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Citi Handlowy is seeking a Head of Risk Capital Model Development to lead quantitative risk modeling within their Risk Management division in Warsaw, Poland. The ideal candidate will possess extensive experience in risk modeling and management, with a strong understanding of regulatory frameworks and team leadership skills.
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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.
Lead interactions with Independent Model Validation, Internal Audit, and regulators, including support for model reviews, regulatory exams, impact studies, and remediation activities.
Develop and retain deep quantitative talent, fostering a strong risk culture, technical excellence, and consistent execution across globally distributed teams.
Matching Summary
Match Score: 75
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Citi Handlowy is seeking a Head of Risk Capital Model Development to lead quantitative risk modeling within their Risk Management division in Warsaw, Poland. The ideal candidate will possess extensive experience in risk modeling and management, with a strong understanding of regulatory frameworks and team leadership skills.
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Salary
Base: zł510,000.00 - zł1,280,000.00; Bonus/Equity: Not specified; Benefits: Not specified
Skills & Requirements
Must-have
Quantitative risk modelling
Risk Capital frameworks
Monte Carlo simulation
Regulatory capital expectations
Model lifecycle management
Nice-to-have
Strategic leadership
Cross-functional stakeholder engagement
Talent development
Risk culture
Ethical judgment
Key Requirements
10+ years of experience in quantitative risk modelling
Experience leading large, technically sophisticated quantitative teams