Specialized Analytics Senior Analyst.

Citi; Warszawa; On-site; PLN 165,000 - 281,000; Full time

Benefits offered by this job

Pension Plan

Private Medical Care

Life Insurance

Parental Leave

Sport Card

Social Benefits Fund

Job summary

Citi in Warsaw seeks a skilled risk analytics professional to measure, monitor, and manage counterparty risk across multiple asset classes. You will build tools for stress testing, PFE, and risk reporting, collaborating with Sales & Trading, Market Risk, and CVA teams to ensure comprehensive coverage.

You will also advance CCR modeling with Quant/Markets analytics and work with business risk teams on new products, margins, and real-time controls, including hands-on AI/GenAI solutions for risk

Qualifications

• 3-5 years of experience in risk analytics or market risk, or counterparty credit risk management.
• Strong understanding of capital markets products, including Prime Brokerage, derivatives, repo financing.
• Understanding of multiple asset classes including rates, equities, foreign exchange, credit, and commodities.
• Strong analytical skills with good attention to detail and a demonstrated aptitude for tackling analytical issues through quantitative modelling and assimilation of data into a working product.
• Stress testing skills and product pricing and valuation skills desirable.
• Strong Excel skills. Programming skills preferring including Python or other statistical languages.
• Hands‑on experience with Agentic AI / GenAI centric solutions preferred.
• Excellent written and oral communication skills with ability to present complex analysis clearly to stakeholders.
• Ability to work well with cross-functional teams from Business, Risk and Technology.
• Demonstrates strong ethics and integrity. Ability to work independently as well as in a team environment. Can make decisions under pressure and short timeline.

Responsibilities

• Develop and enhance tools for the measurement, monitoring, and management of counterparty exposure including stress testing, PFE, stress loss, and wrong way risk.
• Actively liaise with Sales & Trading, Market Risk and CVA teams to ensure comprehensive coverage of counterparty and liquidity risk measures across over-the-counter, securities financing transactions and futures products.
• Closely work with Quantitative risk, Markets analytics teams, Technology, and Model Validation groups on CCR model development and evolution of CCR models to address new products or risk areas.
• Work with business managers and In-Business Risk teams on new product approvals, margining model, real-time monitoring and controls.
• Lead hands-on development of Agentic AI and GenAI-centric solutions that modernize risk monitoring, controls, and real-time analytics.
• Perform and develop risk analysis on existing client portfolios as well as customized risk analysis on new client portfolios.
• Own presentations and documents for internal and external use on various topics including functions of the Risk Group, stress methodologies, policies and risk issues.

Skills

Risk analytics

Market risk

Counterparty risk

Capital markets

Excel

Tools

Python

Job description

Key Responsibilities

• Develop and enhance tools for the measurement, monitoring, and management of counterparty exposure including stress testing, PFE, stress loss, and wrong way risk
• Actively liaise with Sales & Trading, Market Risk and CVA teams to ensure comprehensive coverage of counterparty and liquidity risk measures across over-the-counter, securities financing transactions and futures products
• Closely work with Quantitative risk, Markets analytics teams, Technology, and Model Validation groups on CCR model development and evolution of CCR models to address new products or risk areas
• Work with business managers and In-Business Risk teams on new product approvals, margining model, real-time monitoring and controls
• Lead hands-on development of Agentic AI and GenAI-centric solutions that modernize risk monitoring, controls, and real-time analytics.
• Perform and develop risk analysis on existing client portfolios as well as customized risk analysis on new client portfolios
• Own presentations and documents for internal and external use on various topics including functions of the Risk Group, stress methodologies, policies and risk issues

Developmental Value

• The team offers opportunity to expand the role as the function grows
• Be at intersection of quantitative finance, counterparty credit management, and risk decision-making.
• Develop solid market/credit risk experience using advanced risk models and techniques

What we will need from you

• 3-5 years of experience in risk analytics or market risk, or counterparty credit risk management
• Strong understanding of capital markets products, including Prime Brokerage, derivatives, repo financing
• Understanding of multiple asset classes including rates, equities, foreign exchange, credit, and commodities
• Strong analytical skills with good attention to detail and a demonstrated aptitude for tackling analytical issues through quantitative modelling and assimilation of data into a working product
• Stress testing skills and product pricing and valuation skills desirable
• Strong Excel skills. Programming skills preferring including Python or other statistical languages
• Hands‑on experience with Agentic AI / GenAI centric solutions preferred
• Excellent written and oral communication skills with ability to present complex analysis clearly to stakeholders
• Ability to work well with cross-functional teams from Business, Risk and Technology
• Demonstrates strong ethics and integrity. Ability to work independently as well as in a team environment. Can make decisions under pressure and short timeline

Benefits

• 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

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

609912

Job Family Group

Decision Management

Job Family

Specialized Analytics (Data Science/Computational Statistics)

Time Type

Full time

Primary Location Full Time Salary Range

zł165,020.00 - zł280,980.00

Most Relevant Skills

Please see the requirements listed above.

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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