9 days old

ICAAP Risk Lead

Warsaw, IN 46580
**Job Background/context:**

In response to heightened standards and expectations, both from management and regulators across the region, several key initiatives in EMEA require deeper involvement and expertise from Risk, specifically in the areas of Internal Capital Adequacy Assessment (methodologies for Pillar 2 and Stress Loss). To make this effort efficient across the region, a centralized regional unit has been established in Warsaw working alongside 20+ EMEA Legal Entities, Quantitative modelling teams and Risk Reporting teams.

**Job Purpose:**

Provide multi-disciplinary risk support and in-depth analysis to Citigroups Internal Capital Adequacy Assessment (ICAAP) processes and other key risk initiatives in EMEA. Coordinate regional and/or global centralised initiatives e.g., ICAAP/stress testing related projects.

**Key Responsibilities:**

+ Support key ICAAP elements i.e., stress testing and model governance across all risk stripes (e.g., wholesale credit, concentration risk, market risk, IRRBB) across the 20+ Legal Entities in the EMEA region

+ Coordinate regional/centralised ICAAP/stress testing initiatives e.g., scenario analysis capabilities, data and reporting framework, governance

+ Support development and analysis of regional stress scenarios to ensure they are appropriate for use at the country level

+ Support model governance process (e.g., overlays identification and approval) to ensure models used are fit-for-purpose

+ Custom risk analysis at the legal entity level in support of capital planning and risk appetite

+ Contribute to development of regional analytical and reporting solutions to bridge the gap between central models (wholesale credit, concentration risk, market risk, IRRBB) / core capabilities, and the needs of the countries in EMEA.

+ Engage closely with Risk and Finance regional and global teams to enhance stress testing capabilities


+ 10+ years Risk Management background (preferable) with a focus on capital planning, stress testing and scenario design as well as Pillar 2 models/methodologies

+ Knowledge of the components of an ICAAP and experience with the ICAAP submission process

+ Strong working knowledge of the principles of credit risk, market risk, and balance sheet/ liquidity

+ Project management knowledge and experience working with diverse group of stakeholders to achieve milestones and deadlines.

+ Familiarity with regulatory landscape facing global banks


+ Excellent stakeholder management skills, with the ability to understand drivers and overcome barriers.

+ Strong organisational skills and the ability to multi-task effectively in a high-volume and complex environment with changing priorities with a practical solutions-driven approach

+ Strong written and verbal communications skills, with ability to articulate complex concepts across diverse stakeholders

+ Highly numerate, with strong quantitative and spreadsheet skills, with the abilty to analyse, work with, interpret and present large amount of data in a readily digestible format

+ Proficient English knowledge, both spoken and written

+ Excellent proficiency in Microsoft Office particularly Excel (metrics and data analysis), PowerPoint (presentation decks)


+ Highly motivated, results oriented self-starter with ability to quickly assimilate and analyse large amounts of information across a variety of topics

+ Proven ability to partner and collaborate across an organisation (excellent influencing, facilitation, and partnering skills, with the ability to build relationships, partner effectively and build a strong internal network across functions and throughout the global Risk network together with the matrix at all levels of the organisation


+ Masters degree in Economics, Finance, Statistics, or another field with analytical focus (Mathematics, Engineering, Data Science, etc.)

**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


**Job Family Group:**

Risk Management


**Job Family:**

Regulatory Risk


**Time Type:**

Full time


Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi) invite all qualified interested applicants to apply for career opportunities. 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 review **Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)** .

View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .

View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) .

View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf)
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.


Posted: 2022-05-13 Expires: 2022-06-12

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ICAAP Risk Lead

Warsaw, IN 46580

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