Senior Stress Testing & Model Risk Lead (Hybrid)

Citigroup Inc.; Województwo mazowieckie; Hybrid; PLN 242.000 - 412.000; Vollzeit

Benefits dieser Stelle

Pension plan

Private medical care

Life insurance

Parental leave

Sport card

Volunteer day off

Cafeteria benefits

Annual incentive

Zusammenfassung

Citi Solutions Center Poland is seeking a Stress Testing and Model Risk Expert to coordinate execution and reporting of stress risk models across Citi. The role supports ICAAP and regulatory stress testing from methodology through to final results, engaging with Model Development Quant and Model Risk teams to ensure robust risk assessment.

The position emphasizes thorough data analysis, clear documentation, and strong communication with senior stakeholders.

Qualifikationen

• Minimum 6 years of experience in quantitative risk, model development, validation, or related analytical roles.
• Strong understanding of ICAAP and regulatory stress testing frameworks.
• Experience assessing macroeconomic variables on credit risk and capital.

Aufgaben

• Build expertise on Wholesale Credit Risk stress loss and capital models, assess methodology and macro drivers.
• Review macroeconomic scenarios and their alignment with regulatory expectations.
• Review CECL and IFRS9 outputs and governance overlays.
• Translate business requests into data and analytical criteria; test results against standards.
• Package validation findings into regulatory-grade documentation.
• Assess model limitations and quantify model risk; inform controls.
• Present results and recommendations to senior management.
• Interact with model developers and scenario design teams.

Kenntnisse

Quant risk

Python

Regulatory frameworks

Scenario design

Communication

Model governance

Ausbildung

Bachelor’s degree or equivalent

Tools

Python

Jobbeschreibung

Citi Solutions Center Poland is seeking a Stress Testing and Model Risk Expert to coordinate execution and reporting of stress risk models across Citi. The role supports ICAAP and regulatory stress testing from methodology through to final results, engaging with Model Development Quant and Model Risk teams to ensure robust risk assessment.

The position emphasizes thorough data analysis, clear documentation, and strong communication with senior stakeholders.