Market Risk Reporting Rates & FX Analyst, Citi

Citi

Location:
Poland, Warsaw

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

The position involves preparing and distributing risk reports, analyzing financial portfolios, improving control environments, and developing automated processes. The role focuses on the Rates & FX Market Risk Reporting team at Citi in Warsaw, Poland, providing insights into Rates & FX portfolios and supporting a transformation to new data sourcing and dashboards.

Job Responsibility:

Prepare and distribute risk content on various cadences, monitoring for significant moves / trends and working with the 1st and 2nd line to ensure accurate representation of the firm’s interest rate & FX market risk
perform analysis on the Rates & FX portfolios by reviewing standard risk measurement techniques such as VaR/ESF, Factor sensitivities, issuer risk monitoring and stress testing
work closely with risk managers to identify trends and emerging risks for the portfolio
active participant in Risks transformation book of work to improve controls, clean up the limits & trigger portfolio and enhance self-service dashboards
support all additional regulatory and internal reporting requirements
ensure a strong control environment is in place for all production deliverables through the execution of controls on the underlying dataset, leveraging automation wherever not already available
identification and management of data quality issues ensuring the appropriate representation in the data quality inventory and oversight of the issue, in collaboration with 1st and 2nd line teams and technology
assist in the development and automation of risk reporting processes using the banks reporting toolset Tableau and Python.

Requirements:

3+ years experience working in Risk or Finance within a large financial institution
a keen interest in financial markets and risk management practices with a sound understanding of interest rate & FX market risk metrics and financial products
ability to work autonomously or as part of a team on project deliverables
excellent analytical, problem solving, and troubleshooting skills
experience using Tableau or Power BI together with Python coding skills would be highly beneficial
a data mindset with an understanding of data manipulation techniques, use of SQL and data workflow tools (e.g., Alteryx) are all desirable
the ideal candidate will have a BS or BA in a related science discipline with a masters
a relevant financial qualification (completed or inflight) such as FRM or CFA would be an advantage.

Nice to have:

Experience using Tableau or Power BI together with Python coding skills
a data mindset with an understanding of data manipulation techniques, use of SQL and data workflow tools (e.g., Alteryx)
a relevant financial qualification such as FRM or CFA.

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:
June 18, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Market Risk Reporting Rates & FX Analyst