01 Zakres zadań

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.

02 Wymagania

12 must-have · 2 języki

Must-have

Zarządzanie Ryzykiem

Ekspert

Zaawansowany

Raportowanie

Zaawansowany

Komunikacja

Zaawansowany

Podstawowy

MS Excel

Podstawowy

MS Power BI

Podstawowy

Dokładność

Podstawowy

Wymagane języki

Polski

Ekspert

Angielski

Zaawansowany

03 Profil

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.

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.

We offer a broad range of opportunities across multiple business lines, each contributing to our mission of driving global progress. Whether you're interested in banking, technology, or investment services, our teams collaborate to deliver innovative solutions that make a positive impact.

Explore our businesses and learn more about what it’s like to work at Citi.

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