Market Risk Senior Officer, Citi

Citi

Location:
Poland, Warsaw

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

The Market Risk Senior Officer monitors and analyzes the organization’s risk exposure related to financial products and market movements. Responsibilities include risk management oversight, establishing local regulatory compliance, monitoring trading limits, and collaborating with global risk management teams.

Job Responsibility:

Risk Management oversight of Market Risk function
Establish and approve country/legal entity level limits and triggers in alignment with Risk Appetite, Policies and local regulatory requirements
Review, monitor and escalate breaches for country/legal entity limits/triggers in respective local governance committees/forums
Review volatility and correlation of historical market factor series for respective EM countries and recommend adjustments if needed
Review Legal Vehicle back-testing reports and present in respective governance forums, including potential exceptions
Establish and maintain local market risk documents, such as policies, standards or desktop procedures, in accordance with local governance regulations and Global Policy requirements
Assess and escalate known large, complex and illiquid trades that may need to undergo pre-trade approval process
Provide input in ICAAP, SREP and ad-hoc regulatory requests on related Market Risk topics
Oversee creation and maintenance of market risk reports in alignment with local Regulatory requirements and risk reporting strategy
Review new transactions/programs as per New Activity Risk Management process
Attend and participate in Product Control Group PAA Meetings and Valuation Control Group Price Verification meetings
Provide risk oversight and credible challenge to the first line of defense on growing market risks/tail risks for country/legal entity coverage
Ensure appropriate stress testing in place that considers legal entity risks
Collaborate closely with Cluster and Global Market Risk teams

Requirements:

10+ years relevant experience
Degree in a Quantitative or Financial discipline
Advanced knowledge of financial instruments, risk metrics and Market Risk Management
Advanced analytical, technical and quantitative skills
Expert knowledge of treasury, market risk management and knowledge of secured financing, securitization, and derivative products
Excellent written and verbal communication skills
Must be a self-starter, flexible, innovative and adaptive
Highly motivated, attention to detail, team oriented, organized
Developed presentation skills with the ability to articulate complex problems and solutions through concise and clear messaging
Ability to work collaboratively and with people at all levels of the organization
Excellent project management and organizational skills and capability to handle multiple projects at one time
Proficient in MS Office applications (Excel/VBA, Word, PowerPoint) and SQL
Programming/modeling experience (e.g., Python)
Fluent Polish and English

What we offer:

Job contract and social benefits (private medical care, fitness card, life insurance, pension programme, co-financing of cultural and entertainment events)
Access to e-learning platform (Degreed) and English learning platform
Possibility to gain globally appreciated work experience
Flexible and partly-remote working conditions

Additional Information:

Job Posted:
October 11, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Market Risk Senior Officer