Counterparty Credit Risk & Portfolio Analytics Lead

Citi; Warszawa; On-site; PLN 223,400 - 380,400; Full time

Benefits offered by this job

Pension plan

Private medical care

Life insurance

Employee assistance program

Parental leave

Sport card

Social benefit fund

Annual incentive program

Volunteer day off

Flex benefits

Job summary

Citi in Warsaw seeks a quantitative risk professional to join the ICM Counterparty Credit Risk and Portfolio Management Analytics team. You will develop tools to measure and monitor counterparty exposure and support risk reporting to senior management.

The role requires a quantitative degree, risk experience, and strong Excel with VBA; Python or R are a plus. You will collaborate across risk, markets, and technology to ensure robust risk controls.

Qualifications

• A quantitative degree in mathematics, science, finance, or economics.
• Experience in managing market or credit risk or related training.

Responsibilities

• Develop tools to measure, monitor, and manage counterparty exposure (PFE, risk capital, stress testing).
• Collaborate with risk, markets, and technology teams on model development and validation.
• Provide risk analysis and reporting to senior management and risk forums.
• Assist in margin model development and real-time monitoring and controls.
• Review control environment and new risk-related processes and policies.

Skills

Analytical thinking

Problem solving

Communication

Cross-functional collaboration

Quantitative modeling

Risk awareness

Excel

VBA

Python

R

Stress testing

Education

Bachelor's degree or higher in mathematics, science, finance, or economics

Tools

Excel

VBA

Python

R

Job description

Citi in Warsaw seeks a quantitative risk professional to join the ICM Counterparty Credit Risk and Portfolio Management Analytics team. You will develop tools to measure and monitor counterparty exposure and support risk reporting to senior management.

The role requires a quantitative degree, risk experience, and strong Excel with VBA; Python or R are a plus. You will collaborate across risk, markets, and technology to ensure robust risk controls.