from Ukraine
See my story
from Portugal
See my story
from Colombia
See my story
from Italy
See my story
from Mexico
See my story
from Denmark
See my story
beign your career journey with accenture

Citi & Citi Handlowy
Citi & Citi Handlowy
location iconLocations: Warszawa
level iconLevel: specialist
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.
Quantitative Analyst - Risk Models
Work place: Warszawa

We are looking for a quantitative analyst with a strong analytical background with a quantitative degree to join our team in the Model Risk Management group.

The analyst will be responsible for a comprehensive assessment of models used within Citi. Our validations cover the technical assessment of adequacy of the modeling data and assumptions, conceptual soundness and mathematical formulation, model performance, as well as the functional assessment of using the model for regulatory and business applications.

This position is a unique opportunity to learn how models are developed and validated in an organization such as Citi, which has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions.

Model Risk Management group is currently looking for a person who will support the validation of risk models, including, but not limited to, market and counterparty risk, economic risk capital and margin models.

Job responsibilities:

  • Perform conceptual and quantitative work to challenge models, in order to assess their accuracy and robustness
  • Implement variety of tests aimed to examine model’s behavior under different scenarios and market conditions
  • Close collaboration with senior personnel in delivering high-quality validation reports and highlighting risks and limitations of the models
  • Being up-to-date with newest modeling techniques used in the industry and academic research

Desired skills:

  • Quantitative background (e.g. mathematics, physics, statistics) with sound knowledge of stochastic calculus, statistics and Monte Carlo simulations
  • Professional experience in either validation, model development, market risk or counterparty credit risk would be highly advantageous
  • Programming skills: Python/R/C++ (at least one of them on an advanced level)
  • Knowledge of financial markets and products would be an asset
  • Strong communication skills both verbal and written

We offer:

  • Opportunity to work on variety of risk models and to develop and expand your knowledge in quantitative analysis field
  • Cooperation with a high-quality team in a challenging area of the financial industry with one of the world's leading companies
  • Centrally located, state-of-the-art workplace, which boosts productivity and provides the employees with areas designed specifically for team building and relax
  • Access to the latest technologies and tools
  • Exposure to a wide range of internal stakeholders as well as to senior management
  • Package of trainings
  • Flexibility in working hours
  • International working environment
  • Attractive conditions of employment and benefit
Please be informed that we will contact selected candidates only.

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.
Bank Handlowy w Waszawie S.A

This job is no longer available

Recruitment process for this position has ended.

Jobs that may interest you:

Business Planning Analyst
KYC Analyst


  • iconAnalytics & Reporting
  • iconWarszawa, mazowieckie

Company profile

  • About us
  • Job offers (206)
  • Recruitment process

Do you want to be always up to date?

Create job alert and start getting similar offers directly to your mailbox!