Senior Market Risk Reporting & Insights Analyst

Citi; Województwo mazowieckie; Hybrid; PLN 165,000 - 281,000; Full time

Benefits offered by this job

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

Job summary

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.

Qualifications

• 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.

Responsibilities

• 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.

Skills

VaR methodologies

Stress testing

Greeks

SQL

Python

Pandas

NumPy

Excel VBA

Communication skills

Education

Finance/Math/CS degree

Tools

Tableau

Power BI

Qlik

Job description

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.