Modeling, Monitoring and Risk Reporting Department is a team co-creating and actively shaping processes related to risk management in Bank Handlowy. We develop and monitor statistical models and perform advanced data analysis, which in practice have a huge impact on all business decisions made by the bank. Moreover, we report for the purpose of European regulators (KNF, EBA) and US (OCC, FDIC).

Your responsibilities:

• Manage CCAR Stress Test process for Bank Handlowy S.A. w Warszawie.

• Run stress test model development projects for regulatory reporting purposes.

• Perform and analyze results of stress tests.

• Develop and maintain scoring models and other tools supporting credit portfolio management.

• Design and develop modern models of risk assessment and customer creditworthiness, based on new data sources.

• Support retail risk in credit portfolio management.

• Maintain and develop of management information systems in the area of ​​credit risk.

• Calculate provision and capital requirements for retail bank under USGAAP accounting standards.

Our requirements:

• Min. 6 years of professional experience in the financial sector, of which at least 4 years in the area of ​​credit risk, in units related to validation, quantitative analysis, modeling, reporting.

• Experience in development and implementation of statistical models.

• Higher education (preferred master's degree) in science like Mathematics, Statistics, Physics, Econometrics.

• Strong programing skills (knowledge of SAS 4GL and SQL will be an asset).

• Experience in development and implementation of stress test models will be an asset.

• Polish and English, allowing free verbal and written communication.

We offer:

• Ability to manage projects of development statistical models used in risk management.

• Chance to participate in broadly understood risk management processes and develop new solutions in this area.

• Opportunity to learn about specifics of credit portfolio management in two accounting standards.

• Opportunity to acquire diverse experience in working on various projects, including implementation projects in ​​retail credit risk area, provision and capital requirements calculations, stress tests, etc.

• Opportunity to work in Citigroup structures, introducing the highest standards and best practices related to the area of ​​validation and model risk management.

• Opportunity to work in cooperation with qualified Polish and foreign specialists from various areas of the bank's operations.

• Job contract and social benefits (private medical care, fitness card, life insurance, pension programme, co-financing of cultural and entertainment events and more. Full list can be found here: www.karierawciti.pl under Benefits for you and Benefits for your loved ones sections).

• Flexible and partly-remote working conditions.

Your personal data will be administered by Bank Handlowy w Warszawie S.A. with its registered office in Warsaw, ul. Senatorska 16. The Bank carries out the processing of your personal data first of all to conduct the recruitment process in which you participate, i.e. in the scope specified in Article 22(1) of the Labour Code (Article 6(1)(c) of the GDPR). You are entitled to: access your personal data, rectify them, erase them, restrict their processing, transfer your data and object to their processing. More detailed information is available at the website: BankHandlowyPolandPrivacyNotice

Please read the information about internal reports procedure – Whistleblowers Protection Act: BankHandlowyPolandWhistleblowersProtectionAct

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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Most Relevant Skills

Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

 

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