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, Risk, Treasury and Trade Services, Corporate and Investment Banking, and Consumer.

The Risk Data, Analytics, Reporting & Technology (DART) function is responsible for (i) supporting intelligent risk decisions and proactive management of Citi’s risks across the enterprise, (ii) delivering risk information and analysis to help risk managers and senior management navigate complex risks and regulatory landscape, (iii) providing deep expertise in risk data and dimensions in the development and production of reports and analytics (iv) designing policies, define leading practices and innovate technological tooling in performance of risk data governance and strategy roles. 

Legal Entity & RMCO Support team within DART Enterprise Risk Reporting & Stress Testing team is responsible for supporting legal entity Risk Management Country Officers (RMCO) to deliver Internal Capital Adequacy Assessment Process (ICAAP) and other local entity regulatory stress testing requirements, such as climate risk. This role supports RMCOs in MEA and Europe clusters.

The candidate will have the unique opportunity to work in a fast-paced environment and contribute significantly to various stress testing initiatives critical to Citi’s regulatory compliance and risk management framework.

Key Responsibilities:

ICAAP & Stress Testing Officer’s key responsibilities are as follows.

Stakeholder Management

Understand and maintain routine and ad hoc country and legal entity stress testing requirements in the clusters

Support the delivery of analytical support for scenario design, stress loss, and economic capital where needed, in collaboration with other DART and Risk Management teams

Participate in key ICAAP and other regulatory stress testing-related committees, forums, and reviews as required

Engage with Internal Audit (IA); track applicable regulatory matters, audit findings, corrective actions and milestones including collection, review, and retention of evidence

Stress Test Framework Development and Execution

Contribute to development of regional analytical and reporting solutions to bridge the gap between central models (wholesale credit, concentration risk, market risk, IRRBB)

Develop Book of Work for ICAAP & stress testing related activities for the cluster

Execute a framework to support legal entity regulatory stress testing execution and submissions in the cluster

Assist country and legal entity Risk Management teams to comply with related policies

Participate in development and analysis of stress scenarios, assumptions, and methodologies to ensure they are appropriate for use at the country and/or legal entity levels

ICAAP & Stress Testing Governance

Support the oversight of the Global ICAAP Standard requirements and control activities in the clusters

Ensure that legal entity stress tests are executed pursuant to the relevant Citi policies/ standards/ procedures, and local regulations, , Model Risk Management policy, Enterprise Stress Testing policy, ICAAP Standard etc.

Requirements:

6+ years Risk Management background (preferable) with a focus on capital planning, stress testing and scenario design as well as Pillar 2 models/methodologies

Strong knowledge of the principles of market risk is an advantage

Familiarity with Internal Capital Adequacy Assessment Process (ICAAP) and local entity regulatory stress tests (, Industry-Wide Stress Test, Supervisory-Driven Stress Test etc.)

Experience with development of macroeconomic/ market stress scenarios, relevant regulatory guidance,

Experience in producing reports and presentations for senior audiences

Ability to effectively partner with key constituents and stakeholders

Ability to distill technical concepts and results into intuitive, impactful, and easily digested messages

 Master’s degree in Economics, Finance, Statistics

What we offer:

Professional development in an international role, which provides a regular exposure to numerous countries within MEA & Europe clusters

An enjoyable and challenging learning path, which leads to a deep understanding of various risk stripes and services as well as development of your personal skills.

At Citi Solutions Center we cooperate with other Citi entities from all over the world. Working in our organization involves working on international projects, in a culturally diverse and dynamic environment as well as learning top quality organizational culture.

Competitive social benefits (medical care, multisport, life insurance, pension plan, holiday allowance, flexible working schedule and other).

------------------------------------------------------

Job Family Group:

Risk Management

------------------------------------------------------

Job Family:

Regulatory Risk

------------------------------------------------------

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 .

  • 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...

  • ICAAP Economic Forecasting Manager

    4 tygodni temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    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...

  • Regulatory Risk Analyst

    1 miesiąc temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    The International Risk Management Execution (IRME) Team is responsible to provide support to Risk Cluster heads and Risk Management Country Officers (RMCOs) on RMCO related processes focused on standardization to enhance productivity, governance and control activities as well as on-hands support to target strategic execution. The IRME team also supports the...

  • Regulatory Risk Analyst

    4 tygodni temu

    Warsaw, Polska Citigroup, Inc. Pełny etat

    The International Risk Management Execution (IRME) Team is responsible to provide support to Risk Cluster heads and Risk Management Country Officers (RMCOs) on RMCO related processes focused on standardization to enhance productivity, governance and control activities as well as on-hands support to target strategic execution. The IRME team also supports the...

  • Regulatory Risk Analyst

    4 tygodni temu

    Warsaw, Polska Citigroup, Inc. Pełny etat

    The International Risk Management Execution (IRME) Team is responsible to provide support to Risk Cluster heads and Risk Management Country Officers (RMCOs) on RMCO related processes focused on standardization to enhance productivity, governance and control activities as well as on-hands support to target strategic execution. The IRME team also supports the...

  • Market Risk Regulatory Reporting

    4 dni temu

    Warsaw, Polska JPMorgan Chase & Co. Pełny etat

    The team is a multi-cultural team based in Frankfurt, Luxembourg, Mumbai and Warsaw, working as one to deliver best in class regulatory reporting to Deutsche Bundesbank & European Central Bank, under a strong and effective control framework. Capital monitoring and regulatory reporting activities are crucial from bank’s perspective to run business in line...

