VP, Wholesale Credit Risk Model Overlays

Citi; Warszawa; Hybrid; PLN 223,000 - 380,000; Full time

Benefits offered by this job

Private medical care

Pension plan contributions

Life insurance

Employee assistance program

Parental leave

Sports card subsidies

Volunteering time off

Flex benefits (cafeteria)

Job summary

Citi is seeking a Credit Risk Model Overlays Officer in Warsaw to support the Model Sponsorship function of the Wholesale Credit Solutions group. You will analyze model outputs, implement overlays, and document assumptions to maintain risk controls. You will also prepare executive materials and governance-ready documentation.

The role requires 6+ years in finance, Python proficiency, and strong communication skills. A hybrid work arrangement and competitive compensation are offered in Poland.

Qualifications

• Bachelor’s degree or university equivalent.
• Minimum 6 years in financial industry with at least 2 years in current role.
• Experience in Wholesale CCAR/Stress Testing and/or CECL preferred.
• Proficiency in Python and strong documentation skills.
• Advanced Excel skills for large datasets and metrics analysis.
• Strong written and verbal communication; ability to present clearly.
• Ability to manage projects from inception to completion with limited supervision.
• Analytical mindset with ability to identify root causes and trends.

Responsibilities

• Analyse model output and assess period-over-period changes to determine overlays.
• Execute overlay decisions: reference data, articulate calculations, document assumptions, and ensure data integrity.
• Suggest alternative approaches when logic or assumptions lack statistical support.
• Create PowerPoint decks for executive presentations.
• Prepare overlay approval documents per governance and risk policy.
• Facilitate reporting of overlays into systems or through risk reporting partners.
• Perform data analyses and reconciliations to monitor data quality and completeness.
• Provide project management support and assist with regulatory initiatives and automation.

Skills

Python

Excel

PowerPoint

Word

Analytical thinking

Communication skills

Time management

Project coordination

Education

Bachelor's degree

Job description

Citi is seeking a Credit Risk Model Overlays Officer in Warsaw to support the Model Sponsorship function of the Wholesale Credit Solutions group. You will analyze model outputs, implement overlays, and document assumptions to maintain risk controls. You will also prepare executive materials and governance-ready documentation.

The role requires 6+ years in finance, Python proficiency, and strong communication skills. A hybrid work arrangement and competitive compensation are offered in Poland.