Icaap & Stress Testing Senior Analyst

Citi

Warsaw, Poland
Base: zł223,400.00 - zł380,400.00; bonus/equity: o...
On-site
Quantitative risk models
Regulatory stress testing
Economic capital methodologies
Citi is seeking an Icaap & Stress Testing Senior Analyst for its Warsaw office, focusing on quantitative risk models and regulatory compliance within the banking sector. The ideal candidate will possess strong analytical skills, experience in risk management, and a quantitative background, while the role offers competitive benefits and a collaborative work environment

Job Summary

  • Join the ICAAP and Stress Testing team in Warsaw, serving as the main point of contact for quantitative risk models and analytics for regulatory stress testing.
  • Lead and coordinate ICAAP and Stress Testing initiatives, including scenario design, stress loss estimation, and governance processes.
  • The role offers a hybrid working model with competitive salary and a comprehensive benefits package including pension, medical care, and life insurance.

Matching Summary

Match Score: 85

Citi is seeking an Icaap & Stress Testing Senior Analyst for its Warsaw office, focusing on quantitative risk models and regulatory compliance within the banking sector. The ideal candidate will possess strong analytical skills, experience in risk management, and a quantitative background, while the role offers competitive benefits and a collaborative work environment.

Salary

Base: zł223,400.00 - zł380,400.00; 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, Social Benefit Fund, Cafeteria/flex benefit

Skills & Requirements

Must-have

  • quantitative risk models
  • regulatory stress testing
  • economic capital methodologies
  • risk appetite framework
  • senior stakeholder communication

Nice-to-have

  • AI-assisted analytical tools
  • advanced analytical techniques
  • professional certifications

Key Requirements

  • 5+ years of experience in Risk Management
  • Quantitative academic background
  • Expertise in mathematical and risk modeling
  • Deep understanding of regulatory capital frameworks
  • Programming proficiency in Python and/or R

Work Rights

Not specified

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