Quantitative Risk Analyst
4 tygodni temu
Are you looking for a challenging role that will put your analytical skills to the test? Citi's Counterparty Credit Risk Quantitative Analysis team in Warsaw is seeking a talented individual to join their team.
The team is responsible for developing and maintaining 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.
As a Counterparty Credit Risk Specialist, you will contribute to the development of counterparty credit risk models and their analytical library. You will perform rigorous model testing, including back-testing and other testing involved in the model development process.
You will also develop methodologies, algorithms, and diagnostic tools for testing model implementation stability and performance. Additionally, you will support regulatory capital model approvals and related risk management processes.
The ideal candidate will have a strong background in analytical critical thinking, excellent Python and C++ programming skills, and junior experience as a quant in the financial industry. A Master's or Ph.D. in a quantitative field is also required.
Citi offers a competitive base salary, annual reviews, and a range of benefits, including private medical care, life insurance, and a pension plan contribution. You will also have access to an array of learning and development resources and a discretionary annual performance-related bonus.
At Citi, we are committed to creating an inclusive workplace 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.
-
Quantitative Risk Analyst
3 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAre you looking for a challenging role that will put your analytical skills to the test? As a Quantitative Risk Analyst at 11101 Citibank Europe plc Poland, you will be responsible for developing and maintaining methodologies to calculate counterparty credit risk exposures for derivatives products.The Counterparty Credit Risk Quantitative Analysis team is a...
-
Quantitative Risk Analyst
3 tygodni temu
Warszawa, Mazovia, Polska Goldman Sachs Pełny etatRisk Management RoleGoldman Sachs is seeking a skilled Quantitative Risk Analyst to join our Risk Engineering team. As a key member of our team, you will be responsible for designing, implementing, and maintaining quantitative measures used in the Counterparty Credit Risk area.ResponsibilitiesDevelop and maintain complex models using proprietary object...
-
Quantitative Analyst
2 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatKey Responsibilities:We are seeking a highly skilled Quantitative Analyst to join our team at ING. As a Quantitative Analyst, you will be responsible for leading quantitative analysis, contributing to project planning, and improving model methodology.Requirements:Academic degree in econometrics, quantitative methods, statistics, mathematics, physics, or a...
-
Quantitative Model Risk Analyst
3 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatAre you looking to advance your career in Model Risk Management? We are seeking a skilled Quantitative Model Risk Analyst to join our team at ING.We are looking for a highly motivated and detail-oriented individual with a strong background in quantitative finance and risk management. As a Quantitative Model Risk Analyst, you will be responsible for...
-
Quantitative Model Risk Analyst
3 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatAbout the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our team in Warsaw.As a Quantitative Model Risk Analyst, you will be responsible for validating market risk, counterparty credit risk, and valuation models for trading books used by ING Group worldwide.Our core mandate is to ensure that models are fit for their designated...
-
Senior Risk Quantitative Analyst
16 godzin temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAbout DARTDART is the leading risk modeling and data analytics team in Citi, offering a unique opportunity to work on challenging projects and develop your skills in a fast-paced environment.We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi, ensuring that the bank has adequate capital during crisis....
-
Quantitative Risk Analyst for Credit Risk Economic Capital
3 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatJob Requirements:We are seeking a highly skilled Quantitative Risk Analyst to join our team at ING. The ideal candidate will have a strong academic background in a quantitative field, with a sound knowledge of statistical inference and econometric methods. Proficiency in programming languages such as SAS, R, or Python is essential, as well as experience with...
-
Quantitative Risk Analyst
3 tygodni temu
Warszawa, Mazovia, Polska Goldman Sachs Pełny etatRisk Management ExpertiseAt Goldman Sachs, we are seeking a highly skilled Quantitative Modeller to join our Risk division. This team is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.The successful candidate will work closely with our Risk Engineering team, providing robust...
