Quantitative Analyst
6 miesięcy temu
Are 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 clients by responsibly providing financial services that enable growth and economic progress.
Team/Role Overview:
The Counterparty Credit Risk Quantitative Analysis is a team within the Citi Markets Quantitative Analysis (MQA) department, responsible for developing and maintaining the methodologies to calculate counterparty credit risk exposures for derivatives products. These models are used for advanced Basel regulatory capital calculations and internal risk management measures.
Key Responsibilities :
Contribute to counterparty credit risk models and their analytical library
Perform rigorous model testing, including back-testing and other testing involved in the model development process
Develop methodologies, algorithms and diagnostic tools for testing model implementation stability and performance
Support for regulatory capital model approvals and related risk management processes
Build-up of expertise in counterparty credit risk models and relationships with internal risk management and other functions
What we’ll need from you:
A background demonstrating strong analytical critical thinking ability
Implementation work will require excellent Python and C++ programming skills
Junior experience as a quant in the financial industry
MSc/PhD in a quantitative field
Solid ability to apply mathematical, financial and statistical theory in practice
Excellent communication skills, both oral and written
Strong motivation and desire to learn
Development Value :
In-depth knowledge for all counterparty credit risk models and trading book products will provide significant business and personal development opportunities
Gain extensive product/structure knowledge across asset classes
Gain deep understand on industry regulatory requirements
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.
Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.
#LI-KK1
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Job Family Group:
Institutional Trading------------------------------------------------------
Job Family:
Quantitative Analysis------------------------------------------------------
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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