Specialized Analytics Senior Analyst.
Citi · Warsaw, Poland · 1mo ago
Individual will work as part of Counterparty Credit Risk team under the global Institutional Credit Management (ICM) group and will be responsible for measuring, monitoring, and controlling counterparty credit risk (CCR) for institutional clients.
The role is focused on developing counterparty risk & stress testing analytics and analyzing client portfolios and businesses to ensure the risks are being properly measured and controlled in accordance with the Firm’s risk policies.
Institutional Credit Management (ICM) is a critical component of Citi’s First Line of defense for wholesale and counterparty credit risk management and works with Independent Risk teams to ensure best-in-class risk and controls, as well as client responsiveness. Key responsibilities of the group include stress testing, risk identification, trade advisory, exposure monitoring, and credit analysis. ICM coordinates with credit management groups across Markets, Services and Wealth business to ensure full alignment on business and regulatory goals, as well as consistency and best practices where appropriate. The role requires technical expertise in risk analytics, capital markets products, and counterparty credit risk management techniques, alongside the ability to execute in dynamic market environments.
Key Responsibilities:
Develop and enhance tools for the measurement, monitoring, and management of counterparty exposure including stress testing, PFE, stress loss, and wrong way risk
Actively liaise with Sales & Trading, Market Risk and CVA teams to ensure comprehensive coverage of counterparty and liquidity risk measures across over-the-counter, securities financing transactions and futures products
Closely work with Quantitative risk, Markets analytics teams, Technology, and Model Validation groups on CCR model development and evolution of CCR models to address new products or risk areas
Work with business managers and In-Business Risk teams on new product approvals, margining model, real-time monitoring and controls
Lead hands-on development of Agentic AI and GenAI-centric solutions that modernize risk monitoring, controls, and real-time analytics.
Perform and develop risk analysis on existing client portfolios as well as customized risk analysis on new client portfolios
Own presentations and documents for internal and external use on various topics including functions of the Risk Group, stress methodologies, policies and risk issues
Developmental Value:
The team offers opportunity to expand the role as the function grows
Be at intersection of quantitative finance, counterparty credit management, and risk decision-making.
Develop solid market/credit risk experience using advanced risk models and techniques
What we will need from you:
3-5 years of experience in risk analytics or market risk, or counterparty credit risk management
Strong understanding of capital markets products, including Prime Brokerage, derivatives, repo financing
Understanding of multiple asset classes including rates, equities, foreign exchange, credit, and commodities
Strong analytical skills with good attention to detail and a demonstrated aptitude for tackling analytical issues through quantitative modelling and assimilation of data into a working product
Stress testing skills and product pricing and valuation skills desirable
Strong Excel skills. Programming skills preferring including Python or other statistical languages
Hands-on experience with Agentic AI / GenAI centric solutions preferred
Excellent written and oral communication skills with ability to present complex analysis clearly to stakeholders
Ability to work well with cross-functional teams from Business, Risk and Technology
Demonstrates strong ethics and integrity. Ability to work independently as well as in a team environment. Can make decisions under pressure and short timeline
By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (currently up to 2 days working at home per week), but also (potentially, subject to final offer) receive a competitive base salary and enjoy a whole host of additional benefits which can include:
Employer paid Defined Contribution Pension Plan contribution of 6% of employee’s pensionable earnings (PPE Program)
Employer paid Private Medical Care Package for employees and Private Medical Care Packages for certain family members available at preferential rates
Employer paid Life Insurance Program for employees and Life Insurance for certain family members available at preferential rates
Employee Assistance Program financed by Employer Paid Parental Leave Program (maternity and paternity leave; statutory and 2 weeks additional paid paternity leave
Sport Card for employees subsidised via Social Benefits Fund and Sport Cards for certain family members available at preferential rates
Additional benefits from Company’s Social Benefit Fund, in particular: Holidays Allowance, support for sport and cultural activities, team building events.
Additional day off for volunteering
Cafeteria/ flex benefit – a company benefits system which enables employees to select and purchase benefits offered by a provider and available for employees on the platform.
Opportunity to receive an annual discretionary incentive award
Special offers and discounts for employees
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.
Copy and paste the URL below into a new tab on your web browser to view the Remuneration Regulations extract: https://tbcdn.talentbrew.com/company/287/cms/v3/docs/policies/RemunerationRegulations-KeyProvisions-CitibankEurope_plc_05012025_A.pdf
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Job Family Group:
Decision Management------------------------------------------------------
Job Family:
Specialized Analytics (Data Science/Computational Statistics)------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Primary Location Full Time Salary Range:
zł165,020.00 - zł280,980.00------------------------------------------------------
Most Relevant Skills
Please see the requirements listed above.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
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