Senior Market Risk Reporting Analyst

Citi; Województwo mazowieckie; Hybrid; PLN 165.000 - 281.000; Vollzeit

Benefits dieser Stelle

Hybrid working model (up to 2 days at?

Private medical care

Life insurance

Pension plan

Employee assistance program

Sport card

Volunteering day

Cafeteria/ flex benefits

Zusammenfassung

Citi Solutions Center Poland is seeking a Senior Market Risk Reporting Analyst to produce, validate and analyze VaR, risk sensitivities and stress testing results across asset classes. You will turn complex analytics into clear insight for risk managers and trading desks in a hybrid Poland-based role.

You will automate reporting with Python, SQL and Excel VBA, build dashboards in Tableau/Power BI, and support regulatory deliverables under Basel III/IV and BCBS 239.

Qualifikationen

• Bachelors or masters in Finance, Financial Engineering, Economics, Mathematics, Statistics, Computer Science or related field.
• Minimum 3 years in market risk reporting or related analytics within a financial services institution.
• Solid knowledge of VaR, stress testing, pricing models and risk sensitivities across asset classes.
• SQL to query relational databases for risk analysis.
• Python with Pandas/NumPy or Excel VBA to automate reporting.
• Strong written and verbal communication to non-technical stakeholders.
• Ability to manage multiple tasks in a deadline-driven environment.

Aufgaben

• Produce, validate and publish daily, weekly and monthly market risk reports across asset classes.
• Compute VaR, Stressed VaR, Greeks and sensitivities across trading and non-trading books.
• Explain position changes with clear risk commentary to managers and desks.
• Monitor exposures against limits and regulatory thresholds; escalate breaches.
• Collaborate with desks, product control, quants and tech to fix data issues.
• Automate reporting using Python, SQL and VBA to strengthen controls.
• Build dashboards in Tableau or Power BI to improve risk data communication.
• Support Basel III/IV, FRTB and BCBS 239 regulatory deliverables.

Kenntnisse

VaR methodologies

Stress testing

Greeks

SQL

Python

Pandas

NumPy

Excel VBA

Communication skills

Ausbildung

Finance/Math/CS degree

Tools

Tableau

Power BI

Qlik

Jobbeschreibung

Shape how Citi understands and manages risk by delivering the market risk reporting that guides trading and business decisions every day. As a Senior Market Risk Reporting Analyst, you will produce, validate and analyze Value at Risk, sensitivities and stress testing results across multiple asset classes, turning complex analytics into clear insight for risk managers and trading desks. This role sits at the center of Citi's market risk function, connecting data, technology and business stakeholders to strengthen risk oversight.

Responsibilities

• Produce, validate and publish daily, weekly and monthly market risk reports covering Fixed Income, Equities, FX, Commodities and Rates portfolios.
• Calculate and reconcile Value at Risk, Stressed VaR, Greeks and sensitivities such as Delta, Gamma, Vega and DV01 across trading and non-trading books.
• Investigate daily risk movements and market drivers to deliver clear commentary that explains position changes to risk managers and trading desks.
• Monitor risk exposures against internal limits and regulatory thresholds, escalating breaches and preparing commentary for senior risk management.
• Partner with trading desks, product control, quants and technology teams to resolve data discrepancies and improve reporting accuracy.
• Automate manual reporting processes using Python, SQL and Excel VBA to strengthen data extraction and validation controls.
• Build dashboards and visualizations using Tableau or Power BI to improve how risk data is communicated across the business.
• Maintain reporting documentation and support regulatory deliverables such as Basel III/IV, FRTB and BCBS 239 during audit reviews.

Required Qualifications & Skills

• Hold a bachelor's or master's degree in Finance, Financial Engineering, Economics, Mathematics, Statistics, Computer Science or a related quantitative field.
• Min 3 years of experience in market risk reporting, risk management, product control or quantitative risk analytics within a financial services institution.
• Demonstrate strong knowledge of market risk concepts including VaR methodologies, stress testing, pricing models and risk sensitivity metrics across asset classes.
• Apply SQL skills to query relational databases and extract data for risk analysis.
• Use Python with Pandas and NumPy or Excel VBA to automate reporting processes and data transformations.
• Communicate complex quantitative information clearly to non-technical stakeholders through strong written and verbal skills.
• Manage multiple concurrent tasks in a deadline-driven daily production environment while maintaining high attention to detail.

Beneficial Skills & Qualifications

• Hold a professional certification such as FRM, CFA or PRM.
• Have familiarity with business intelligence tools such as Tableau, Power BI or Qlik.

By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (currently up to 2 days working at home per week), but also (potentially, subject to final offer) receive a competitive base salary and enjoy a whole host of additional benefits which can include:

• Employer paid Defined Contribution Pension Plan contribution of 6% 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
• 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

Salary: 165020,00zł - 280980,00zł

Alongside these benefits Citi 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 around the world to be energized to join us, motivated to stay, and empowered to thrive.

Copy and paste the URL below into a new tab on your web browser to view the Remuneration Regulations extract: https://tbcdn.talentbrew.com/company/287/cms/v3/docs/policies/RemunerationRegulations-KeyProvisions-CitibankEurope_plc_05012025_A.pdf

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