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Citi & Citi Handlowy
Citi & Citi Handlowy
location iconLocations: Warszawa
level iconLevel: specialist
Citi is more than a global financial services company. It's an engine for progress. We serve 200 million customers in more than 160 countries, providing support to individual, corporate, government and institutional clients. Our clients choose us for a global footprint, market positon, in-country relationships and the full range of solutions on offer. In Poland we operate within two legal entities Citibank Europe plc and Bank Handlowy w Warszawie S.A.
AVP - Market Risk Reporting Analyst
Work place: Warszawa

The EMEA Market Risk Reporting group is responsible for the analysis and reporting of Citi’s Regulatory Risk Based Capital, externally reported trading VaR, & the market risk information that feeds Citi Risk Global Market Risk system. The market risk is used in a wide array of Citi regulatory & internal capital calculations as well as many market risk reports and stress testing. This team interacts with other members of Risk, Financial Control, Information Technology, Risk Analytics and the business. Additionally, they will be directly responsible for producing the market risk regulatory risk based capital for the London Broker Dealer and performing internal controls including daily back-testing. The position requires exceptional people and project management skills, a strong work ethic, solid market risk analytic skills, exceptional verbal and written communication skills, and the ability to troubleshoot and follow up on problems while working under a very tight daily production cycle. This position will give the individual exposure to market risk for products traded in every region and in nearly every market as well as exposure to senior management.


  • Participate in risk committees about internal controls supporting Citi EMEA entities
  • Manage and escalate the follow-ups to reconciliation discrepancies with feed support in a timely manner.
  • Understanding of market risk factors that affect VaR, SVAR, IRC, CRM, Securitization, and Standard Specific Model Risk.
  • Understanding of the relationship between VaR and the risk factors, volatilities, and correlations that go into the statistical calculation to the point where the VaR can be broken down, analyzed, and potentially corrected.
  • Develop, leverage, and maintain relationships across varying levels of management and function to ensure a high degree of accuracy in Citi VaR & global market risk
  • Interaction with regulators and auditors to ensure compliance with policies and procedures


  • The ideal candidate will have a BS or BA but a masters and or CFA/FRM are preferable
  • 5+ years of Market Risk control, management, or reporting experience
  • Excellent analytical, problem solving, and troubleshooting skills are a must
  • Superior people skills, project management skills, & communication skills
  • Understanding of market risk regulatory risk based capital rules for FED & PRA London
  • Superior Microsoft Access, & Excel skills are required and VBA / SQL are a plus

What we offer:

  • Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls
  • Cooperation with a high quality, international, multicultural and global team
  • Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success
  • Management supporting balanced and agile work (flexible working hours, home office)
  • Attractive benefits package (Benefit System, medical care, pension plan etc.)
  • A chance to make a difference with various affinity networks and charity initiatives
Please be informed that we will contact selected candidates only.

Citi and Citi Handlowy are registered trademark of Citigroup Inc., used under license. Citigroup Inc. and its subsidiaries are also entitled to rights to certain other trademarks contained herein.
Bank Handlowy w Waszawie S.A


  • iconAnalytics & Reporting
  • iconWarszawa, mazowieckie

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