Quantitative Risk Modeler

1 tydzień temu


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

About 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 skills. Your responsibilities will include building models and analytical applications to tackle real-world challenges in risk management.

Key Responsibilities:

  • Develop and maintain complex risk models and analytical applications.
  • Communicate risk models and results to senior stakeholders.
  • Conduct statistical analysis and model risk controls.
  • Work with risk managers and businesses 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.
  • Knowledge of finance, markets, and risk management.
  • Understanding of probabilities and probability distributions.
  • Proficient in Python, Unix/Linux environment, or other programming languages.

What We Offer:

  • Opportunity to work in a challenging area of the financial industry with one of the world's leading companies.
  • Collaboration with a high-quality, international, multicultural team.
  • Flexible working hours and home office options.
  • An attractive benefits package and pension plan.

Job Family: Risk Management
Job Family Group: Risk Management
Time Type: Full time


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