-
Quantitative Analyst
4 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatKey Responsibilities:We are seeking a highly skilled Quantitative Analyst to join our team at ING. As a Quantitative Analyst, you will be responsible for leading quantitative analysis, contributing to project planning, and improving model methodology.Requirements:An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics,...
-
Quantitative Risk Modeler
2 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAbout the Role:Citibank Europe plc Poland is seeking a highly skilled Risk Quantitative Analyst to join our team. As a key member of our risk modeling and data analytics team, you will play a critical role in calculating risk for our largest portfolios.About the Team:You will work alongside experienced colleagues to develop your analytical and quantitative...
-
Quantitative Risk Analyst
4 tygodni temu
Warszawa, Mazovia, Polska Goldman Sachs Pełny etatRisk Engineering RoleThe Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Risk Engineering, 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
4 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatJob DescriptionWe are seeking a highly skilled Quantitative Analyst to join our team in Warsaw. As a key member of our Trading Risk Model Validation Tribe, you will be responsible for validating market risk, counterparty credit risk, and valuation models for trading books used by ING Group worldwide.Key ResponsibilitiesPerform validation of pricing models,...
-
Quantitative Risk Analyst
4 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAbout DART:DART is a leading risk modeling and data analytics team at Citibank Europe plc Poland. We use mathematical modeling and cutting-edge technologies to calculate risk for the bank's largest portfolios. Our team communicates risk to senior stakeholders through visualizations and dashboards, ensuring the bank has adequate capital during crisis.About...
-
Quantitative Model Risk Analyst
4 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Trading Risk Model Validation Tribe in Warsaw. As a key member of our team, you will be responsible for validating market risk, counterparty credit risk, and valuation models for trading books used by ING Group worldwide.Key responsibilities include:Performing validation of pricing...
-
Quantitative Risk Analyst
1 tydzień temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatCiti Solutions Center Poland seeks a skilled Quantitative Developer to implement risk models ensuring the bank's lending portfolios have adequate capital during crisis. You will work alongside experienced colleagues to further develop your analytical and quantitative skills, building skills in building products from the ground up for solving real-life...
-
Quantitative Analyst, Treasury Quantitative Strategist
4 tygodni temu
Warszawa, Mazovia, Polska Point72 Pełny etatJob SummaryWe are seeking a highly skilled Quantitative Analyst to join our Treasury Analytics team. As a key member of our team, you will be responsible for developing and implementing quantitative models to improve optimization capabilities.Key ResponsibilitiesDevelop and maintain quantitative models for the Treasury function, including cash management,...
-
Quantitative Analyst
4 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatAbout the RoleWe are seeking a highly skilled Quantitative Analyst to join our Trading Risk Model Validation Tribe in Warsaw. As a key member of our team, you will be responsible for validating market risk, counterparty credit risk, and valuation models for trading books used by ING Group worldwide.Key ResponsibilitiesPerform validation of pricing models,...
-
Quantitative Risk Analyst
4 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAre you looking for a challenging role that will allow you to apply your analytical skills in a global financial institution? Then consider a position in Citi's Counterparty Credit Risk Quantitative Analysis team in Warsaw.By joining Citi, you will become part of a global organization that provides financial services to clients worldwide. Our mission is to...
-
Quantitative Risk Analyst
3 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatRisk Analytics Products (RAP) at 11101 Citibank Europe plc Poland is responsible for implementing risk models to ensure 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 calculate risk on some of the largest portfolios...
-
Senior Market Risk Quantitative Analyst
5 dni temu
Warszawa, Mazovia, Polska ING Pełny etatWe are looking for a highly skilled and experienced Senior Market Risk Quantitative Analyst to join our team in Amsterdam or Warsaw. As a key member of the ALM Model Validation Tribe, you will be responsible for validating IRRBB & ALM models used by ING in 40 countries worldwide.ResponsibilitiesConduct thorough analysis of market risk models in the banking...