Head Of Risk Capital Model Development - Director

Citi

Warsaw, Poland
Base: zł510,000.00 - zł1,280,000.00; bonus/equity:...
On-site
Quantitative risk modelling
Risk capital frameworks
Model lifecycle management
Citi is seeking a Head of Risk Capital Model Development to lead quantitative risk modeling efforts within their Risk Management division in Warsaw, Poland. The ideal candidate will have extensive experience in risk modeling, a strong understanding of regulatory frameworks, and exceptional leadership skills

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: 85

Citi is seeking a Head of Risk Capital Model Development to lead quantitative risk modeling efforts within their Risk Management division in Warsaw, Poland. The ideal candidate will have extensive experience in risk modeling, a strong understanding of regulatory frameworks, and exceptional leadership skills.

Salary

Base: zł510,000.00 - zł1,280,000.00; Bonus/Equity: Opportunity to receive an annual discretionary incentive award; Benefits: Employer paid pension, medical care, life insurance, EAP, parental leave, sport card, social benefits fund, cafeteria/flex benefit, special offers and discounts

Skills & Requirements

Must-have

  • quantitative risk modelling
  • Risk Capital frameworks
  • model lifecycle management
  • regulatory capital expectations
  • advanced quantitative methodologies
  • model documentation standards

Nice-to-have

  • strategic leadership
  • cross-functional collaboration
  • talent development
  • risk culture
  • ethical judgment

Key Requirements

  • 10+ years of experience in quantitative risk modelling
  • Experience leading large, technically sophisticated quantitative teams
  • Bachelor’s degree required; Master’s or PhD strongly preferred

Work Rights

Not specified

Tailored Resume

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