Head Of Risk Capital Model Development - Director

Citi

Warsaw, Poland
Base: zł510,000.00 - zł1,280,000.00; bonus/equity:...
Hybrid
Quantitative risk modelling
Risk capital frameworks
Regulatory capital frameworks
Provide strategic leadership and oversight for the design, development, enhancement, and maintenance of Risk Capital models across wholesale credit risk, counterparty credit risk, market risk, and concentration risk frameworks

Job Summary

  • Provide strategic leadership and oversight for the design, development, enhancement, and maintenance of Risk Capital models across wholesale credit risk, counterparty credit risk, market risk, and concentration risk frameworks.
  • Own and manage the full model lifecycle for Risk Capital models, including methodology design, development oversight, implementation coordination, performance monitoring, and ongoing enhancement.
  • Provide full management responsibility for multiple teams, including performance evaluation, compensation, hiring, disciplinary actions, succession planning, and budget approvals.

Matching Summary

Provide strategic leadership and oversight for the design, development, enhancement, and maintenance of Risk Capital models across wholesale credit risk, counterparty credit risk, market risk, and concentration risk frameworks.

Salary

Base: zł510,000.00 - zł1,280,000.00; Bonus/Equity: Opportunity to receive an annual discretionary incentive award; Benefits: Employer paid Defined Contribution Pension Plan, Private Medical Care, Life Insurance, Employee Assistance Program, Paid Parental Leave, Sport Card, Company's Social Benefit Fund, Cafeteria/ flex benefit

Skills & Requirements

Must-have

  • quantitative risk modelling
  • Risk Capital frameworks
  • regulatory capital frameworks
  • Monte Carlo simulation
  • loss and recovery modelling
  • model documentation

Nice-to-have

  • strategic leadership
  • senior management communication
  • risk culture
  • technical excellence

Key Requirements

  • 10+ years of experience
  • Bachelor's degree required
  • Master's or PhD preferred
  • Experience engaging with regulators

Work Rights

Not specified

Tailored Resume

Cover Letter