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Team/Role Overview
The team is comprised of risk professionals with subject matter expertise of the key attributes that are critical for effective exposure calculations (PSE, NSE, FS) on Derivatives (OTC) and Securities (SFT) products. This includes knowledge of systems, exposure calculations, transaction data and market data. The proactive identification and improvement of Risk data quality through analysis of key risk inputs and exposure measurements. Perform risk data quality analysis and address potential risk process and exposure calculation improvements across multiple businesses: Risk Management, IT, Finance, Front Office etc. specializing in Over-The-Counter Traded Derivatives (OTC), Securities Finance Transactions (SFT) and Exchange, Traded Derivatives (ETDs) products.
What You’ll Do
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Job Family Group:
Decision Management
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Job Family:
Business Analysis
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Time Type:
Full time
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Most Relevant Skills
Please see the requirements listed above.
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Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.
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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
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.
View Citi’s EEO Policy Statement and the Know Your Rights poster.
The team is comprised of risk professionals with subject matter expertise of the key attributes that are critical for effective exposure calculations (PSE, NSE, FS) on Derivatives (OTC) and Securities (SFT) products. This includes knowledge of systems, exposure calculations, transaction data and market data. The proactive identification and improvement of Risk data quality through analysis of key risk inputs and exposure measurements. Perform risk data quality analysis and address potential risk process and exposure calculation improvements across multiple businesses: Risk Management, IT, Finance, Front Office etc. specializing in Over-The-Counter Traded Derivatives (OTC), Securities Finance Transactions (SFT) and Exchange, Traded Derivatives (ETDs) products.
What You’ll Do
- Proactive identification of potential issues in credit risk exposure calculations (Net Stressed Exposure).
- Perform Variance analysis on key risk product, portfolios, and business data
- Maintain reasonability checks on crucial risk/finance attributes and calculations.
- Identification of critical data elements for key risk processes in partnership with consumers.
- Has the ability to operate with a limited level of direct supervision.
- Develop tools, systems, procedures for potential issues identification.
- Promotes more effective use of existing tools and processes (and eliminate those that are not used or are ineffectual)
- Track progress of various data quality projects, including technology initiatives and Issues for Management Resolution.
- Strong data analysis skills and high level of attention to details
- A total of around 3 years banking experience with proper understanding of Credit Risk measurements and Exposure calculations
- OTC, SFT, ETD, Fixed Income products knowledge required
- Competency with Tableau, SQL and Python/AirFlow is welcomed
- Ability to work on multiple tasks with conflicting demand/timelines. Willingness to learn.
- Strong people skills and client focus: ability to interact successfully with business partners, technology teams, our technical infrastructure groups and technology managers
- Bachelors/University degree, Master’s degree
- Risk/Finance/Accountancy/IT/Other
- 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
- 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
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Job Family Group:
Decision Management
------------------------------------------------------
Job Family:
Business Analysis
------------------------------------------------------
Time Type:
Full time
------------------------------------------------------
Most Relevant Skills
Please see the requirements listed above.
------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.
------------------------------------------------------
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
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.
View Citi’s EEO Policy Statement and the Know Your Rights poster.
Key Skills
Ranked by relevance
data analysis
tableau
sql
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- Posted
- Oct 08, 2025
- Type
- Full-time
- Level
- Not Applicable
- Location
- Warsaw
- Company
- Citi
Industries
Banking
Financial Services
Investment Banking
Categories
Information Technology
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