Regulatory Risk Intermediate Analyst

Warsaw SFT (Securities Financing Transactions) RWA (Risk Weighted Assets) Controllers is a team within Citi’s Finance Capital Controllers organization. The team plays a key role in Citi’s global risk management / financial reporting by conducting regular and ad-hoc exposure analysis and reporting, as well as supporting various internal Credit Risk Management and regulatory initiatives.

The team’s focus is on understanding, controlling, and improving the counterparty credit risk data, exposure calculation process and the underlying risk systems and reporting infrastructure, which are critical for regulatory reporting and capital calculation.

This position is part of the Warsaw SFT RWA Controllers Team and the main purpose of it is the optimization of Trading Book exposure through improvement of data quality for Securities Financing Transactions.

Development value:

The role will provide the candidate with an opportunity to gain an in-depth understanding of Trading Book, related regulations, production processes, data management, regulatory reporting, and the overall capital planning process. The position involves active interaction with different stakeholders: front office/businesses, internal audit, technology and senior management.

What you'll do:

• The role will focus on Basel Exposure at Default / Risk Weighted Assets variance analysis for different legal vehicles within Citigroup.

• Daily and monthly EAD / RWA (Exposure at Default / Risk Weighted Assets) analysis and reporting of counterparty credit risk (CCR) exposure fluctuations in the trading book portfolio (Securities Financing Transactions).

• Analyze transaction structures and market data to identify root cause of CCR exposure calculation issues and propose possible options for issue resolution.

• Identification of material changes in profiles, communication to impacted parties and investigation of data quality issues.

• Involvement in project management of data quality projects as well as review and development of current processes to increase efficiency

• Production of data quality metrics and information packs supporting Basel calculations, providing updates on progress to internal stakeholders as well as external regulators.

• Work closely with other groups in the Capital Controllers team as well as other stakeholders (Regulatory Reporting, Risk Analytics, Technology and Risk Managers) in multinational environment to ensure the exposures are properly understood, controlled and communicated.

• Help bank with better capital management by identifying RWA optimization/correction areas.

What we'll need from you:

• At least 3 years of experience in Financial Services Industry and/or Capital Planning and Analysis

• Excellent analytical skills

• Expertise in Excel

• Ability to work independently in a fast-paced and matrixed environment

• Ability to learn quickly and take initiative in self-development

• Superior attention to detail and diligence sufficient to withstand scrutiny of senior executives

• Excellent communication and presentation skills

• Knowledge of Tableau and KNIME is a plus

• Knowledge of Basel regulations is a plus

• Knowledge of securities financing (repo style) transactions would be a great advantage

Education:

• Bachelor's / Master's degree in Business, Finance, Economics, or related fields

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

What we can offer you:

By joining Citi Poland, you will not only be part of a business casual workplace with a hybrid working model (2 days working at home per week), but also receive a competitive compensation package and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well:

• Paid Parental Leave Program (maternity and paternity leave); A supportive workplace for professionals returning to the office from childcare leave

• Award-winning pension plan,​ multisport, holiday allowance

• Private Medical Care Program, Group Life Insurance

• Consideration for annual discretionary bonus

• Employee Assistance Program

• Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed

• Flexible work arrangements to support you in managing work - life balance

• Career progression opportunities across geographies and business lines; Mentoring Programs

• Socially active employee communities with diverse networking opportunities

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