01 Zakres zadań

Work in the Counterparty Credit Risk team within Institutional Credit Management (ICM), Citi's First Line of Defense for wholesale and counterparty credit risk
Measure, monitor and control counterparty credit risk (CCR) for institutional clients per the Firm's risk policies
Develop and enhance tools for measuring and managing counterparty exposure, including stress testing, PFE, stress loss and wrong way risk
Liaise with Sales & Trading, Market Risk and CVA teams to cover counterparty and liquidity risk across OTC, securities financing and futures products
Work with Quantitative Risk, Markets analytics, Technology and Model Validation on CCR model development and evolution for new products or risk areas
Cooperate with business managers and In-Business Risk teams on new product approvals, margining models, real-time monitoring and controls
Lead hands-on development of Agentic AI and GenAI-centric solutions modernizing risk monitoring, controls and real-time analytics
Perform and develop risk analysis on existing and new client portfolios
Own presentations and documents for internal and external use on Risk Group functions, stress methodologies, policies and risk issues
Hybrid working model with up to 2 days working from home per week

02 Wymagania

9 must-have · 2 języki

Must-have

Analiza ryzyka

Ekspert

Modelowanie ilościowe

Zaawansowany

Produkty rynków kapitałowych

Zaawansowany

Testy warunków skrajnych

Zaawansowany

MS Excel

Zaawansowany

Komunikacja

Zaawansowany

GenAI

Podstawowy

Praca zespołowa

Podstawowy

Wymagane języki

Polski

Ekspert

Angielski

Zaawansowany

03 Profil

3-5 years of experience in risk analytics, market risk or counterparty credit risk management
Strong understanding of capital markets products, including Prime Brokerage, derivatives and repo financing
Understanding of multiple asset classes including rates, equities, foreign exchange, credit and commodities
Strong analytical skills with good attention to detail and aptitude for tackling analytical issues through quantitative modelling and assimilation of data into a working product
Stress testing skills and product pricing and valuation skills desirable
Strong Excel skills; programming skills preferred, including Python or other statistical languages
Hands-on experience with Agentic AI / GenAI-centric solutions preferred
Excellent written and oral communication skills with ability to present complex analysis clearly to stakeholders
Ability to work well with cross-functional teams from Business, Risk and Technology, as well as independently
Strong ethics and integrity; ability to make decisions under pressure and short timelines

04 Oferujemy

Pakiet medyczny

Ubezpieczenie

Pakiet sportowy

05 O firmie

Citigroup

1000+ · Warszawa

Working at Citi is far more than just a job. A career with us means joining a team of more than 225,000 dedicated people from around the globe. At Citi, you will have the opportunity to grow your career, give back to your community and make a real impact.

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