Stress Testing Analyst: ICAAP & EBA Regulatory Expert

Citigroup Inc.; Warszawa; Hybrid; 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

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.