Oferta pracy

Senior Risk Analyst with Programming

Citi PolandO firmie

  • Warszawa, mazowieckie

  • Ogłoszenie wygasło 10 dni temu
  • Umowa o pracę
  • Pełny etat
  • Specjalista (Mid / Regular)
The purpose of the job is designing reporting framework for U.S. CCAR/DFAST Stress Tests, including credit risk reporting and regulatory reporting
Senior Risk Analyst with ProgrammingNumer ref.: 108060
  • Preparation of CCAR/DFAST regulatory stress tests for wholesale credit risk.
  • Preparation of other regulatory reporting, including PRA UK stress tests, and internal stress tests used for budget planning.
  • Determining the sources and scope of data, creating procedural framework for reporting and oversight over it.
  • Ensuring compliance with legal and regulatory requirements for stress testing and reporting.
  • Designing IT solutions and cooperating with Technology to ensure user requirements are documented, tested and delivered.
  • Working with the following teams on forecasting processes: Risk Managers, Business Managers, modeling teams (CORA, EFT), Finance, Technology teams, Capital Planning Team (CPT), etc.
  • Ad hoc analyses.
  • 3+ years’ experience in data analysis/ manipulation and working with large sets of data
  • Knowledge of any programming language (SAS or SQL preferred)
  • Familiarity with credit risk reporting, regulatory reporting or stress tests and terms/measures such as: PD, LGD, EAD, LLR, economic capital, RWA, Fair Value, pricing models would be an asset
  • Knowledge of credit and finance systems (Optima, RAPID/Facility Management, Ruby) – nice to have
  • Knowledge of banking and financial institutions industry preferred
  • Good knowledge of English.
  • Great interpersonal skills.
  • Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls
  • Cooperation with a high quality, international, multicultural and global team
  • Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success
  • Management supporting balanced and agile work (flexible working hours, home office)
  • Attractive benefits package (Benefit System, medical care, pension plan etc.)
  • A chance to make a difference with various affinity networks and charity initiatives

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