ICAAP Economic Forecasting Manager

3 tygodni temu

Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

Description

Enterprise Risk Analytics (ERA) is a part of Citi’s Risk Management organization that is responsible for Enterprise-level risk metrics including stress testing. Enterprise-wide stress testing program is sponsored by the Citigroup CRO, who reviews the stress testing results with the rest of the executive management team. Enterprise Risk Analytics & Stress Testing is responsible for Enterprise Stress Testing with Legal Entity Oversight (LEO), Material Legal Entity (MLE) Stress Testing and Internal Capital Adequacy Assessment Plan (ICAAP) execution and oversight, Firmwide Scenario Design and Expansion which cover Enterprise programs and all Legal Entities.

The Enterprise Scenario Design (ESD) team within ERA is responsible for designing macro-economic and market shock scenarios for all enterprise level stress testing, capital planning, and reserve adequacy usages.

The ICAAP Economic Forecasting Manager reports to the Head of ICAAP Scenario Design. S/He will be involved in the process that is required to generate the ICAAP stress scenarios for different legal Citi entities. S/he will be responsible for providing both a subject matter expertise and hands on experience in econometric model development, execution, and assessment. S/He will manage model development, model documentation and ongoing model maintenance, data quality controls, production oversight, reporting and reviews. This role also collaborates with the Economics and Strategy Research teams, other Risk functions, several line of businesses and Finance.

Responsibilities:

Participate in the end-to-end process of ICAAP macroeconomic scenario design, including conducting research to come up with a range of possible scenario concepts, preparing the scenario narrative and forecasting macroeconomic series under the scenarios. Take part in the ICAAP macro scenario design related meetings. Develop models to expand enterprise scenario designs to all variables required by downstream models in EMEA, APAC and other regions. Document models and perform ongoing model maintenance to comply with the firm’s model risk management policy. Work with model implementation team to facilitate production run. Monitor model output and perform ad hoc analysis as needed. The role requires the candidate to employ great communication skills to signal to key stakeholders the results of their forecast and its implication to the broader regulatory initiative.

Qualifications:

Experience in developing scenario narratives and expansion for ICAAP stress tests for internal and economic capital requirements. Extensive experience with economic research and model development experience in forecasting economic and financial variables. Expertise in macro-economic analysis, forecasting.  Familiar with CCAR, CECL and ICAAP stress testing scenarios. Expertise in macro-economic scenario review and narratives and determine optimal set of macro/finance risk drivers, the respective forecast and forecast density. Excellent verbal and written communication skills. Candidates must have experiences in Python, R, Stata, or SAS programming environment.  Previous experience in a role requiring managing/analyzing large data sets and presenting the data visually to senior management is highly desired. Masters’ degree or equivalent experience in Economics, Econometrics, mathematics, statistics equivalent. PhD degree is preferred.

We offer:

Competitive salary & social benefits ( private healthcare care, Benefit System, life insurance). Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success. A great environment for learning new technology and tools, online and instructor led training opportunities. Working in a friendly, dynamic and multinational environment. Opportunity to have an influence on the way you perform your tasks - our teams are constantly looking for new and better ways and we encourage all improvement ideas. A chance to make a difference with various affinity networks and charity initiatives. #LI-JB2------------------------------------------------------ Job Family Group: Risk Management------------------------------------------------------ Job Family: Risk Analytics, Modeling, and Validation------------------------------------------------------ Time Type: Full time------------------------------------------------------Citi is an equal opportunity and affirmative action employer.Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review .

  • Regulatory Risk: ICAAP

    1 tydzień temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    Who we are: Citi is a leading global bank, which has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi Solutions Center is the main EU banking entity for Citi with a presence in 22 European countries. It covers several key business lines including Markets and Securities Services,...

