Wholesale Credit Risk Overlay Lead

Citi; Warszawa; On-site; PLN 223,000 - 380,000; Full time

Benefits offered by this job

Pension plan

Private Medical Care

Life Insurance

Employee Assistance Program

Parental Leave

Sport Card

Discretionary incentive

Employee discounts

Job summary

Citi in Warsaw is seeking an experienced Analyst to support the Model Sponsorship function within WCS. You will analyze model outputs, determine overlays to counteract limitations, and present findings for governance decisions.

Responsibilities include documenting assumptions, building repeatable calculations, creating executive decks, and ensuring data integrity across risk reporting. A strong background in CCAR/CECL is preferred.

Qualifications

• Bachelor’s/University degree.
• Minimum 6 years of experience in the financial industry, with at least 2 years in the current role.
• Experience in Wholesale CCAR/Stress Testing &/or CECL preferred.
• Proficiency in Python, writing and editing technical documentation; digital fluency with AI tools.
• Microsoft Office proficiency – Excel, PowerPoint, Word.
• Aptitude for organizing, coordinating and executing projects; strong business analysis skills.
• Excellent writing and verbal communication; ability to convey concise, clear information.

Responsibilities

• Analyze the relevant model output and assess period-over-period changes for overlays.
• Compile data references, articulate repeatable calculations and document assumptions.
• Recommend alternate approaches when logical fallacies or unsupported assumptions are identified.
• Prepare PowerPoint decks for executive presentations.
• Prepare overlay approval documents per governance and risk management policies.
• Facilitate reporting of overlays into the system and coordinate with risk reporting partners.
• Perform data analysis and reconciliations to monitor data quality and completeness.
• Provide project management support for periodic activities and ad hoc automation initiatives.
• Support the broader Model Sponsorship function as needed.

Skills

Python

Excel

PowerPoint

Word

Data analysis

Documentation

Education

Bachelor’s degree

Job description

Citi in Warsaw is seeking an experienced Analyst to support the Model Sponsorship function within WCS. You will analyze model outputs, determine overlays to counteract limitations, and present findings for governance decisions.

Responsibilities include documenting assumptions, building repeatable calculations, creating executive decks, and ensuring data integrity across risk reporting. A strong background in CCAR/CECL is preferred.