Regulatory Capital Risk Senior Analyst
About this role
The role sits within the Capital Calculation and Reporting Risk Oversight (CCRRO) team, part of the second line of defense Finance Chief Risk Office (CRO), provides review and challenge of the effectiveness of regulatory capital, Standardized and Advanced RWA and supplementary leverage ratio (SLR) calculations and methodologies to ensure compliance with Basel regulation, performs Basel III Endgame readiness reviews, and reviews capital interpretation.
This role contributes to independent quantitative and qualitative RWA reviews, Basel III Endgame including Fundamental Review of the Trading Book (FRTB) implementation, and the development of analytical models, tools, and dashboards. Working closely with Capital Controllers, Risk, Quants, Finance, Technology, and Regulatory Reporting teams, the individual will help strengthen capital governance, leverage quantitative methods, and deliver actionable insights that support effective decision-making and regulatory compliance.
What you will do:
Execute independent reviews and challenge activities in line with the CCRRO annual review plan, applying quantitative and analytical testing to capital models and calculation methodologies.
Assess the design and effectiveness of processes, controls, methodologies, and calculations supporting regulatory capital metrics, including Standardized and Advanced RWA, G-SIB surcharge, and SLR.
Communicate testing progress, observations, and emerging risks proactively to CCRRO management and key stakeholders.
Support the implementation and second-line oversight of Basel III Endgame initiatives, with specific focus on reviewing and challenging the Fundamental Review of the Trading Book (FRTB - Standardized and Internal Model Approaches) and revised capital frameworks.
Develop and maintain strong working relationships with Capital Controllers Group process owners, Risk Quants, Quality Assurance teams, and other stakeholders across the end-to-end regulatory capital production process.
Review regulatory capital interpretations and assess consistency with Basel regulations, regulatory guidance, and internal policies.
Develop advanced RWA and capital risk analytics and quantitative benchmarking tools using Python, SQL, Tableau, and AI / large language model (LLM) capabilities leveraging internal and external data sources.
Create insightful management reporting and analytical dashboards to support senior management decision-making and oversight activities.
What we will need from you:
3+ years of relevant experience in Regulatory Capital, Basel Risk-Weighted Assets (RWA), Quantitative Risk, Capital Reporting, Capital Controllers, Capital Risk Management or related analytical functions (Junior Quants and Quantitative Analysts welcome).
Master's degree and additional professional certification is preferred (e.g., FRM, CFA, CQF).
Prior experience in Basel Regulatory Capital Controllers, Regulatory Capital Reporting (e.g., FFIEC 101, FR Y-9C), or Regulatory Capital Oversight functions is preferred.
Solid understanding of Basel regulations, Basel III Endgame implementation, and market risk / FRTB concepts.
Experience reviewing, manipulating, and analyzing large, complex financial datasets and performing rigorous quantitative assessments.
Proficiency in data analytics and programming tools such as Python (Pandas, NumPy) and SQL; experience with Tableau, Power BI, or similar visualization tools is highly desirable.
Exposure to Artificial Intelligence (AI), machine learning techniques, and Large Language Models (LLMs) for quantitative and business analytics is a plus.
Excellent verbal, written, and presentation skills with the ability to communicate complex quantitative and regulatory concepts to senior stakeholders.
Proven ability to manage multiple priorities, work independently, and deliver results in a fast-paced 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 subsidized 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
If you have any questions or would like to discuss this opportunity further, please don't hesitate to reach out to Karola Sulińska at karola.sulinska@citi.com.
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Job Family Group:
Risk Management------------------------------------------------------
Job Family:
Finance Risk------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Primary Location Full Time Salary Range:
zł165,020.00 - zł280,980.00------------------------------------------------------
Most Relevant Skills
Analytical Thinking, Credible Challenge, Financial Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.------------------------------------------------------
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.
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