Scenario Design Governance & Control Expert

Enterprise Risk Analytics (ERA) is a part of Citi’s Risk Management organisation that is responsible for Enterprise-level risk metrics including stress testing. Enterprise-wide stress testing program is sponsored by the Citigroup CRO, who reviews the stress testing results with the rest of the executive management team.

The Enterprise Scenario Design (ESD) team within ERA is responsible for designing macro-economic and market shock scenarios for all enterprise level stress testing, capital planning, and reserve adequacy usages.

What you will be doing

• Maintaining policy and procedure framework documentation, which includes scenario design and variable forecasting processes, methodologies, controls, and governance
• Collaborate with and support the team with regulatory exams, internal and external audits, and issue management
• Support the Enterprise Scenario Design team’s governance process, including developing material for review and challenge, and approval for
• Produce quarterly materials and engage with second line of defence review and challenge teams
• Perform reviews of forecasted paths, benchmarking, and scenario narratives to ensure adherence to scenario design guidelines
• Support the design and implementation of controls and collate and review evidence for control adherence in preparation for quarterly assessments

What we need from you

• The role requires the successful individual to employ leadership and communication skills to engage with global stakeholders to ensure adherence to scenario governance
• Proven track record of success within a major financial, public, international institution or professional services
• Experience in internal audit function
• Excellent verbal and written communication skills are a must
• Candidates must have experience in Python, R, SAS or MATLAB programming environment
• Previous experience in a role requiring managing / analysing large data sets and presenting the data visually to senior management is highly desired
• Experience in project management, including planning, resourcing, status reporting, and issues management
• A Master’s degree in Economics, Econometrics, Mathematics, Statistics, or equivalent

What we offer

By joining Citi Solutions Centre Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:

• Private Medical Care Program
• Life Insurance Program
• Pension Plan contribution (PPE Program)
• Employee Assistance Program
• Paid Parental Leave Program (maternity and paternity leave) 
• Sports Card
• Holidays Allowance
• Sport and team recreation activities
• Exclusive offers and discounts for employees
• Access to an array of learning and development resources 
• A discretional annual performance related bonus
• A chance to make a difference with various affinity networks and charity initiatives

#LI-RG6

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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