Data Scientist - Algorithmic Trading Models

<div id="citi-offer">
<div class="top"><img src="/media/employers/5d8b15179e519554383684bb/templates/top_citi.jpg" /></div>

<div class="text">
<div class="company">Citi is more than a global financial services company. It's an engine for progress. We serve 200 million customers in more than 160 countries, providing support to individual, corporate, government and institutional clients. Our clients choose us for a global footprint, market positon, in-country relationships and the full range of solutions on offer. In Poland we operate within two legal entities Citibank Europe plc and Bank Handlowy w Warszawie S.A.</div>

<div style="text-align:center;padding:5px 0;"><img src="/media/employers/5d8b15179e519554383684bb/templates/tt.png" /></div>

<div class="title">Data Scientist - Algorithmic Trading Models</div>

<div style="text-align:center;padding:5px 0;"><img src="/media/employers/5d8b15179e519554383684bb/templates/tt.png" /></div>

<div class="info">Work place: Warszawa<br />
</div>

<div class="content">
<section>
<p><span class="job-description2 job-info">The Model Validation Group are looking for a candidate with a strong background in statistics, quantitative finance and econometrics.</span></p>

<p><span class="job-description2 job-info">The role will be responsible for a comprehensive assessment of models used within Citi in algorithmic trading (Algo-trading) activities across ICG Markets business. This is an exciting new opportunity as Citi looks to build a new team in Model Risk Management in this emerging area for validation.</span></p>

<p><span class="job-description2 job-info">This position is a unique opportunity to learn how models are developed and validated in a global organization such as Citi in algorithmic trading systems. Citi is a global institution which has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions.</span></p>

<p><span class="job-description2 job-info"><i>Model Risk Management: </i></span></p>

<p>&nbsp;</p>

<p><span class="job-description2 job-info">The team is part of the Model Risk Management Group and the individual will work closely with Algo-trading stakeholders including quants and traders. The mandate includes:</span></p>

<ul>
	<li><span class="job-description2 job-info">Model validation</span></li>
	<li><span class="job-description2 job-info">Risk rating of models</span></li>
	<li><span class="job-description2 job-info">Ongoing model performance review</span></li>
</ul>

<p>&nbsp;</p>

<p><span class="job-description2 job-info">The main objective is to ensure that algorithmic models are used appropriately by the business and that model users are aware of the models&rsquo; limitations and weaknesses that should be mitigated by compensating controls.</span></p>

<p>&nbsp;</p>

<p><span class="job-description2 job-info"><b>Job Responsibilities:</b></span></p>

<p>&nbsp;</p>

<p><span class="job-description2 job-info">Primarily to perform an independent validation of Algo-trading models across Equities, FX, Commodities, Rates and Credit in line with Citi Model Risk Management Standards. This includes:</span></p>

<ul>
	<li><span class="job-description2 job-info">Perform an assessment of the back testing framework for Algo-trading models</span></li>
	<li><span class="job-description2 job-info">Perform a review of the ongoing performance monitoring of the trading algorithms</span></li>
	<li><span class="job-description2 job-info">Validate the mathematical model used by the trading strategy</span></li>
	<li><span class="job-description2 job-info">Deliver high-quality validation reports, highlighting risks and limitations of the model for the intended usage</span></li>
</ul>

<p>&nbsp;</p>

<p><span class="job-description2 job-info"><b>Requirements:</b></span></p>

<ul>
	<li><span class="job-description2 job-info">Minimum Master&rsquo;s degree in a Quantitative background (statistics, machine learning, quantitative finance, financial mathematics, econometrics, physics, mathematics or other quantitative field).</span></li>
	<li><span class="job-description2 job-info">Strong knowledge of at least one of the following programming languages &ndash; Python or R. Knowledge of languages as C++, Java, C# or Julia would be an asset</span></li>
	<li><span class="job-description2 job-info">Ability to clearly and concisely formulate findings in a written form</span></li>
	<li><span class="job-description2 job-info">Good communication skills and able to explain technical details clearly</span></li>
	<li><span class="job-description2 job-info">Team player able to work with colleagues collaboratively and stakeholders across multiple jurisdictions globally</span></li>
	<li><span class="job-description2 job-info">Ability to work independently with strong work ethic in a challenging and emerging area for model validation</span></li>
	<li><span class="job-description2 job-info">Knowledge of financial markets and products in FX, Equities, Credit, Commodities or Rates would be preferable</span></li>
	<li><span class="job-description2 job-info">Previous experience in Algo-trading, from a quant development, trading, risk or model validation perspective would be advantageous but not required</span></li>
</ul>

<p>&nbsp;</p>

<div>
<div>
<div>
<div>
<div>
<div>
<div>
<div>
<p><span class="job-description2 job-info"><b>What would you get in return:</b></span></p>

<ul>
	<li><span class="job-description2 job-info">A unique opportunity to learn how algo-trading models are developed and validated in a Tier one Global Investment Bank</span></li>
	<li><span class="job-description2 job-info">Cooperation with a high-quality team in a challenging area of the financial industry with one of the world&#39;s leading companies</span></li>
	<li><span class="job-description2 job-info">Centrally located, state-of-the-art workplace, which boosts productivity and provides the employees with areas designed specifically for team building and relax</span></li>
	<li><span class="job-description2 job-info">Access to the latest technologies and tools</span></li>
	<li><span class="job-description2 job-info">Exposure to a wide range of internal stakeholders as well as to senior management</span></li>
	<li><span class="job-description2 job-info">International working environment</span></li>
	<li><span class="job-description2 job-info">The package of trainings</span></li>
	<li><span class="job-description2 job-info">Flexibility in working hours</span></li>
	<li><span class="job-description2 job-info">Attractive conditions of employment and benefit&nbsp;</span></li>
</ul>
</div>
</div>
</div>
</div>
</div>
</div>
</div>
</div>
</section>

<div class="apply">
    <a href="https://www.careersinpoland.com/api/oferta-pracy/494281/aplikuj" rel="applybtn" target="_blank"><img src="/media/employers/5d8b15179e519554383684bb/templates/apply_citi.png" /></a>
</div>
</div>
</div>
<div class="clause">Please be informed that we will contact selected candidates only.<br />
<br />
Citi and Citi Handlowy are registered trademark of Citigroup Inc., used under license. Citigroup Inc. and its subsidiaries are also entitled to rights to certain other trademarks contained herein.<br />
<br />
<a class="link-black" href=" http://www.citibank.pl/poland/homepage/polish/index.htm " rel="nofollow" style="font-size: 9pt;" target="_blank"> www.citihandlowy.pl </a><br />
Bank Handlowy w Waszawie S.A 
<div style="float: right;margin-top: -17px; margin-right: 20px;"><a class="link-black" href=" http://www.citibankeurope.pl " rel="nofollow" style="font-size:9pt;" target="_blank"> www.citibankeurope.pl </a><br />
Citibank Europe PLC</div>
</div>
</div>