ICAAP & Stress Testing Senior Analyst

Job description

Join the ICAAP and Stress Testing team in Warsaw! The mandate of the team is to be the main point of contact within Citi’s Legal entity in Germany (CGME – Citigroup Global Markets Europe) for quantitative risk models & analytics around ICAAP and regulatory stress testing, such as the EBA Stress Test. The team’s support to the entity includes management and governance of the models as well as their appropriate and accurate reflection in Pillar 2 assessments and regulatory submissions and hence had major exposure across all businesses operating within CGME. The candidate will have the unique opportunity to work in the fast-paced environment of contributing directly to capital adequacy initiatives that are critical to Citi’s regulatory compliance and risk management framework. What you will do: Lead and coordinate ICAAP and Stress Testing initiatives, covering scenario design, stress loss estimation, economic capital methodologies, and governance processes. Drive ongoing delivery of ICAAP and regulatory stress testing requirements in partnership with development teams and the broader Risk Management organization. Support Stress Testing leadership in assessing and enhancing Legal Vehic...