Market Risk Lead Controller

9 godzin temu

Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etat

About the Role:

The Market Risk Lead Controller will play a key role in ensuring accurate and effective capital calculation methodologies for Citi's trading book portfolio capital. This position will be part of the Market Risk CVA team and will focus on calculation and analytics for bank's trading book portfolio capital.

Key Responsibilities:

  • Develop and validate overall capital framework, including calculation, analytics, governance, and reporting.
  • Drive rationalization in capital calculation methodology for improved accuracy, risk driver identification, and variance explanation.
  • Represent capital planning in firm-wide cross-functional working groups to build data management and overall risk control framework as part of the FRTB program.
  • Engage with technology to drive business requirements and UAT for capital calculations, analytics, and reporting on behalf of the RWAC team.
  • Participate in regulatory gap analysis, remediation plan development, and technical interpretation discussions with internal and external stakeholders.
  • Build strong relationships with various stakeholders, including CVA Risk Managers, XVA Trading, and related groups in Finance.

Key Skills and Qualifications:

  • Solid experience in Capital Markets and good understanding of trading products (Fixed Income, Equity, Currencies & Commodities) and/or securities services (Prime, Collateral, Clearing, Custody, Fund Services).
  • Prior experience with risk calculations in product control, risk management, or similar setup with exposure to CVA, EAD, risk factor sensitivities, etc.
  • Hands-on data analytics skills in Excel, Access, VBA/SQL, and other data management tools. Knowledge of additional programming languages is a plus.
  • Understanding of Front Office trading processes across the full trade lifecycle within a large bank/dealer.
  • Prior experience with regulatory capital initiatives is a great advantage.
  • Solid understanding of various OTC derivative products and associated counterparty credit risk calculation methodologies (EAD, CVA, sensitivities, etc.).
  • Hands-on experience in designing and implementing structured business/operational processes and associated business requirements documentation.
  • Strong verbal and written communication skills to effectively produce procedural documentation and communicate complex technical issues to non-technical colleagues.

Education:

  • BA in Business, Finance, Economics, Sciences, or related field (Master's degree is a plus).
  • Certifications in Finance/Accounting are preferred.

What We Offer:

  • Inclusive and friendly corporate culture where gender diversity and equality are widely recognized.
  • Abundance of internal job opportunities locally and globally.
  • A chance to make a difference with various affinity networks and charity initiatives.
  • Competitive compensation package and consideration for a yearly discretionary bonus.
  • Attractive social benefits (private medical care, multisport, life insurance, award-winning pension scheme, holiday allowance, award/recognition system, maternity/paternity scheme, hybrid work model, lucrative bonuses within employee referral program, and other).

Job Family Group: Finance

Job Family: Fin Solutions Dsgn & Implement

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.

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