Senior Stress Testing & Model Risk Expert Wholesale Credit

Citigroup Inc.; Warszawa; Hybrid; PLN 242,000 - 412,000; Full time

Benefits offered by this job

Pension plan

Private medical care

Life insurance

Parental leave

Sport card

Flexible benefits

Annual incentive

Job summary

Citi Solutions Center Poland is seeking a Stress Testing and Model Risk Expert to coordinate execution and reporting of stress risk models across Citi, providing confidence to senior stakeholders and regulators. The role focuses on wholesale credit risk stress loss and capital modelling and supports ICAAP and regulatory stress testing from methodology to final results.

The candidate will collaborate with Model Development Quant teams and Model Risk colleagues, applying strong analytical skills

Qualifications

• Minimum 6 years of experience in quantitative risk, model development, model validation, stress testing, economic research, or related analytical roles within financial services.
• Strong understanding of ICAAP, regulatory stress testing frameworks, and macroeconomic projections and scenario design.
• Proficiency in Python or another statistical or analytical programming language.

Responsibilities

• Coordinate execution preparation and reporting of stress risk models across Citi, supporting regulators and senior stakeholders.
• Review macroeconomic scenarios used in stress testing and assess alignment with wholesale portfolio characteristics.
• Assess model risk, document validation findings and communicate results to senior management.
• Collaborate with Model Development Quant teams and Model Risk colleagues to ensure governance and quality controls are met.
• Prepare technical documentation and evidence to support regulatory guidelines.

Education

Bachelor's degree or equivalent

Job description

Citi Solutions Center Poland is seeking a Stress Testing and Model Risk Expert to coordinate execution and reporting of stress risk models across Citi, providing confidence to senior stakeholders and regulators. The role focuses on wholesale credit risk stress loss and capital modelling and supports ICAAP and regulatory stress testing from methodology to final results.

The candidate will collaborate with Model Development Quant teams and Model Risk colleagues, applying strong analytical skills