Stress Testing Reviewer, Citi

Citi

Location:
Poland, Warsaw

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in Model Validation and or Model Analytics along with Stress Testing experience in Market Risk, Credit Risk, Liquidity Risk and or Operational Risk management fields, including portfolio/ risk to Citi’s Enterprise Risk Management (ERM) business. By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Job Responsibility:

Conduct annual reviews of stress testing programs across Market Risk, Credit Risk, Operational Risk, Liquidity Risk and multi-risk programs (e.g., Country, Real Estate), including risk pool’s specific stress testing, and risk pool’s contribution to enterprise level stress testing programs (e.g., GSST, RST)
Conduct issue validation to confirm review findings are remediated by risk pools through action plans execution
Contribute to additional review, which may be required based on changes in scenario, assumptions, or methodologies, as well as significant macroeconomic or market events
Through the review, analyse stress testing process and make recommendations addressing business needs
Communicate findings to applicable stakeholders and ensure action plans are defined to remediate issues
Evaluate stress test results and actions (e.g. limit setting/ monitoring, risk appetite, risk identification)
Communicate results to a variety of audiences
Conduct analysis and package it into detailed technical documentation reports to meet regulatory guidelines and exceed industry standards
Provide guidance to juniors as and when necessary

Requirements:

Demonstrated extensive Stress Testing experience in Market Risk, Credit Risk, Liquidity Risk and or Operational Risk management fields, including portfolio/ risk management experience
Model Validation and or Model Analytics experience
Experience in relevant regulatory guidance, including the SR12-7
Knowledge of risk appetite, limit setting, banking book/ trading book products and risk management practices
Demonstrated project management and organizational skills and capability to handle multiple projects at one time
Consistently demonstrates clear and concise written and verbal communication skills
Ability to create and deliver presentations
Self-motivated and detail oriented
Proficient in Microsoft Office (EXCEL), SAS, R, Python or other programming languages
Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second master’s degree, 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
A chance to make a difference with various affinity networks and charity initiatives

Additional Information:

Job Posted:
July 17, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Stress Testing Reviewer