The team's support to the entity includes management and governance of the models as well as their appropriate and accurate reflection in Pillar 2 assessments and regulatory submissions
Job Summary
The team's support to the entity includes management and governance of the models as well as their appropriate and accurate reflection in Pillar 2 assessments and regulatory submissions.
The candidate will have the unique opportunity to work in the fast-paced environment of contributing directly to capital adequacy initiatives that are critical to Citi’s regulatory compliance and risk management framework.
By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (currently up to 2 days working at home per week), but also (potentially, subject to final offer) receive a competitive base salary and enjoy a whole host of additional benefits.
Matching Summary
The team's support to the entity includes management and governance of the models as well as their appropriate and accurate reflection in Pillar 2 assessments and regulatory submissions.
Salary
Base: zł223,400.00 - zł380,400.00; Bonus/Equity: Not specified; Benefits: Not specified
Skills & Requirements
Must-have
ICAAP and Stress Testing initiatives
quantitative risk models
regulatory capital frameworks
mathematical and risk modeling
analytical documentation for regulatory capital
Nice-to-have
AI-assisted analytical and automation tools
quantitative problem-solving
advanced analytical techniques
Key Requirements
5+ years of experience in Risk Management
Strong academic background in a quantitative discipline
Proven expertise in mathematical and risk modeling
Deep understanding of regulatory capital frameworks
Programming proficiency in Python and/or R is a significant advantage
Professional certifications like FRM, CFA, or CQF are considered a plus