ICAAP Risk Analyst - AVP
Date de publication :
24 novembre 2024Taux d'activité :
100%Type de contrat :
Durée indéterminée- Lieu de travail :Warsaw
The Risk Data, Analytics, Reporting & Technology (DART) function is responsible for (i) supporting intelligent risk decisions and proactive management of Citi’s risks across the enterprise, (ii) delivering risk information and analysis to help risk managers and senior management navigate complex risks and regulatory landscape, (iii) providing deep expertise in risk data and dimensions in the development and production of reports and analytics (iv) designing policies, define leading practices and innovate technological tooling in performance of risk data governance and strategy roles.
Legal Entity & RMCO Support team within Enterprise Risk Reporting & Stress Testing team within DART is responsible for supporting legal entity Risk Management Country Officers (RMCO) to deliver Internal Capital Adequacy Assessment Process (ICAAP) and other local entity regulatory stress testing requirements, such as climate risk. This role supports RMCOs in MEA and Europe clusters.
The candidate will have the unique opportunity to work in a fast-paced environment and contribute significantly to various stress testing initiatives critical to Citi’s regulatory compliance and risk management framework.
What you’ll do:
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Support ICAAPs execution and the delivery of analytical support for risk identification, scenario design, stress loss, and economic capital where needed, in collaboration with other DART and Risk Management teams
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Participate in development and analysis of stress scenarios, assumptions, and methodologies to ensure they are appropriate for use at the country and/or legal entity levels
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Contribute to the implementation of ICAAP standard
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Support the oversight of the ICAAP Standard requirements and control activities in the clusters
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Assist legal entity Risk Management teams to comply with related policies
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Ensure that legal entity stress tests are executed pursuant to the relevant Citi policies/ standards/ procedures, and local regulation
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Coordinate ICAAP/stress testing related projects
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Support a range of other initiatives within DART team.
What we’ll need from you:
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3+ years Risk Management of Finance background preferable with a focus on capital planning, stress testing, Pillar 2 methodologies
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Knowledge of the components of an ICAAP and experience with the ICAAP submission process is an advantage.
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Familiarity with regulatory stress tests (e.g., Industry-Wide Stress Test, Supervisory-Driven Stress Test etc.)
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Strong organizational skills and the ability to multi-task effectively in a high-volume and complex environment with changing priorities with a practical solutions-driven approach
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Strong interpersonal and communication skills for interaction with peers and senior management
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Ability to navigate organizational complexity and build partnerships across functional and business peers
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Strong knowledge of the principles of market risk/IRRBB is an advantage
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Expert knowledge of Excel and PowerPoint
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Experience in project management
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Bachelor’s degree in economics, finance, statistics.
By joining Citi Solutions Centre Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:
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Private Medical Care Program
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Life Insurance Program
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Pension Plan contribution (PPE Program)
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Employee Assistance Program
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Paid Parental Leave Program (maternity and paternity leave)
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Sport Card
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Holidays Allowance
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Sport and team recreation activities
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Special offers and discounts for employees
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Access to an array of learning and development resources
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A discretional annual performance related bonus
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A chance to make a difference with various affinity networks and charity initiatives.
Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.
Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.
#LI-TM3
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Job Family Group:
Risk Management------------------------------------------------------
Job Family:
Regulatory Risk------------------------------------------------------
Time Type:
Full time------------------------------------------------------
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