ICAAP & Stress Testing Analyst

Confirmed live in the last 24 hours

Citigroup

Warsaw Poland

On-site

Posted April 8, 2026

Job Description

Join the ICAAP and Stress Testing team in Warsaw! The mandate of the team is to be the main point of contact within Citi’s Legal entity in Germany (CGME – Citigroup Global Markets Europe) for quantitative risk models & analytics around ICAAP and regulatory stress testing, such as the EBA Stress Test. The team’s support to the entity includes management and governance of the models as well as their appropriate and accurate reflection in Pillar 2 assessments and regulatory submissions and hence had major exposure across all businesses operating within CGME.

The candidate will have the unique opportunity to work in the fast-paced environment of contributing directly to capital adequacy initiatives that are critical to Citi’s regulatory compliance and risk management framework.

What you will do:

Lead and coordinate ICAAP and Stress Testing initiatives, covering scenario design, stress loss estimation, economic capital methodologies, and governance processes.
Drive ongoing delivery of ICAAP and regulatory stress testing requirements in partnership with development teams and the broader Risk Management organization.
Support Stress Testing leadership in assessing and enhancing Legal Vehicle stress testing controls, processes, and governance frameworks.
Provide analytical expertise to risk specialists in developing stress testing methodologies, including integration of stress testing outcomes into the Risk Appetite Framework and strategic decision-making.
Prepare and manage regulatory submissions and inquiries, including those from German Supervisory Authorities, the European Central Bank, External Auditors, and Internal Audit.

What we need from you:

5+ years of experience in Risk Management within banking or financial services.
Strong academic background in a quantitative discipline such as Economics, Finance, Mathematics, or Computer Science.
Proven expertise in mathematical and risk modeling (Market, Credit, Operational) and deep understanding of regulatory capital frameworks (ICAAP, Pillar 1 & 2).
Ability to produce clear and concise analytical documentation, particularly for regulatory capital planning.
Excellent communication skills, simplifying complex quantitative concepts for senior stakeholders.
A self-driven and collaborative professional with strong analytical and critical-thinking abilities, capable of delivering high-quality work.
Experience leveraging AI-assisted analytical and automation tools, including effective prompt design, to enhance workflow efficiency.
Demonstrated interest in quantitative problem-solving and advanced analytical techniques in financial risk.
Programming proficiency in Python and/or R is a significant advantage.
Professional certifications like FRM, CFA, or CQF are considered a plus.

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

#LI-KS3

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Job Family Group:

Risk Management

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Job Family:

Enterprise Risk

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Time Type:

Full time

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Primary Location Full Time Salary Range:

zł223,400.00 - zł380,400.00

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Most Relevant Skills

Analytical Thinking, Business Acumen, Credible Challenge, Governance, Issue Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Stakeholder Management.

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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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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.