Icaap & Stress Testing Senior Analyst

Citi Handlowy

Warsaw, Poland
Base: zł223,400.00 - zł380,400.00; bonus/equity: n...
Hybrid (up to 2 days working at home per week)
Icaap and stress testing
Quantitative risk models & analytics
Regulatory capital frameworks
The job posting for an Icaap & Stress Testing Senior Analyst at Citi Handlowy in Warsaw seeks a professional with over five years of experience in risk management, specifically within the banking or financial services sector. The role involves leading ICAAP and stress testing initiatives, requiring strong quantitative skills and expertise in regulatory capital frameworks

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

Match Score: 85

The job posting for an Icaap & Stress Testing Senior Analyst at Citi Handlowy in Warsaw seeks a professional with over five years of experience in risk management, specifically within the banking or financial services sector. The role involves leading ICAAP and stress testing initiatives, requiring strong quantitative skills and expertise in regulatory capital frameworks.

Salary

Base: zł223,400.00 - zł380,400.00; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • ICAAP and Stress Testing
  • quantitative risk models & analytics
  • regulatory capital frameworks
  • scenario design and loss estimation
  • regulatory submissions and inquiries

Nice-to-have

  • AI-assisted analytical and automation tools
  • advanced analytical techniques
  • quantitative problem-solving interest

Key Requirements

  • 5+ years of experience in Risk Management
  • Strong academic background in a quantitative discipline
  • Proven expertise in mathematical and risk modeling
  • Programming proficiency in Python and/or R is a significant advantage
  • Professional certifications like FRM, CFA, or CQF are considered a plus

Work Rights

Not specified

Tailored Resume

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