Wholesale Credit Risk Overlays Lead

Citi; Województwo mazowieckie; Hybride; PLN 223 000 - 380 000; Plein temps

Avantages offerts par ce poste

Pension plan

Private medical care

Life insurance

Employee assistance program

Sport card

Volunteer day

Flex benefits / cafeteria

Annual incentive opportunity

Discount programs

Résumé du poste

Citi Solutions Center Poland is seeking a Credit Risk Model Overlays Officer to join a team within Wholesale Credit Solutions. The role focuses on calculating overlays for model outputs to address known limitations, with governance-driven documentation and data controls.

You will prepare executive-ready decks, manage overlay approvals, and support risk reporting while collaborating with regulators and technology teams in a hybrid work environment in Poland.

Qualifications

• Minimum 6 years of experience in risk management or a related function within a global corporation.
• Strong understanding of credit risk concepts and methodologies.
• Experience in Wholesale CCAR/Stress Testing and/or CECL is preferred.
• Ability to interpret business requirements for technology liaison and to write technical documentation.

Responsabilités

• Analyze model outputs and period-over-period changes to identify overlay needs and justify decisions.
• Execute overlay decisions, document assumptions, compile data references, and ensure data integrity.
• Recommend adjustments for logical fallacies, and prepare executive presentation decks.
• Prepare overlay approval documents within governance framework and MRMR requirements.
• Support data reporting, governance reporting, and risk data reconciliation activities.
• Provide project management support and collaborate with regulators and auditors as needed.
• Contribute to the broader Model Sponsorship function and related initiatives.

Connaissances

Analytical thinking

Governance

Policy

Procedure

Regulation

Portfolio analysis

Risk management

Outils

Python

Description du poste

Citi Solutions Center Poland is seeking a Credit Risk Model Overlays Officer to join a team within Wholesale Credit Solutions. The role focuses on calculating overlays for model outputs to address known limitations, with governance-driven documentation and data controls.

You will prepare executive-ready decks, manage overlay approvals, and support risk reporting while collaborating with regulators and technology teams in a hybrid work environment in Poland.