Expert in Modeling, Monitoring and Risk Reporting Department, Citi

Expert in Modeling, Monitoring and Risk Reporting Department

Citi

Location:
Poland, Warsaw

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

Modeling, Monitoring and Risk Reporting Department is a team co-creating and actively shaping processes related to risk management in Bank Handlowy. We develop and monitor statistical models and perform advanced data analysis, which in practice have a huge impact on all business decisions made by the bank. Moreover, we report for the purpose of European regulators (KNF, EBA) and US (OCC, FDIC).

Job Responsibility:

Manage CCAR Stress Test process for Bank Handlowy S.A. w Warszawie
Run stress test model development projects for regulatory reporting purposes
Perform and analyze results of stress tests
Develop and maintain scoring models and other tools supporting credit portfolio management
Design and develop modern models of risk assessment and customer creditworthiness, based on new data sources
Support retail risk in credit portfolio management
Maintain and develop management information systems in the area of credit risk
Calculate provision and capital requirements for retail bank under USGAAP accounting standards

Requirements:

Min. 6 years of professional experience in the financial sector
At least 4 years in the area of credit risk, in units related to validation, quantitative analysis, modeling, reporting
Experience in development and implementation of statistical models
Higher education (preferred master's degree) in science like Mathematics, Statistics, Physics, Econometrics
Strong programing skills (knowledge of SAS 4GL and SQL will be an asset)
Experience in development and implementation of stress test models will be an asset
Polish and English, allowing free verbal and written communication

Nice to have:

Knowledge of SAS 4GL and SQL
Experience in development and implementation of stress test models

What we offer:

Private medical care
Fitness card
Life insurance
Pension programme
Co-financing of cultural and entertainment events
Flexible and partly-remote working conditions

Additional Information:

Job Posted:
September 17, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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