Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your analytical, communication and problem solving skills to Citi’s Portfolio Management Group (PMG). By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. **About the team:** Citi’s PMG is part of the Independent Risk Organization and covers the Banking and International business cluster. Within PMG, the Wholesale Credit Allowance, Stress Testing and Risk Ratings Methodology Oversight Group manages these processes for Citi’s entire Corporate Loan portfolio. **About the role:** The focus of this **Credit Risk Model Overlays Specialist** role will be to support the Current Expected Credit Loss (“CECL” or Credit Allowance), the Comprehensive Capital Analysis and Review (“CCAR”), as well as the internal cost of credit planning processes, through calculation and application of necessary overlays to the raw model output, to compensate for known model limitations, or to account for risks not adequately addressed by the raw model output, like idiosyncratic events and portfolio dependencies to economic and political environment changes. This position offers broad on the job learning experience and further development opportunities within Citi’s Risk organization. **What you’ll do:** + Execute on the decisions made around the needed overlays: compile data references as needed, ensuring appropriate data sources, articulate the calculation in a clear, repeatable way, document the deployed assumptions, and implement controls to preserve data and calculation integrity. + Self-monitor the process output, by reviewing the result for relevance to the intended outcome and assessing it for reasonableness. + Recommend alternate approaches and adjustments for any identified logical fallacies or assumptions not supposed by statistical evidence. + Prepare PowerPoint decks for executive presentations of the results. + Prepare overlay approval documents in accordance with the governance framework and the model risk management policy requirements. + Facilitate the reporting of the approved overlays into the system, as per the process requirements (i.e. direct posting of the adjustment, offline hand off to risk reporting partners etc.) This includes the development of techniques for the allocation of the total overlay amount down to the necessary granularity; to this end, excellent knowledge of the CCAR and CECL data repositories has to be developed. + Perform data analysis and reconciliations to monitor and track data quality and completeness of data. + Provide project management support on regular periodic activities (e.g. consolidation of overlay documentation, timely communication in line with the governance framework requirements, collection of the necessary approvals etc.) and ad hoc activities (e.g. process and system automation initiatives, solutions development in response to regulatory requirements, etc.) + Support the rest of the Wholesale Credit Allowance, Stress Testing and Risk Ratings Methodology Oversight Group, according to business needs and periodic priorities. **What we’ll need from you:** + Bachelor’s University Degree. + Minimum 5 years of experience in the financial industry, and at least 2 years in the current role. + Knowledge of running coding in R or Python and writing and editing technical documentation. + Microsoft Office proficiency – particularly Excel (metrics and data analysis, ability to work with large datasets), PowerPoint (presentation decks), and Word (writing and editing procedural and technical documentation). + Ability to interpret business requirements for the purpose of liaising with Technology Developers. + Experience in Wholesale Stress Testing &/or Credit Reserve frameworks (IFRS/CECL) will be preferred. Alternatively, roles associated with portfolio risk data management or regulatory/executive reporting also qualify. + Analytical skills with the ability to identify root causes and trends. + Excellent writing and verbal communication skills; ability to communicate concisely and clearly. + Strong time management skills with the ability to successfully accommodate competing priorities. Self-disciplined, able to work independently, take initiative and effectively handle their book of work with limited supervision. **What we can offer you:** We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well. 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) + Sport Card + Holidays Allowance + Sport and team recreation activities + Special 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. 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.** \#LI-TM3 LI-AB9 ------------------------------------------------------ **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.