Risk Modelling Analyst Job at Citi (Warsaw, Krakow)

Job Responsibility

Developing, enhancing the methods of measuring and analyzing risk for credit and market risk, IRRBB risk, stress P&L calculation, risk capital
Participating in project in terms of development, testing models, constant improvement of risk analytics, modeling and optimization
Providing analytical support on wide range of analysis, preparing business as usual and ad-hoc analysis and reports
Participating in regulatory based projects, stress testing, capital planning
Building relationships with key internal and external stakeholders
Interface with Risk Managers, Business Managers, Finance and Technology counterparts to ensure robust execution and compliance with all requirements

Sound understanding of risk sensitivity (bpv) concept
Experience with market risk models preferred
Proven analytical skills, with the ability to identify root causes and trends and anticipate horizon issues
Good knowledge of banking products, risk processes and controls with good understanding of regulatory requirements and risk management framework - including market risk models
Programming skills (e.g. SAS, SQL, R, Python) ) – preferred but not must have
Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences
Proficient in Microsoft Office (Word, Excel, and PowerPoint)
5 years experience in model implementation/validation/development preferable
Strong analytical skills, conceptual thinking and the ability to draw conclusions
English and Polish, allowing free verbal and written communication
Bachelor’s/University degree or equivalent experience

Employer paid Defined Contribution Pension Plan contribution of 7% of employee’s pensionable earnings (PPE Program)
Employer paid Private Medical Care Package for employees and Private Medical Care Packages for certain family members available at preferential rates
Employer paid Life Insurance Program for employees and Life Insurance for certain family members available at preferential rates
Employee Assistance Program financed by Employer
Paid Parental Leave Program (maternity and paternity leave
statutory and 2 weeks additional paid paternity leave)
Sport Card for employees subsidised via Social Benefits Fund and Sport Cards for certain family members available at preferential rates
Additional benefits from Company’s Social Benefit Fund, in particular: Holidays Allowance, support for sport and cultural activities, team building events
Additional day off for volunteering
Extra days off provided to employees celebrating significant service anniversaries, with eligibility occurring every five years
Cafeteria/ flex benefit – a company benefits system which enables employees to select and purchase benefits offered by a provider and available for employees on the platform
Opportunity to receive an annual discretionary incentive award
Special offers and discounts for employees