Urgent! Stress Testing Model Developer Job Opening In Warsaw – Now Hiring 11101 Citibank Europe plc Poland
The successful candidate will join the Material Legal Entity (MLE) Stress Testing team within the Enterprise Risk Management (ERM) Organization.
The mandate of the team is to provide Model Sponsor support activities, define methodology assumptions, develop models and support CRO in assessing stress testing results.
The successful candidate for this role will contribute to oversee analytical tools/models that are developed for CGML’s ICAAP exercise, as well as provide the analytical support required by the size and complexity of the CGML legal entity.
This includes the development of new models that they are fit-for-purpose at the legal entity level when global solutions are not available.
The successful candidate will be part of a team that have developed models for ICAAP (mainly counterparty credit risk) and will be expected to conceptually contribute to the design of modelling enhancements, as well as perform hands-on model development.
Apart from model development, the team is responsible for the end-to-end CGML ICAAP process (Risk side) and this includes review of ICAAP results, assessment of ICAAP scenarios and correspondence with the UK regulator PRA.
Responsibilities:
Analyse ICAAP results and provide commentary of the key drivers, as well as prepare decks for senior committees where ICAAP results are discussed and approved
Play the role of model developer write code in Python and submit documentation with testing to Citi Model Risk Management, when model enhancements for Global models are deemed necessary, or a new model is required
Contribute to activities required to enhance the models developed for the CGML ICAAP liaise with Model Sponsor and Reporting teams to analyse data and modelling assumptions
Design, implement and monitor ICAAP controls, as well as automate data controls in Python, for the models used in the CGML ICAAP
Ensure that all models developed by the team are compliant with the Citi Model Risk Management Policy and that all subsequent lifecycle activities ( limitation remediation and ongoing performance analysis) are completed within timelines set up by Citi Model Validation team
Excellent academic background, including advanced degree (, PhD/Master) in quantitative discipline, such as economics, finance, statistics/mathematics, sciences or engineering
Experience and Skills
5+ years of experience in financial services sector, in roles requiring superior problem-solving analytical capabilities (in the context of ICAAP is highly desirable)
Experience in model development is strongly preferred experience in Market Risk modelling VaR and Monte Carlo Simulation and/or experience in Counterparty Credit Risk CVA, exposure profile modelling
Very good programming skills in at least one programming language, Python most preferably
Familiarity with PRA regulatory guidance around financial stress testing principles and methodologies, is strongly preferred
Demonstrated organizational skills and capability to handle multiple projects at one time and ability to build relationships confidently at all levels;
Expert in topics related to Model Development Lifecycle and Model Risk Management;
Highly motivated, with ability to work both independently and collaboratively
Logical and thoughtful approach to work, with ability to perform well under pressure and meet tight deadlines
Giving careful attention to detail, whilst also considering bigger picture and wider implications
Capable of delivering high quality results, with challenging but positive influencing style
By joining Citi Solutions Center 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:
Private Medical Care Program
Life Insurance Program
Pension Plan contribution (PPE Program)
Employee Assistance Program
Paid Parental Leave Program (maternity and paternity leave)
Sport Card
Holidays Allowance
Sport and team recreation activities
Special offers and discounts for employees
Access to an array of learning and development resources
A discretional annual performance related bonus
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-KS3
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Job Family Group:
Risk Management------------------------------------------------------
Job Family:
Model Development and Analytics------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Most Relevant Skills
Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
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Unlock Your Stress Testing Potential: Insight & Career Growth Guide
Real-time Stress Testing Jobs Trends in Warsaw, Poland (Graphical Representation)
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Great news! 11101 Citibank Europe plc Poland is currently hiring and seeking a Stress Testing Model Developer to join their team. Feel free to download the job details.
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