Citi is seeking a Credit Risk Model Overlays Specialist for their Portfolio Management Group in Warsaw, Poland. This role supports critical financial processes like Current Expected Credit Loss (CECL) and Comprehensive Capital Analysis and Review (CCAR), requiring strong analytical and technical skills to develop and implement model overlays for risk management.
The primary responsibilities involve executing decisions around model overlays, compiling data references, implementing controls, documenting assumptions, and facilitating reporting processes for credit risk models across Citi's corporate loan portfolio.
Required experience includes a Bachelor's degree, minimum 5 years in financial industry, proficiency in R or Python, advanced Microsoft Office skills, experience in stress testing and credit reserve frameworks, strong analytical capabilities, and excellent communication skills for interpreting complex financial data and presenting findings.
Citi offers a competitive compensation package including private medical care, life insurance, pension plan contributions, hybrid working model, employee assistance program, performance bonuses, learning and development resources, and a commitment to diversity and inclusion in a global workplace environment.
