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Risk Modelling Analyst

Citi · Warsaw Poland
// classified as
Other (Adjacent or hard to classify.)
posted
1d ago
location
Warsaw Poland
languages
python, r, sas
tools
excel
> stack
pythonrsassqlexcel
> description

Risk Strategy and Capital Department is a team co-creating and actively shaping risk management processes in Bank Handlowy w Warszawie SA. Our employees are responsible among others for modelling, capital planning, internal and external reporting (KNF, NBP, EBA), advanced data analysis, development and maintenance of management information systems and processes.

 

Responsibilities:

  • Developing, enhancing the methods of measuring and analyzing risk for credit and market risk, IRRBB risk, stress P&L calculation, risk capital.
  • Participating in project in terms of development, testing models, constant improvement of risk analytics, modeling and optimization.
  • Providing analytical support on wide range of analysis, preparing business as usual and ad-hoc analysis and reports.
  • Participating in regulatory based projects, stress testing, capital planning.
  • Building relationships with key internal and external stakeholders.
  • Interface with Risk Managers, Business Managers, Finance and Technology counterparts to ensure robust execution and compliance with all requirements.

 

Qualifications:

  • Sound understanding of risk sensitivity (bpv) concept.
  • Experience with market risk models preferred
  • Proven analytical skills, with the ability to identify root causes and trends and anticipate horizon issues.
  • Good knowledge of banking products, risk processes and controls with good understanding of regulatory requirements and risk management framework - including market risk models.
  • Programming skills (e.g. SAS, SQL, R, Python) ) – preferred but not must have.
  • Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences.
  • Proficient in Microsoft Office (Word, Excel, and PowerPoint).
  • 5 years experience in model implementation/validation/development preferable.
  • Strong analytical skills, conceptual thinking and the ability to draw conclusions.
  • English and Polish, allowing free verbal and written communication.
  • Bachelor’s/University degree or equivalent experience.

What we can offer you/ Citi Handlowy offers

By joining Citi Handlowy, you will work in hybrid model (currently up to 2 days working at home per week), but also receive a competitive base salary and enjoy a whole host of additional benefits which are currently provided such as:

  • Employer paid Defined Contribution Pension Plan contribution of 7% of employee’s pensionable earnings (PPE Program).
  • Employer paid Private Medical Care Package for employees and Private Medical Care Packages for certain family members available at preferential rates.
  • Employer paid Life Insurance Program for employees and Life Insurance for certain family members available at preferential rates.
  • Employee Assistance Program financed by Employer.
  • Paid Parental Leave Program (maternity and paternity leave; statutory and 2 weeks additional paid paternity leave).
  • Sport Card for employees subsidised via Social Benefits Fund and Sport Cards for certain family members available at preferential rates.
  • Additional benefits from Company’s Social Benefit Fund, in particular: Holidays Allowance, support for sport and cultural activities, team building events.
  • Additional day off for volunteering.
  • Extra days off provided to employees celebrating significant service anniversaries, with eligibility occurring every five years.
  • Cafeteria/ flex benefit – a company benefits system which enables employees to select and purchase benefits offered by a provider and available for employees on the platform.
  • Opportunity to receive an annual discretionary incentive award.
  • Special offers and discounts for employees.
  • Copy and paste the URL below into a new tab in your web browser to view the Collective Bargaining Labor Agreement extract: https://www.citibank.pl/poland/files/ZUZP-KeyProvisions-CitiHandlowy_05012025.pdf


Alongside these benefits Citi Handlowy is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day.  We want the best talent to be energized to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi Handlowy has everything you need? Then apply to discover the true extent of your capabilities. 

Your personal data will be administered by Bank Handlowy w Warszawie S.A. with its registered office in Warsaw, ul. Senatorska 16. The Bank carries out the processing of your personal data first of all to conduct the recruitment process in which you participate, i.e. in the scope specified in Article 22(1) of the Labour Code (Article 6(1)(c) of the GDPR). You are entitled to: access your personal data, rectify them, erase them, restrict their processing, transfer your data and object to their processing. More detailed information is available at the website: https://www.citibank.pl/poland/files/privacy-notice.pdf

Please read the information about internal reports procedure – Whistleblowers Protection Act: https://www.citibank.pl/poland/files/ustawa-o-ochronie-sygnalistow.pdf

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Job Family Group:

Risk Management

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Job Family:

Model Development and Analytics

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Time Type:

Full time

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Primary Location Full Time Salary Range:

165 020,00 zł - 280 980,00 zł

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Most Relevant Skills

Analytical Thinking, Credible Challenge, Data Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

 

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

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