Regulatory Capital Risk Senior Analyst
Citi · Warsaw, Poland · 3d ago
We're looking for analytical thinkers, data innovators, and problem-solvers who want to apply AI, machine learning, and advanced analytics to some of the most complex capital and risk challenges in global banking.
What you will do:
- Execute independent review and challenge activities across Regulatory Capital, RWA, GSIB, SLR, and Basel III Endgame programs using quantitative analysis, data-driven testing, and analytical validation techniques.
- Develop innovative capital and risk analytics solutions leveraging Python, SQL, Machine Learning, AI, Large Language Models (LLMs), Tableau, and advanced Excel to identify trends, anomalies, emerging risks, and optimization opportunities across risk stripes.
- Build scalable analytical frameworks and benchmarking tools to assess capital consumption, RWA drivers, balance sheet impacts, and regulatory reporting quality.
- Review and challenge regulatory capital methodologies, model assumptions, calculation engines, and reporting processes supporting:
- Standardized and Advanced RWA
- Basel III Endgame
- GSIB Surcharge
- Supplementary Leverage Ratio (SLR)
- FRTB (Standardized and Internal Models Approach)
- Apply AI and data science techniques to enhance oversight effectiveness, automate testing, improve control monitoring, and strengthen regulatory capital risk management.
- Design executive dashboards and visualizations that provide transparency into capital metrics, exposures, trends, and regulatory risks.
- Perform deep-dive analytical investigations into capital volatility, RWA movements, portfolio changes, stress testing impacts, and regulatory reporting variances.
What we need from you:
- Experience in Regulatory Capital, Basel RWA, Quantitative Risk, Treasury, Capital Management, Data Analytics, Financial Risk Management, or related disciplines.
- Strong analytical mindset with demonstrated ability to solve complex business problems using data.
- Proficiency in: Python (Pandas, NumPy, Scikit-learn), SQL, Advanced Excel/VBA, Tableau, Power BI, or similar visualization tools
- Experience working with large-scale financial datasets and performing complex quantitative analysis.
- Knowledge of AI, Machine Learning, Generative AI, Agentic AI, and Large Language Models (LLMs) and their application to financial services, risk management.
- Understanding of Basel regulations including:
- Experience developing automation solutions, dashboards, or decision-support tools.
- Ability to communicate complex quantitative concepts to both technical and non-technical audiences.
- Professional certifications such as FRM, CFA, CQF, Data Science, or AI-related credentials are advantageous.
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
If you have any questions or would like to discuss this opportunity further, please don't hesitate to reach out to Karola Sulińska at karola.sulinska@citi.com.
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Job Family Group:
Risk Management------------------------------------------------------
Job Family:
Finance Risk------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Primary Location Full Time Salary Range:
zł165,020.00 - zł280,980.00------------------------------------------------------
Most Relevant Skills
Analytical Thinking, Credible Challenge, Financial Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
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