Counterparty Risk Portfolio Analytics And Models Specialist – Svp

Citi

Poland
Base: zł330,630.00 - zł562,970.00; bonus/equity: o...
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Counterparty credit risk management
Portfolio analytics and stress testing
Exposure monitoring and identification
** Citi is seeking a Counterparty Risk Portfolio Analytics and Models Specialist with over ten years of experience in counterparty risk, market risk, or credit portfolio modeling to join their Institutional Credit Management team in Poland. The role requires strong quantitative skills, expertise in securities financing transactions, and a proactive approach to problem-solving in a hybrid work environment. **

Job Summary

  • The role sits in the ICM Portfolio Management and Analytics function, with key responsibilities including portfolio analysis, stress testing execution, risk identification, and overseeing the development and maintenance of counterparty exposure and portfolio loss models.
  • You will lead the optimization of key counterparty risk, concentration, and liquidity metrics, ensure accuracy and completeness of credit data, and deliver timely analysis of existing portfolio exposures.
  • Citi offers a competitive salary range, a hybrid working model, and a comprehensive benefits package including pension, medical care, life insurance, and parental leave programs.

Matching Summary

Match Score: 75

** Citi is seeking a Counterparty Risk Portfolio Analytics and Models Specialist with over ten years of experience in counterparty risk, market risk, or credit portfolio modeling to join their Institutional Credit Management team in Poland. The role requires strong quantitative skills, expertise in securities financing transactions, and a proactive approach to problem-solving in a hybrid work environment. **

Salary

Base: zł330,630.00 - zł562,970.00; Bonus/Equity: Opportunity to receive an annual discretionary incentive award; Benefits: Employer paid Defined Contribution Pension Plan, Private Medical Care, Life Insurance, EAP, Paid Parental Leave, Sport Card, Cafeteria/flex benefit

Skills & Requirements

Must-have

  • Counterparty credit risk management
  • Portfolio analytics and stress testing
  • Exposure monitoring and identification
  • Quantitative skills
  • Derivative products knowledge
  • Securities financing transactions

Nice-to-have

  • Partnership skills
  • Solutions-driven approach
  • Can-do attitude
  • Hybrid working model

Key Requirements

  • 10+ years of experience
  • Counterparty risk, market risk, or credit portfolio modelling
  • R, Python, and/or SQL proficiency

Work Rights

Not specified

Tailored Resume

Cover Letter