Technology Lead Business Analyst, Citi

Citi

Location:
Poland, Warsaw

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

The role involves delivering Counterparty Credit Risk Management software solutions to Citi’s Risk organization. Responsibilities include project management, stakeholder interaction, risk calculations, and documentation. The ideal candidate has extensive knowledge in capital markets, derivatives, and counterparty credit risk.

Job Responsibility:

Liaise with stakeholders across the Risk and Front Office Technology, Counterparty Risk Management, Finance and Front Office business organizations, and external Market Regulators to assemble business requirements for Counterparty Risk Technology projects
Manage expectations of various stakeholder groups and help negotiate solutions to complex problems
Project manage complex Counterparty Credit Risk projects end to end
Accurately record, maintain, and report Program/Project management tracking data such as milestones via Citi’s internal project tracking systems
Help assemble/manage detailed documentation covering Counterparty Risk calculations and other processing
Facilitate and drive project meetings with both business and technology teams
Develop and review test scripts with business users as well as technology teams for System, User and Impact testing
Understand, analyze, and explain counterparty mark-to-future exposures on Derivatives books to users
Investigate Potential Future Exposure/EPE/EAD/RWA and related calculations for internal risk management and BASEL regulatory capital reporting based on the exposure profiles generated by the systems
Trace changes in day-to-day exposures to changes in markets, books, and/or legal agreements
Develop excel prototypes to demonstrate and analyze risk calculations where feasible.

Requirements:

Minimum 7 years related experience in Business Analysis and Project Management in Capital Markets domain
SDLC awareness including knowledge of quality issues in software development
Excellent understanding of the mechanics and life cycle of derivatives products, including Options, Futures, Forwards and Swaps
Knowledge of Securities Financing Transactions (SFT) products an advantage
Excellent understanding of Counterparty Credit Risk: Potential Future Exposure, Margin (ISDA MNA and CSA), Collateral Haircut, Liquidity and Period of Risk, Settlement Risk
Understanding of Basel III/IV and any other relevant Risk Regulations and measures including PSE, RWA, EAD
Knowledge of Market Risk an advantage including Credit Value Adjustment (CVA)
Extensive project management experience, including co-ordination across remote global teams
Data Analysis capabilities (Database or Spreadsheet), with extensive experience using Excel required
Graduate in STEM (Science, Technology, Engineering and Mathematics) or Finance disciplines
FRM/CFA or other Financial mathematics degree or certification is an advantage.

Nice to have:

Knowledge of Securities Financing Transactions (SFT) products
Knowledge of Market Risk including Credit Value Adjustment (CVA)
FRM/CFA or other Financial mathematics degree or certification.

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:
August 13, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Technology Lead Business Analyst