Quantitative Analyst
3 tygodni temu
QRL (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 group of professionals with backgrounds in Physics, Engineering and Computer Science. You will work alongside experienced colleagues to further develop your analytical and quantitative skills. You will build skills in building products from the ground up for solving real life problems and develop a career as a risk model expert.
Responsibilities:
Implement models for credit risk and stress testing using sound numerical and computational techniques
Develop methodologies, algorithms and diagnostic tools for testing model implementation stability and performance.
Present the model, technology platform and tools to business risk managers, clients, and partners, and engage them in analysis and interpretation of results, incorporating their feedback as appropriate into the implementations
Perform reliability analysis and quality control of modeling data and model results.
Develop and maintain technical documentation for economic variable forecasting methodologies and applications; including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls.
Participate in discussions with model validation, internal and external audits and regulatory reviews.
Qualifications:
Solid programming skills and experience modeling techniques and numerical implementations. Fluency in Python, Linux, Numerical libraries and data processing experience.
Experience in numerical and quantitative methods.
Keen understanding of data reliability analysis and measuring data quality.
Interest in developing a career in finance, financial experience is not a requirement.
Ability to think independently and creatively, with sound problem-solving skills, and communicate complex ideas clearly
Experience of one or more of the following is an advantage but not essential: derivative pricing and exotic products; risk management practices and procedures; numerical methods; Monte Carlo simulations; statistical hypotheses testing; banking-book products, risk analytics for wholesale stress testing for credit portfolios, credit risk modeling and risk management or related areas.
Strong interpersonal skills and the ability to foster a collaborative environment
Organized, disciplined and detail oriented with sound problem-solving skills, and the ability to think creatively.
Education:
Advanced degree in quantitative field such as Mathematics, Statistics, Physics, Financial Engineering, Economics
2-5 year's relevant experience, fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second Master’s degree, CFA
Benefits:
By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:
Private Medical Care Program
Life Insurance Program
Pension Plan contribution (PPE Program)
Employee Assistance Program
Paid Parental Leave Program (maternity and paternity leave)
Sport Card
Holidays Allowance
Sport and team recreation activities
Special offers and discounts for employees
Access to an array of learning and development resources
A discretional annual performance related bonus
A chance to make a difference with various affinity networks and charity initiatives
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.
#LI-AV1
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Job Family Group:
Risk Management------------------------------------------------------
Job Family:
Risk Analytics, Modeling, and Validation------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. 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 .
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