Hybrid Credit Risk Model Developer II

The expected salary for this position: 7100 - 28 000 PLN gross.The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.We are looking for you if:You are passionate about quantitative risk modelling, have 3+ years of experience and want to shape the future of credit risk...

ALTEN ищет инженера по разработке на C/C++ в Варшаве (Польша) для работы в глобальной IT и инженерной компании. В вакансии подчеркивается участие в проектировании, разработке и поддержке микросервисов,...

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...

Citi is seeking a Credit Risk Model Overlays Officer in Warsaw to support the Model Sponsorship function of the Wholesale Credit Solutions group. You will analyze model outputs, implement overlays, and document assumptions to maintain risk controls. You will also prepare executive materials and governance-ready documentation.The role requires 6+ years in...

ACE Quant Development Team is a group within Citi's Financial, Market & Credit Risk Technology group, responsible for developing the analytical models which are used for derivatives credit risk and exposure calculations Firm‑wide. The team's primary focus is the development, testing, deployment, and maintenance of the production derivatives credit risk...

Citibank (Switzerland) AG is seeking a Counterparty Credit Risk Senior Application Developer to join the ACE Quant Development Team in Citi's risk technology group. You will interface with Quant and Front Office teams to integrate pricing model enhancements within the ACE application.The role covers development, testing, deployment, and maintenance of the...

## Stress Testing and Model Risk ExpertApply: Hybrid: Warsaw Poland: Full time: Posted Today: 26999803As a Stress Testing and Model Risk Expert, you will coordinate services regarding execution preparation and reporting of the stress risk models across Citi, giving senior stakeholders and regulators confidence in the numbers that guide major...

Responsibilities:Coordinate preparation, execution and reporting of stress risk models across Citi, supporting ICAAP and regulatory stress tests.Assess wholesale credit risk stress loss and capital models, assumptions, implementation and macroeconomic drivers.Review macroeconomic scenarios against portfolio characteristics, methodologies and regulatory...

You'll be responsible for driving profitable customer growth while managing credit, fraud, and operational risk — keeping business performance and customer experience in balance.The role sits across risk, credit, and operations, with regular collaboration with colleagues in Australia and other international markets.You'll have real input into decisions,...