Risk Quantitative Analyst

24 godzin temu

Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etat

About 11101 Citibank Europe plc Poland:

11101 Citibank Europe plc Poland is a leading financial institution with a strong presence in the global market. Our risk modeling and data analytics team, DART, plays a crucial role in calculating risk for our largest portfolios.

About People in DART:

We are a diverse group of professionals with backgrounds in physics, engineering, finance, economics, and data science. As a Risk Quantitative Analyst, you will work alongside experienced colleagues to further develop your analytical and quantitative skills.

Key Responsibilities:

  • Prepare detailed quantitative modeling and analysis for risk managers and senior management.
  • Synthesize and communicate complex risk models and results.
  • Conduct statistical analysis, quantitative modeling, and model risk controls.
  • Work with risk managers, businesses, and tech to design and build models for risk capture and stress testing.

Qualifications:

  • Master's degree in a quantitative or technical discipline such as Mathematics, Physics, computer science, or quantitative finance. PhD is a plus, but not required.
  • Knowledge of, or interest, in finance, markets, risk management.
  • Understanding of probabilities and of probability distributions.
  • Prior experience not required.
  • Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems.
  • Communication skills so as to present involved models to stakeholders in layman's terms. Capacity to document modeling techniques, statistical tests and statistical analyses.
  • Proficient in Python, Unix/Linux environment, or other programming language. Database experience is a plus.

We Offer:

  • Work in a challenging area of the financial industry with a leading company with exposure to a 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

11101 Citibank Europe plc Poland 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.

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