Overview

Portfolio Management Group (PMG) is a risk management group covering Citi’s Banking and International sector. The group establishes and monitors 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 financial statements as well as legal vehicle financial disclosures.

Responsibilities

• Model Governance (control and oversight) of IFRS9 forecasting wholesale credit risk models.
• Ensure that EMEA countries and legal entities nuances are captured in central models and processes.
• Type 1 and Type 2 Overlays Governance across all legal entities to ensure all policy requirements are met and performed on time.
• Monitoring and reviewing model results to assure robust model performance.
• Provide Subject Matter Expertise on wholesale credit risk management (IFRS9 and CECL).
• Work with various legal entities on decreasing number of local models and overlays.
• In depth investigation and analysis of period-over-period variance in portfolio loss estimates.
• Contribution into iWAG presentation review process, including Quarter over Quarter change drivers, sensitivity analysis, etc.
• Help team to respond to regulatory, audit and business questions and provide portfolio insights. Prepare statistical analysis to support these responses to the inquiries.

Qualifications

• Strong analytical skills with ability to work with large data sets. Expertise with Python, R, Tableau, Excel preferred.
• Experience in Risk management and financial institutions.
• Familiarity with and interest in quantitative concepts (Mathematics, statistics).
• Project management skills and ability to coordinate among various functional groups to implement enhancements to models and processes.
• Strong written and communication skills.
• Interest in working on a range of diverse projects and activities.
• Ability to deliver on scheduled, predictable and recurring projects along with ability to respond to ad hoc requests.
• Self-motivated and capable of independently driving results while effectively prioritizing responsibilities and multi-tasking.
• Bachelor’s/University degree in Economics, Finance, Engineering, Mathematics, Statistics or Computer Science; Master’s degree preferred.

Location and Work Model

By joining Citi Solutions Center Poland, you will be part of a hybrid workplace (up to 2 days working at home per week).

Benefits

• Private Medical Care Program
• Life Insurance Program
• Pension Plan contribution (PPE Program)
• Employee Assistance Program
• Paid Parental Leave Program (maternity and paternity leave)
• Sport Card
• Holidays Allowance
• Sport and team recreation activities
• Special offers and discounts for employees
• Access to an array of learning and development resources
• A discretionary annual performance related bonus

Equal Employment Opportunity

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

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, please review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.

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