Stress Testing Analyst

Citigroup Inc.; Warszawa; On-site; PLN 152,000 - 259,000; Full time

Benefits offered by this job

Pension plan 6% PPE

Private medical care

Life insurance

Employee assistance program

Sport card subsidies

Meal/flex benefit cafeteria

Job summary

Citi Solutions Center Poland in Warsaw is seeking a Risk Analytics professional to support ICAAP and regulatory stress testing initiatives. You will liaise with risk management teams to deliver stress testing insights, scenario design, and governance across multiple risk types.

The role requires a graduate degree in a quantitative field, English proficiency, and a strong analytical mindset. The position offers hybrid work up to 2 days at home per week and a competitive compensation package.

Qualifications

• Graduate degree in a quantitative discipline such as Finance, Econometrics, Mathematics, Physics, Data Science.
• Strong analytical and problem‑solving skills for multi‑risk environments.
• Excellent written and verbal communication, able to explain complex issues clearly.
• English fluency (speaking, reading, writing) is required.
• Knowledge of EU regulatory landscape is highly desirable.
• FRM/CFA/CQF or equivalents are advantageous.

Responsibilities

• Support ICAAP and regulatory stress testing initiatives (e.g., EBA Stress Test) for Citibank Europe PLC.
• Collaborate with risk management functions to deliver stress losses and economic capital analyses across market, treasury, and other risks.
• Lead/scoped projects including scenario design, stress loss calculations and governance processes.
• Provide analytical support to risk specialists for stress testing integration into Risk Appetite decisions.
• Support Regional Stress Testing team in evaluating risk controls and frameworks.
• Assist with information requests from regulators, internal/external auditors, and other stakeholders.
• Continuously improve stress testing capabilities and processes.

Skills

Analytical Thinking

Governance

Controls Lifecycle

Credible Challenge

Risk Management Lifecycle

Education

Master's degree in quantitative discipline

Job description

Are you looking for a career move that will place you in a global financial organization? Then bring your skills and experience in analytics and explanatory documentation for regulatory capital planning and stress testing such as ICAAP or EBA Stress Test to our Enterprise Risk Analytics (ERA) organisation within Risk, based in Warsaw.

The successful candidate will join the Stress Testing team which is part of the ERA organisation within Risk. ERAoversees Stress Testing, scenario development, risk capital modelling and reporting for all risk categories across the Enterprise: including credit, market, treasury and operational risks. ERA’s responsibilities are fundamental to the Risk Management organization and all risk activities throughout Citi:

What you’ll do:

• Support the ongoing delivery of ICAAP and regulatory stress testing initiatives (e.g. EBA Stress Test) for Citibank Europe PLC.
• Operate with wider entity and risk management functions for the delivery of stress losses and economic capital, focusing on market, treasury, counterparty credit and operational risks.
• Work with project work streams spanning a wide range of activities including scenario design, stress loss calculations, economic capital and related governance.
• Provide analytical support to risk specialists in developing stress testing, including further integration of stress testing in Risk Appetite and decision making.
• Support the Regional Stress Testing team in evaluating Legal Vehicle Stress Testing risk controls and frameworks.
• Assist with information requests from Central Bank of Ireland, European Central Bank, External Auditors and Internal Audit.
• Engage in continuous process improvement around existing stress testing capabilities.

What we’ll need from you:

• Solid experience in financial services sector, in roles requiring superior problem solving and analytical capabilities across multiple risk stripes and in particular market/treasury risks.
• Experience in analytics and explanatory documentation for regulatory capital planning and stress testing such as ICAAP or EBA Stress Test.
• Knowledge of the regulatory landscape in the EU.
• Experience in mathematical modelling and understanding of methodologies used across different risk types in ICAAP and/or EBA Stress Testing.
• Demonstrable interest in applying sophisticated mathematical/analytical techniques to solve real-world problems, especially in banking, finance or risk management.
• Excellent written and verbal communication skills, with ability to synthesize complex technical information and explain it clearly.
• Graduate degree and strong academic record in quantitative discipline such as Finance, Econometrics, Mathematics, Physics, Data Science etc. is required. Master or higher degrees are advantageous, as is exceptional academic record.
• Other qualifications such as Financial Risk Manager (FRM), Chartered Financial Analysts (CFA), Certificate in Quantitative Finance (CQF), etc. are advantageous.
• Fluency in speaking, reading and writing English.
• Highly motivated, with ability to work both independently and collaboratively. Logical and thoughtful approach to work, with ability to perform well under pressure to meet tight deadlines.
• Gives careful attention to detail, with capability to deliver high quality results.
• Potential to build trusted relationships confidently at all levels.

By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (currently up to 2 days working at home per week), but also (potentially, subject to final offer) receive a competitive base salary and enjoy a whole host of additional benefits which can include:

• 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

If you have any questions or would like to discuss this opportunity further, please don't hesitate to reach out to Karola Sulińska at [e-mail].

#LI-KS7

Job Family Group:

Risk Management

Job Family:

Enterprise Risk

Time Type:

Full time

Primary Location Full Time Salary Range:

zł151,920.00 - zł258,680.00

Most Relevant Skills

Analytical Thinking, Controls Lifecycle, Credible Challenge, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.

Other Relevant Skills

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

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