Citi Poland

ICAAP Quantitative Senior Analyst- SVP

Citi PolandO firmie

  • Warszawa, mazowieckie

  • Ważna jeszcze 25 dni
    do: 23 kwi 2020
  • Umowa o pracę
  • Pełny etat
  • Specjalista





If you want to understand how business operates globally, Citi Service Center is a perfect place for you.

Citi Service Center Poland was launched in 2005 as a part of an initiative to establish a network of service centers providing shared services to other entities operating within the Citigroup around the world. Currently we provide services to over 90 countries on 6 continents. Thus we’re creating a unique opportunity to work in an international environment, with our employees using 29 languages every day.

We recognize and develop talents and invest in people who are ready for challenges. Our primary objective is innovation. We are following trends and combining development opportunities for our employees with the use of new technologies, for instance the mobile access to knowledge portals and other online resources (e.g. from MIT or Harvard).

Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.
ICAAP Quantitative Senior Analyst- SVP
Location: Warszawa
93065

Responsibilities:

  • Deliver in-region analytical support for scenario design, stress loss, and economic capital where needed, with a key emphasis on UK and German entities
  • Provide critical model selection recommendations to facilitate of the appropriate usage of models/tools for risk measurement. This will involve close cooperation with the local risk managers within the region to understand portfolio dynamics and with Group-level developers to understand model methodology, mechanics, and limitations
  • Represent regional oversight in ICAAP working groups to ensure consistency across EMEA entities and critically review submission drafts for compliance with the firm’s ICAAP standards
  • Work closely with Global QRS development groups to ensure model usage and enhancements are fully compliant with Model Risk Policy and conform to regulatory guidelines
  • Regional QRS point of contact for the delivery of risk calculations/commentary required to support for in-country users of global models, regulatory inquiries, and audit reviews

Requirements:

  • Post-graduate Degree in Finance, Economics, or quantitative discipline
  • 7+ years of experience / knowledge of Banking, Treasury, Finance / Risk management preferred
  • Demonstrated experience in both Credit Risk and Market Risk disciplines
  • Demonstrated excellent partnership, teamwork and influencing skills at all levels of management
  • Strong written and verbal communication skills
  • Excellent analytical, creative thinking and problem solving skills
  • Ability to multi-task, work well under pressure and committed to deliver under tight deadlines
  • Experience in managing diverse teams and executing on complex projects
  • Solid knowledge of time series analysis, statistics or econometrics would be highly advantageous
Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

Offer:

The successful candidate will have the opportunity to work on a wide range of analytical topics relevant for senior management decision making (CRO, CFO, and Board) and regulatory management. They will interact confidently with quantitative analyst and risk management professionals across multiple risk stripes and geographies, and in so doing gain an expansive view of the firm and its analytical capabilities.


Please be informed that we will contact selected candidates only.

Citi is registered trademark of Citigroup Inc., used under license. Citigroup Inc. and its subsidiaries are also entitled to rights to certain other trademarks contained herein.

Citibank Europe PLC
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Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.
ICAAP Quantitative Senior Analyst- SVPNumer ref.: 93065

Responsibilities:

  • Deliver in-region analytical support for scenario design, stress loss, and economic capital where needed, with a key emphasis on UK and German entities
  • Provide critical model selection recommendations to facilitate of the appropriate usage of models/tools for risk measurement. This will involve close cooperation with the local risk managers within the region to understand portfolio dynamics and with Group-level developers to understand model methodology, mechanics, and limitations
  • Represent regional oversight in ICAAP working groups to ensure consistency across EMEA entities and critically review submission drafts for compliance with the firm’s ICAAP standards
  • Work closely with Global QRS development groups to ensure model usage and enhancements are fully compliant with Model Risk Policy and conform to regulatory guidelines
  • Regional QRS point of contact for the delivery of risk calculations/commentary required to support for in-country users of global models, regulatory inquiries, and audit reviews

Requirements:

  • Post-graduate Degree in Finance, Economics, or quantitative discipline
  • 7+ years of experience / knowledge of Banking, Treasury, Finance / Risk management preferred
  • Demonstrated experience in both Credit Risk and Market Risk disciplines
  • Demonstrated excellent partnership, teamwork and influencing skills at all levels of management
  • Strong written and verbal communication skills
  • Excellent analytical, creative thinking and problem solving skills
  • Ability to multi-task, work well under pressure and committed to deliver under tight deadlines
  • Experience in managing diverse teams and executing on complex projects
  • Solid knowledge of time series analysis, statistics or econometrics would be highly advantageous
Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

Offer:

The successful candidate will have the opportunity to work on a wide range of analytical topics relevant for senior management decision making (CRO, CFO, and Board) and regulatory management. They will interact confidently with quantitative analyst and risk management professionals across multiple risk stripes and geographies, and in so doing gain an expansive view of the firm and its analytical capabilities.

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