Senior Market Risk Reporting Analyst

Citigroup

13800-23400 PLN miesięcznie (Umowa o pracę)

Czym będziesz się zajmować?

Responsibilities:
  • Produce, validate and publish daily, weekly and monthly market risk reports for Fixed Income, Equities, FX, Commodities and Rates portfolios.
  • Calculate and reconcile VaR, Stressed VaR, Greeks, Delta, Gamma, Vega and DV01 across trading and non-trading books.
  • Investigate daily risk movements and market drivers; explain position changes to risk managers and trading desks.
  • Monitor exposures against internal limits and regulatory thresholds, escalate breaches and comment for senior risk management.
  • Partner with trading desks, product control, quants and technology teams to resolve data discrepancies and improve reporting accuracy.
  • Automate reporting and data validation with Python, SQL and Excel VBA; build Tableau or Power BI dashboards.
  • Maintain reporting documentation and support Basel III/IV, FRTB and BCBS 239 deliverables during audits.
Benefits:
  • Hybrid working, currently up to two days from home per week.
  • Benefits may include 6% employer pension contribution, private medical care, life insurance, sport card, parental leave, holiday allowance, sport and cultural activities, team events and an additional volunteering day.
  • Flexible benefits cafeteria, potential annual discretionary incentive and employee discounts.

Kogo poszukujemy?

Key requirements:
  • Bachelor's or master's degree in Finance, Financial Engineering, Economics, Mathematics, Statistics, Computer Science or a related quantitative field.
  • At least 3 years' experience in market risk reporting, risk management, product control or quantitative risk analytics at a financial services institution.
  • Strong knowledge of market risk concepts, including VaR methodologies, stress testing, pricing models and risk sensitivity metrics across asset classes.
  • SQL skills for querying relational databases and extracting data for risk analysis.
  • Python with pandas and NumPy, or Excel VBA, for automating reporting and data transformations.
  • Clear written and verbal communication of complex quantitative information to non-technical stakeholders.
  • Ability to manage concurrent tasks in a deadline-driven daily production environment with strong attention to detail.
Beneficial skills and qualifications:
  • FRM, CFA or PRM certification.
  • Familiarity with Tableau, Power BI or Qlik.

Czego wymagamy?

Znajomości:

Mile widziane:

Języki:

  • Polski
  • Angielski

Jakie warunki i benefity otrzymasz?

  • 165020-280980 PLN rocznie (Umowa o pracę)
  • Umowa o pracę - Elastyczne godziny pracy (100%)
  • Praca zdalna: Hybrydowo
  • Pakiet medyczny, Ubezpieczenie, Pakiet sportowy

Gdzie będziesz pracował?

Centrum, Warszawa lub hybrydowo

Kim jesteśmy? – Citigroup

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Strona firmy: Citigroup