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Market Risk Senior Analyst at Citi - ApplyBlast

Market Risk Senior Analyst

Citi

4 months ago

3.6 on Glassdoor

Warsaw, Poland

Hybrid

Full Time

Senior

0 applicants

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About this role

A Quantitative Risk Analyst within Citi's Legal Entities in Warsaw will drive the implementation of complex market risk models aligned with Basel 2.5 and emerging FRTB regulations. The role involves developing analytical methodologies, producing high-quality documentation, and interacting with senior management and regulators to support robust risk governance.

Responsibilities

Develop methodology for quantitative analysis of Basel 2.5 requirements.
Provide scalable analytics capabilities for VaR breach analysis and backtesting.
Produce high-quality documentation for models and interact with validation teams.
Enhance existing market risk models to address testing weaknesses and new business needs.
Prepare detailed quantitative reports for presentation to senior management and regulators.

Skills

Qualifications

MSc in Finance or MathematicsPhD in Financial or Quantitative Field

About Citi

citi.com

Company Size

1-10 employees

Founded

2025

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Citibank offers multiple banking services that help you find the right credit cards, open a bank account for checking, & savings, or apply for mortgage & personal loans.