  • Commercial Forecasting and Market Insight Analyst, Poland

    2 miesięcy temu

    Warsaw, Polska Exact Sciences Poland Sp. z o.o. Pełny etat

    Position Overview This position is located in our Warsaw, Poland office and reports to the Sales Operations Manager based in Zug, Switzerland. The Commercial Forecasting & Market Insight Analyst will play a pivotal role in assisting internal key stakeholders in understanding performance from both internal and external perspectives, utilizing various...

  • Commercial Forecasting and Market Insight Analyst, Poland

    4 tygodni temu

    Warsaw, Polska Exact Sciences Poland Sp. z o.o. Pełny etat

    Position Overview This position is located in our Warsaw, Poland office and reports to the Sales Operations Manager based in Zug, Switzerland. The Commercial Forecasting & Market Insight Analyst will play a pivotal role in assisting internal key stakeholders in understanding performance from both internal and external perspectives, utilizing various...

  • Planning and Forecasting Senior Finance Analyst

    2 tygodni temu

    Warsaw, Polska Haleon Pełny etat

    Hello. We’re Haleon. A new world-leading consumer health company. Shaped by all who join us. Together, we’re improving everyday health for billions of people. By growing and innovating our global portfolio of category-leading brands – including Sensodyne, Panadol, Advil, Voltaren, Theraflu, Otrivin, and Centrum – through a unique combination of...

  • Finance Analyst

    4 tygodni temu

    Warsaw, Polska 452 AVON Global Business Services Sp.z.o.o Pełny etat

    You’ve picked a great time to join Avon. We’re the company that puts purpose, people and relationships at the heart of everything we do. The company that’s 135 years young and only just getting started. As part of the Natura &Co family, we’re committed to being the best beauty company for the world by generating a positive environmental, economic...

  • Finance Analyst

    2 miesięcy temu

    Warsaw, Polska 452 AVON Global Business Services Sp.z.o.o Pełny etat

    You’ve picked a great time to join Avon. We’re the company that puts purpose, people and relationships at the heart of everything we do. The company that’s 135 years young and only just getting started. As part of the Natura &Co family, we’re committed to being the best beauty company for the world by generating a positive environmental, economic...

  • IT Development Manager

    1 tydzień temu

    Warsaw, Polska emagine Polska Pełny etat

    PROJECT INFORMATION: Industry:  Travel and tourism Work model:   remote Workload:  Full-time Contract length:  12 months with option for extension Assignment type: B2B Start:  August Trips:  once a month to Sweden/Finland We are looking for Development Manager - an energetic and driven person with expertise in the digital environment for Finance...

  • Junior Ads Monetization Manager

    2 miesięcy temu

    Warsaw, Polska Easybrain Pełny etat

    Easybrain develops mobile games and applications that millions of people around the world play every day. We love what we do, and each of our employees is a professional in their field. Right now, we are looking for a Junior Ads Monetization Manager. Responsibilities: - Collecting statistics;- Analyzing and optimizing earnings from advertisement;- Working...

  • Field Operations Senior Manager

    1 miesiąc temu

    Warsaw, Polska Exact Sciences Poland Sp. z o.o. Pełny etat

    Position Overview The Field Operations Senior Manager (FOM) will be primarily responsible for driving Field Operations across the international business unit, including direct and indirect markets for current and future tests. The main function of this role will be overseeing the coordination, efficiency, and performance of our field teams, ensuring...

  • Field Operations Senior Manager

    4 tygodni temu

    Warsaw, Polska Exact Sciences Poland Sp. z o.o. Pełny etat

    Position Overview The Field Operations Senior Manager (FOM) will be primarily responsible for driving Field Operations across the international business unit, including direct and indirect markets for current and future tests. The main function of this role will be overseeing the coordination, efficiency, and performance of our field teams, ensuring...

  • Financial Planning

    2 miesięcy temu

    Warsaw, Polska NatWest Polska Pełny etat

    Join us as a Financial Planning and Analysis Manager In this role you’ll provide financial insight and decision support through the provision of commercial and financial MI, ensuring compliance with the bank’s governance framework You’ll support with the provision of timely, reliable, and insightful financial support that will drive senior and...

