XVA Market Risk Reporting Analyst, Citi

Citi

Location:
Poland, Warsaw

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

Save Job

Apply Position

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 Market Risk, leading a BAU team in delivering regulatory reporting, and insightful MI & analytics while driving key initiatives across the bank in a challenging environment. By Joining Citi, you will become part of a global organization 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:

Prepare and distribute XVA 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 XVA Market Risk
Perform analysis on the XVA portfolio by reviewing standard risk measurement techniques such as VaR, Factor sensitivities, issuer risk monitoring and stress testing
Work closely with risk managers to identify trends and emerging risks for the portfolio through a combination of Tableau dashboards and building out analysis capabilities from central big data platforms
Active participant in Risks transformation book of work providing support on a range of activities including, but not limited to, the analysis of XVA data flows from 1st to 2nd line systems and Global XVA dashboard design & implementation
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 tagging 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
Also be responsible for transformation of Issuer Risk reporting framework as we look to evolve the issuer risk monitoring methodology. This will require close interaction with Market Risk Managers

Requirements:

6+ years experience working in Risk or Finance within a large bank
BS or BA in a related science discipline with a masters or relevant financial qualification (FRM/CFA) being an advantage
Good knowledge of relevant Market Risk metrics and financial products in the equities space
Ability to work autonomously or as part of a team on project deliverables
Excellent analytical, problem solving, and troubleshooting skills are a must
A good understanding of data manipulation techniques using industry standard data pipeline tools will be advantageous
Experience using Tableau is a must have with Python coding skills highly desirable

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:
June 26, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

View All Jobs In This Company

Job Link Share:

XVA Market Risk Reporting Analyst