![Citi](https://media.trabajo.org/img/noimg.jpg)
Quantitative Risk Analyst
1 miesiąc temu
Counterparty Risk Analytics (CRA) team is looking for a Quantitative Risk Analyst to join their Warsaw based Team.
Team:
The Counterparty Risk Analytics (CRA) team is responsible for developing and maintaining the methodologies to calculate counterparty credit risk exposures of OTC derivatives, exchanged-traded derivatives, security financing transactions, and margined loans. The models are used for advanced Basel regulatory capital calculations, CCAR/Internal Capital Adequacy Assessment Process (ICAAP) estimations, and internal risk management measures (PFE/EPE).
Responsibilities:
Qualification:
Experience: 2+ year experience as a quantitative analyst or risk analyst in the financial industry; Advanced programming skills in Python are essential; Knowledge of counterparty risk is a strong plus Excellent mathematical skills; Good verbal and written communication is very important.We offer:
Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls Cooperation with a high quality, international, multicultural and global team Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success Management supporting balanced and agile work (flexible working hours, home office) Attractive benefits package (Benefit System, medical care, pension plan etc.) A chance to make a difference with various affinity networks and charity initiatives------------------------------------------------------
Job Family Group:
Risk Management------------------------------------------------------
Job Family:
Risk Analytics, Modeling, and Validation------------------------------------------------------
Time Type:
Full time------------------------------------------------------
-
Quantitative Risk Analyst
4 tygodni temu
Warsaw, Polska Nordea Bank Pełny etatJob ID: 24308 We are looking for a quantitative analyst to our dynamic team in Collective Impairment Models. The job provides an exciting mix of challenges, where different areas of knowledge and skills shall be employed: working with big data, creating expected credit loss framework, develop credit risk models, analyzing economic behavior,...
-
Quantitative Risk Analyst
1 miesiąc temu
Warsaw, Polska Nordea Bank Pełny etatJob ID: 24308 We are looking for a quantitative analyst to our dynamic team in Collective Impairment Models. The job provides an exciting mix of challenges, where different areas of knowledge and skills shall be employed: working with big data, creating expected credit loss framework, develop credit risk models, analyzing economic behavior,...
-
Senior Quantitative Risk Model Analyst
1 miesiąc temu
Warsaw, Polska Citi Pełny etatThe Market and Counterparty Credit Risk Analytics team is looking for a Senior Quantitative Risk Model Analyst to join their Warsaw based Team. Team: The group is responsible for developing and maintaining the methodologies to calculate counterparty credit risk exposures of OTC derivatives, exchanged-traded derivatives, security financing transactions,...
-
Senior Quantitative Risk Model Analyst
4 tygodni temu
Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etatThe Market and Counterparty Credit Risk Analytics team is looking for a Senior Quantitative Risk Model Analyst to join their Warsaw based Team. Team: The group is responsible for developing and maintaining the methodologies to calculate counterparty credit risk exposures of OTC derivatives, exchanged-traded derivatives, security financing transactions,...
-
Senior Quantitative Risk Model Analyst
1 miesiąc temu
Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etatThe Market and Counterparty Credit Risk Analytics team is looking for a Senior Quantitative Risk Model Analyst to join their Warsaw based Team. Team: The group is responsible for developing and maintaining the methodologies to calculate counterparty credit risk exposures of OTC derivatives, exchanged-traded derivatives, security financing transactions,...
-
Risk Quantitative Analyst
4 tygodni temu
Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etatAbout DART: DART is the leading risk modelling and data analytics team in Citi. We use mathematical modelling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis. ...
-
Risk Quantitative Analyst
2 tygodni temu
Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etatAbout DART: DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis. ...
-
Quantitative Analyst
3 tygodni temu
Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etatQRL (Quant Risk Libraries) implements risk models to ensure that the bank’s lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios in Citi. We are a diverse...
-
Quantitative Analyst
1 miesiąc temu
Warsaw, Polska Citi Pełny etatAbout DART: DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis. ...
-
Quantitative Analyst
1 miesiąc temu
Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etatAbout DART: DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis. ...
-
Quantitative Analyst
4 tygodni temu
Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etatAbout DART: DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis. ...
-
Quantitative Modeller
3 dni temu
Warsaw, Polska Goldman Sachs Pełny etatJOB DESCRIPTION RISK ENGINEERING The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust...
-
Climate Risk Senior Quantitative Analyst
4 dni temu
Warsaw, Polska Nordea Bank Pełny etatJob ID: 24731 We are looking for a Senior Quantitative Analyst to join a high performing unit that is recognized for its professionalism, competence, and capacity. The job provides a chance to work with highly skilled professionals on an exciting mix of tasks pertaining to the implementation of ESG risk drivers across the risk management framework of...
-
Quantitative Developer
4 dni temu
Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etatRAP (Risk Analytics Products) implements risk models to ensure that the bank’s lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios in Citi. We are a...
-
Quantitative Modeller – Risk Engineering – Associate – Warsaw
2 miesięcy temu
Warsaw, Polska Goldman Sachs Pełny etatRISK ENGINEERING The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven...
-
Warsaw, Polska Goldman Sachs Pełny etatRISK ENGINEERING The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven...
-
Quantitative Analyst
1 tydzień temu
Warsaw, Polska 11101 Citibank Europe plc Poland Pełny etatAre you looking for a career move that will put you at the heart of a global financial institution? Then bring your modelling, problem solving and programming skills to Citi’s Counterparty Credit Risk Quantitative Analysis team in Warsaw. By Joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our...
-
Junior Quantitative Analyst
1 miesiąc temu
Warsaw, Polska ING Pełny etatAre you looking forward to kickstart your career in Model Risk Management? Then we have good news… we are hiring into the new team that is being established in Warsaw! We hire smart people like you for your potential. Our biggest expectation is that you'll stay curious and have “take it on and make it happen” mindset. Keep learning. Take on...
-
Junior Quantitative Analyst
1 miesiąc temu
Warsaw, Polska ING Pełny etatAre you looking forward to kickstart your career in Model Risk Management? Then we have good news… we are hiring into the new team that is being established in Warsaw! We hire smart people like you for your potential. Our biggest expectation is that you'll stay curious and have “take it on and make it happen” mindset. Keep learning. Take on...
-
Junior Quantitative Analyst
4 tygodni temu
Warsaw, Polska ING Pełny etatAre you looking forward to kickstart your career in Model Risk Management? Then we have good news… we are hiring into the new team that is being established in Warsaw! We hire smart people like you for your potential. Our biggest expectation is that you'll stay curious and have “take it on and make it happen” mindset. Keep learning. Take on...