Portfolio Credit Risk Management Lead Analyst

Citigroup

18600-31700 PLN miesięcznie (Umowa o pracę)

Czym będziesz się zajmować?

  • Serve as Model Sponsor Delegate for a designated portfolio of wholesale risk rating models within the PMG Risk Ratings team
  • Act as first-layer reviewer across all model lifecycle stages: review Model Development Documentation, assess model performance, assumptions and limitations
  • Support remediation of model limitations through root cause analysis and design of overlay methodologies
  • Ensure adherence to model control and governance frameworks, including model inventory reviews, attestations and model decommissioning
  • Conduct model and portfolio-level risk analysis on rating distributions, qualitative adjustments and downstream impacts on stress testing and reserves
  • Partner with Model Sponsors, Model Developers, Model Risk Management and regulators on governance activities, reviews and audits
  • Liaise with technology teams to ensure proper implementation of model methodology, including UAT activities
  • Hybrid working model with up to 2 days working from home per week

Kogo poszukujemy?

  • 5+ years of experience in the financial industry, predominantly in credit risk, model risk management or wholesale banking
  • 3+ years of direct experience in model risk review and challenge, model development or sponsorship, with hands-on involvement in wholesale internal risk rating or PD models
  • Comprehensive understanding of quantitative and qualitative wholesale credit risk methodologies and regulatory requirements; familiarity with SR 26-2 / OCC 2026-04 guidance is highly desirable
  • Proficiency in Python, SQL and Tableau for data analysis and model performance testing
  • Proficiency in Microsoft Office, particularly Excel, PowerPoint and Word
  • Good understanding of wholesale credit portfolios, financial instruments and credit risk drivers
  • Strong organizational, project management and communication skills
  • Bachelor's degree required; Master's degree in Finance, Economics, Statistics or Mathematics preferred; CFA or FRM is a plus

Czego wymagamy?

Znajomości:

Mile widziane:

Języki:

  • Polski
  • Angielski

Jakie warunki i benefity otrzymasz?

  • 223400-380400 PLN rocznie (Umowa o pracę)
  • Umowa o pracę - Stałe godziny pracy (100%)
  • Praca zdalna: Brak
  • Pakiet medyczny, Ubezpieczenie, Pakiet sportowy

Gdzie będziesz pracował?

Centrum, Warszawa

Kim jesteśmy? – Citigroup

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Strona firmy: Citigroup