Risk Reporting Senior Officer

Discover your future at Citi

Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

Job Overview

The Global Market Risk Reporting group is part of the wider Data, Analytics, Reporting and technology (DART) and is responsible for the analysis and reporting of Citi’s Market Risk exposures across the first line Markets business and second line Market Risk functions.

The successful candidate will be a strong Market Risk and Technology professional that has extensive experience of financial markets and risk management, having held previous positions across various disciplines in banking, specifically in Markets.   That candidate will have a solid appreciation for market risk measurement techniques, and financial production valuation, together with an appreciation of the regulatory landscape that applies to Market Risk.  The individual will also have an appreciation for the governance demands on analytics and content production function in a large organization.

What you will do::

• Lead and execute content generation and quantitative analysis on market risk, leveraging over 10 years of industry experience.

• Help Market Risk reporting meet its target operating model obligations by assisting in the reduction of content through simplification and automation, while building out analytical capabilities within the team

• Participate in a multiyear book of work to modernize the core Market Risk platform

• Collaborate with stakeholders across technology, business, and control functions to translate complex risk requirements into practical, implementable solutions.

• Apply advanced data science, machine learning, and artificial intelligence techniques to develop prediction capabilities and provide analytical insights into markets portfolios.

• Utilize expertise in programming languages, particularly Python, and various data science APIs to build, test, and deploy quantitative risk solutions.

• Design, develop, and maintain data models and schemas to support comprehensive risk data aggregation, analysis, and reporting.

• Leverage cloud technology platforms for scalable risk analytics and data processing.

• Serve as a Product Owner for risk management initiatives, defining roadmaps, prioritizing features, and ensuring alignment with business objectives and regulatory requirements.

• Collaborate with colleagues to help identify performance improvement and automation opportunities to remove manual processes

• Support individual colleagues in the team to ensure that they are provided with the opportunities to develop their skill set that aligns with their career target.

• Significant emphasis on the application of the controls and governance framework. This will include the monitoring of KPI' for data quality, accuracy, timeliness and adherence to the reporting MCA requirements.

• Effectively communicate complex quantitative concepts, risk insights, and technical solutions to diverse audiences, including junior analysts, senior management, and cross-functional teams.

What we will need from you:

Essential

• 10+ years in Market Risk, Risk Reporting or a related financial risk discipline

• Deep knowledge of traded products across equities, rates, credit, FX and commodities, and associated price risk concepts — sensitivities, VaR, stress testing, P&L attribution

• Solid working knowledge of Basel 2.5 and FRTB, and the supervisory expectations of major European and/or American regulators

• Proficiency in Python; proven ability to design and implement relational data models and physical table structures

• Working knowledge of major cloud platforms (AWS, Azure, GCP) and core data services — data lakes, managed warehouses, serverless compute and orchestration

• Foundational to working knowledge of ML techniques — supervised/unsupervised learning, time series, anomaly detection — and their application in a risk context

• Awareness of the GenAI landscape including LLMs, prompt engineering and RAG, and emerging use cases in financial services

• Degree-educated in a technology, quantitative, finance or related discipline

Highly Desirable

• Hands-on ML/AI experience applied to financial risk data — outlier detection, P&L pattern recognition, NLP-driven commentary generation

• Practical experience with LLM APIs (Gemini, Anthropic etc) or orchestration frameworks (LangChain, LlamaIndex)

• Knowledge of model risk governance in a banking context (

• Experience with cloud data tools — Databricks, Snowflake, Azure Synapse, BigQuery or similar

• Project management experience — Agile, Waterfall or hybrid

• Experience delivering target operating model or large-scale technology or reporting transformation programs

Personal Attributes

• Conscientious, dedicated and focused with a strong drive to deliver

• Composed under pressure with the ability to prioritize across competing demands

• A natural problem-solver with a curious, imaginative mind

• Thoughtful early adopter of emerging technology, balanced by the rigor appropriate to a regulated environment

By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (currently up to 2 days working at home per week), but also (potentially, subject to final offer) receive a competitive base salary and enjoy a whole host of additional benefits which can include:

• Employer paid Defined Contribution Pension Plan contribution of 6% of employee’s pensionable earnings (PPE Program)

• Employer paid Private Medical Care Package for employees and Private Medical Care Packages for certain family members available at preferential rates

• Employer paid Life Insurance Program for employees and Life Insurance for certain family members available at preferential rates

• Employee Assistance Program financed by Employer Paid Parental Leave Program (maternity and paternity leave; statutory and 2 weeks additional paid paternity leave

• Sport Card for employees subsidised via Social Benefits Fund and Sport Cards for certain family members available at preferential rates

•  Additional benefits from Company’s Social Benefit Fund, in particular: Holidays Allowance, support for sport and cultural activities, team building events.

• Additional day off for volunteering

• Cafeteria/ flex benefit – a company benefits system which enables employees to select and purchase benefits offered by a provider and available for employees on the platform.

• Opportunity to receive an annual discretionary incentive award

• Special offers and discounts for employees

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day.  We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

Copy and paste the URL below into a new tab on your web browser to view the Remuneration Regulations extract:  https://tbcdn.talentbrew.com/company/287/cms/v3/docs/policies/RemunerationRegulations-KeyProvisions-CitibankEurope_plc_05012025_A.pdf

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Job Family Group:

Risk Management

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Job Family:

Risk Reporting

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Time Type:

Full time

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Primary Location Full Time Salary Range:

zł340,990.00 - zł580,610.00

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Most Relevant Skills

Analytical Thinking, Constructive Debate, Data Analysis, Escalation Management, Management Reporting, Policy and Procedure, Policy and Regulation, Programming, Risk Controls and Monitors, Risk Identification and Assessment.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.

Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

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This job opening is for an existing job vacancy.

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