures including pockets of client trades and or/collateral concentrations
  • support the integration of the risk management processes for Wealth Management exposures and portfolios into the ICM operating model
  • ensure timely tracking and escalations around exposure and losses monitoring
  • partner with the CCR Models’ Sponsors and relevant Risk teams for the aspect of the Model Risk Governance related to changes, processes and procedures
  • establish relationships with a network of key stakeholders, partnering with senior colleagues in the Business as well as with risk management, technology, reporting and operations teams to drive implementation of strategic initiatives

Requirements:

  • 10+ years of experience
  • working experience in a quantitative field, Financial/Banking industry preferred
  • strong quantitative skills, particularly with respect to counterparty credit risk measures and calculations
  • deep modeling expertise and experience with analytic techniques and tools
  • excellent analytical thinking, practical problem solving abilities, and partnership skills
  • expertise in R, Python, H2O, and SAS
  • willing to learn and can-do attitude

Additional Information:

Job Posted:
October 22, 2025

Employment Type:
Fulltime
Work Type:
On-site work
Job Link Share:

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