  • Service Manager

    3 dni temu

    Warsaw, Polska ITFS sp. z o.o. Pełny etat

    technologies-expected : ITIL about-project : Workplace: 100% remote Notice period: ASAP (maximum 1 month notice period) Form of cooperation: B2B with ITFS, long-term cooperation Client: international consulting company responsibilities : Manage support services and daily engagements including utilization, SLAs, demand, forecasting and other business...

  • Service Manager

    5 dni temu

    Warsaw, Polska ITFS sp. z o.o. Pełny etat

    Service Manager Miejsce pracy: Warszawa Technologies we use Expected ITIL About the project Workplace: 100% remote Notice period: ASAP (maximum 1 month notice period) Form of cooperation: B2B with ITFS, long-term cooperation Client: international consulting company Your responsibilities Manage support services and daily engagements including...

  • Livelihoods Officer

    4 tygodni temu

    Warsaw, Polska International Rescue Committee Pełny etat

    Requisition ID: req51899 Job Title:  Livelihoods Officer Sector:  Economic Recovery & Livelihood Employment Category:  Fixed Term Employment Type:  Full-Time Open to Expatriates:  No Location:  Warsaw, Poland Work Arrangement: In-person Job Description In Poland, the IRC delivers Economic Support, Education and Protection...

  • Livelihoods Officer

    1 miesiąc temu

    Warsaw, Polska International Rescue Committee Pełny etat

    Requisition ID: req51899 Job Title:  Livelihoods Officer Sector:  Economic Recovery & Livelihood Employment Category:  Fixed Term Employment Type:  Full-Time Open to Expatriates:  No Location:  Warsaw, Poland Work Arrangement: In-person Job Description In Poland, the IRC delivers Economic Support, Education and Protection...

  • IT Service Manager

    3 dni temu

    Warsaw, Polska YOUR ITEAMS sp. z o.o. Pełny etat

    technologies-expected : ITIL about-project : We are looking for experienced Service Manager who will join our client and his UK customer. Model: remote work (or hybrid from Warsaw) International projects Long-term cooperation responsibilities : Manage support services and daily engagements including utilization, SLAs, demand, forecasting and other business...

  • Sales Ambassador Diagnostics

    2 tygodni temu

    Warsaw, Polska Abbott Pełny etat

    The Opportunity For our Core Diagnostics Division CDx we are looking for a talented professional willing to join our team as a Sales Ambassador to be in charge of Lubelskie and Podlaskie province. We are looking for a person located preferably in Bydgoszcz or Torun. The Abbott Ambassador is responsible for managing and expanding existing accounts,...

  • Sales Ambassador Diagnostics

    2 tygodni temu

    Warsaw, Polska Abbott Pełny etat

    The Opportunity For our Core Diagnostics Division CDx we are looking for a talented professional willing to join our team as a Sales Ambassador to be in charge of Lodzkie, Kujawsko-Pomorskie and Pomorskie province. We are looking for a person located preferably in Łódź or Warsaw. The Abbott Ambassador is responsible for managing and expanding...

  • Product Marketing Executive

    1 miesiąc temu

    Warsaw, Polska Estée Lauder - Brand Pełny etat

    Product Marketing ExecutiveDescriptionThe position is responsible for product marketing and act like a product expert for the Brands. The main responsibilities are to support managing the product portfolio per channel, retailer, door type through forecasting and setting the prices with close cooperation with Product Manager. Product Executive knows every...

  • Product Marketing Executive

    1 miesiąc temu

    Warsaw, Polska Estée Lauder - Brand Pełny etat

    The position is responsible for product marketing and act like a product expert for the Brands. The main responsibilities are to support managing the product portfolio per channel, retailer, door type through forecasting and setting the prices with close cooperation with Product Manager. Product Executive knows every single SKU in the assortment from...