  • Regulatory Risk Officer

    4 tygodni temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    Portfolio Management Group (PMG) is risk management group covering Citi’s Banking and International sector. The group establishes and monitor Wholesale Credit Limits, reserve forecasting and stress testing. The Wholesale Credit Allowance Team within PMG oversees risk management estimation of wholesale credit reserves as reported in Citi consolidated...

  • Regulatory Risk Officer

    1 miesiąc temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    Portfolio Management Group (PMG) is risk management group covering Citi’s Banking and International sector. The group establishes and monitor Wholesale Credit Limits, reserve forecasting and stress testing. The Wholesale Credit Allowance Team within PMG oversees risk management estimation of wholesale credit reserves as reported in Citi consolidated...

  • Senior Quantitative Risk Model Analyst

    4 tygodni temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    The Market and Counterparty Credit Risk Analytics team is looking for a Senior Quantitative Risk Model Analyst to join their Warsaw based Team. Team: The group is responsible for developing and maintaining the methodologies to calculate counterparty credit risk exposures of OTC derivatives, exchanged-traded derivatives, security financing transactions,...

  • Senior Quantitative Risk Model Analyst

    1 miesiąc temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    The Market and Counterparty Credit Risk Analytics team is looking for a Senior Quantitative Risk Model Analyst to join their Warsaw based Team. Team: The group is responsible for developing and maintaining the methodologies to calculate counterparty credit risk exposures of OTC derivatives, exchanged-traded derivatives, security financing transactions,...

  • Credit Risk Manager, Financial Industry Risk

    4 dni temu

    Warsaw, Polska Deloitte Pełny etat

    Description & Requirements Who we are looking for 5+ years' experience in the financial sector or at a consultancy firm with experience in financial regulation and credit risk modeling; Very good knowledge of regulations in the Polish and European Market; Knowledge in the subjects such as CRR / CRDIV / EBA guidelines ; Strong interest in credit...

  • Risk Reporting Senior Analyst

    1 tydzień temu

    Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etat

    DART (The Risk Data, Analytics, Reporting & Technology ) is the leading risk modelling and data analytics team in Citi. We use mathematical modelling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank...

  • Senior/Lead Risk Expert on Internal Models Governance and Regulatory Aspects

    1 tydzień temu

    Warsaw, Polska Nordea Bank Pełny etat

    Job ID: 24727  We are looking for a Senior/Lead Risk Expert to join a high performing unit that is recognized or its professionalism, competence and capacity. The job provides a chance to work with highly skilled professionals on an exciting mix of regulatory and governance tasks pertaining to the IRB Approach of the largest bank in the Nordics. At...

  • Model Risk Auditor

    2 tygodni temu

    Warsaw, Polska ING Pełny etat

    We are looking for you, if you: have strong analytical skills with the drive to challenge models, algorithms and corresponding processes in a complex international financial institution, have an academic degree in a quantitative field, . econometrics, statistics, mathematics or physics, have at least 4 years of modelling experience in model risk,...

  • Head of Capital Production

    4 tygodni temu

    Warsaw, Polska JPMorgan Chase & Co. Pełny etat

    This is an exciting opportunity for you to lead a dynamic and diverse team within JPSME CFO function based from either Frankfurt, Poland or Luxembourg. We are looking for a lead of the JPMSE Capital Production team, responsible for all Capital related reporting and managing a team of 25 across 3 locations Job Responsibilities Responsible for JPMSE...

  • Head of Capital Production

    1 miesiąc temu

    Warsaw, Polska JPMorgan Chase & Co. Pełny etat

    This is an exciting opportunity for you to lead a dynamic and diverse team within JPSME CFO function based from either Frankfurt, Poland or Luxembourg. We are looking for a lead of the JPMSE Capital Production team, responsible for all Capital related reporting and managing a team of 25 across 3 locations Job Responsibilities Responsible for JPMSE...

  • Head of Capital Production

    2 tygodni temu

    Warsaw, Polska JPMorgan Chase & Co. Pełny etat

    As the Head of Capital Production within the Finance team at . Morgan SE, you will play a pivotal role in defining our strategic direction. This dynamic position offers a unique chance to interact directly with senior executives, enabling you to shape the operating model. Your duties will encompass nurturing robust collaborations with a variety of global...

  • Senior Finance Stress Test Analyst

    2 miesięcy temu

    Warsaw, Polska NatWest Polska Pełny etat

    Join us as a Senior Finance Stress Test Analyst Take on an analytical role, developing and maintaining the full risk taxonomy supporting finance stress testing You’ll be liaising with stakeholders in relation to finance stress management recovery and resolution and stress testing-related matters This is a great opportunity to develop a wide...

  • Regulatory Reporting Associate

    4 tygodni temu

    Warsaw, Polska J.P. Morgan Pełny etat

    Job Description If you wish to broaden your expertise in the German and European Regulatory Reporting environment, apply for this role and join our Capital Monitoring and Regulatory Reporting team.As a Regulatory Reporting Associate within Capital Monitoring and Regulatory Reporting team you create and submit best in class BAU Regulatory Reporting but also...

  • Regulatory Reporting Associate

    4 tygodni temu

    Warsaw, Polska J.P. Morgan Pełny etat

    Job Description If you wish to broaden your expertise in the German and European Regulatory Reporting environment, apply for this role and join our Capital Monitoring and Regulatory Reporting team.As a Regulatory Reporting Associate within Capital Monitoring and Regulatory Reporting team you create and submit best in class BAU Regulatory Reporting but also...