Stress Testing Analyst: ICAAP & EBA (Hybrid, Warsaw)

Citi; New York (NY); Hybrid; USD 41,000 - 69,000; Full time

Benefits offered by this job

Defined Contribution Pension 6%

Private Medical Care

Life Insurance

Employee Assistance Program

Sport Card

Annual incentive

Job summary

Citi Warsaw is seeking a Stress Testing Analyst to join the Enterprise Risk Analytics team. You will contribute to ICAAP and regulatory stress testing initiatives and work across market, treasury, and operational risk areas.

The role requires strong analytical skills, a quantitative graduate degree, and fluency in English. Hybrid work arrangements apply with a competitive compensation package and broad Citi benefits.

Qualifications

• Experience in financial services sector with strong analytical capabilities across multiple risk areas.
• Experience in analytics and documentation for regulatory capital planning and stress testing (ICAAP/EBA).
• Knowledge of EU regulatory landscape and statistical/modelling techniques.

Responsibilities

• Support ICAAP and regulatory stress testing initiatives (e.g., EBA Stress Test).
• Collaborate with risk management to deliver stress losses and economic capital calculations.
• Assist with scenario design, stress testing governance, and disclosure requirements.
• Provide analytical support to risk specialists and integrate stress testing into risk appetite and decision making.
• Engage in continuous process improvement of stress testing capabilities.

Skills

Analytical thinking

Regulatory knowledge

English fluency

Problem solving

Education

Graduate degree in quantitative discipline

Job description

Citi Warsaw is seeking a Stress Testing Analyst to join the Enterprise Risk Analytics team. You will contribute to ICAAP and regulatory stress testing initiatives and work across market, treasury, and operational risk areas.

The role requires strong analytical skills, a quantitative graduate degree, and fluency in English. Hybrid work arrangements apply with a competitive compensation package and broad Citi benefits.