Senior Wholesale Credit Stress Testing & Model Risk Lead

Citi; Województwo mazowieckie; Hybride; PLN 242 000 - 412 000; Plein temps

Avantages offerts par ce poste

Pension plan 6%

Private medical care

Life insurance

Parental leave program

Sport card

Flexible cafeteria benefits

Annual discretionary incentive

Résumé du poste

Citi Solutions Center Poland seeks a Stress Testing and Model Risk Expert to coordinate execution prep and reporting of stress risk models across Citi. You will support ICAAP and regulatory stress testing from methodology through to final results, partnering with Model Development Quant teams and Model Risk colleagues.

The role focuses on wholesale credit risk stress loss and capital modelling, with a hybrid work model and competitive base salary plus benefits.

Qualifications

• 6+ years in quantitative risk or related analytical roles within financial services.
• Strong understanding of ICAAP and regulatory stress testing frameworks.
• Experience with macroeconomic projections and scenario design.

Responsabilités

• Build expertise on Wholesale Credit Risk stress loss and capital models.
• Review macroeconomic scenarios and align with regulatory expectations.
• Assess CECL and IFRS9 outputs and governance overlays.
• Translate requests into data criteria and test results against standards.
• Document validation findings for regulatory guidelines.
• Quantify model risk and inform stakeholders on limitations.
• Present results to senior management.
• Collaborate with model developers and risk teams.

Connaissances

6+ years experience

ICAAP & stress testing

macroeconomic projections

Wholesale Credit Risk

CECL & IFRS9 modelling

model risk framework

Python

communication skills

Formation

Bachelor's degree

Outils

Python

Description du poste

Citi Solutions Center Poland seeks a Stress Testing and Model Risk Expert to coordinate execution prep and reporting of stress risk models across Citi. You will support ICAAP and regulatory stress testing from methodology through to final results, partnering with Model Development Quant teams and Model Risk colleagues.

The role focuses on wholesale credit risk stress loss and capital modelling, with a hybrid work model and competitive base salary plus benefits.