EMEA Legal Entity Market Risk Reporting Lead, Citi

Citi

Location:
Poland, Warsaw

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

The Global Market Risk Reporting group are responsible for the production of management and regulatory reporting as well as providing analytical insights and support to stakeholders across the first and second lines of defense. Within the group, the Warsaw based UK, EU & MEA Legal Entity reporting team works closely with the key legal entities delivering reporting & analytical services and supporting the local entity IMA governance teams in providing oversight and monitoring of the IMA framework. This role requires a deep understanding of market risk concepts, regulatory requirements, risk reporting infrastructure and best practices. The successful candidate will lead a team responsible for producing timely and accurate market risk reports, supporting strategic and regulatory initiatives, and enforcing a strong control framework for IMA-related obligations.

Job Responsibility:

Lead and manage the Warsaw based UK, EU and MEA Market Risk reporting team of 10 personnel, to support key legal entities in the region with reporting, portfolio analysis and IMA governance activities
Define and execute strategic reporting and governance objectives in coordination with global and regional Market Risk leaders
Provide direction and thought leadership on IMA regulatory expectations, reporting best practices and control enhancements
Collaborate with local IMA governance teams to ensure key controls are in place for IMA number production and reporting
Maintain robust controls over reporting and key IMA processes in line with internal policies, BCBS 239 and local supervisory expectations
Oversee the daily production of Market Risk content for legal entities ensuring that reports are accurate, timely and meet the needs of internal risk management stakeholders and external regulators
Liaise with global market risk, finance, regulatory reporting, and front office risk to ensure consistency across reported metrics
Identify potential risk or control weaknesses within the reporting and governance processes, raising self-identified issues and action plans in accordance with the firms’ risk & control framework.

Requirements:

10+ years of experience ideally working within Market Risk Management
Strong knowledge of Market Risk measurement techniques (factor sensitivities, VaR, ESF, Stress Testing) and a broad understanding of cross asset financial products is essential
The ideal candidate will have a BS or MS in a related science discipline and ideally hold a relevant financial qualification (FRM/CFA) would be an advantage
Prior experience leading a team and complex projects
Knowledge of PRA & ECB regulatory expectations for capital calculations for IMA approved entities FRTB related projects will be beneficial
A strong controls & governance mindset with first-hand experience with BCBS 239
Excellent analytical, problem solving, and troubleshooting skills are a must
Superior project management & communication skills
A good understanding of data presentation / visualization techniques and how data should be modelled for reporting purposes, will be helpful.

Nice to have:

Knowledge of PRA & ECB regulatory expectations for capital calculations for IMA approved entities FRTB related projects
A good understanding of data presentation / visualization techniques and how data should be modelled for reporting purposes.

What we offer:

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.

Additional Information:

Job Posted:
July 02, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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EMEA Legal Entity Market Risk Reporting Lead