Quantitative Risk Modeling Expert

4 dni temu

Warszawa, Mazovia, Polska 00002 Citibank, N.A. Pełny etat

About 00002 Citibank, N.A.:

Citi is a leading global bank with a strong presence in risk management and data analytics. We leverage mathematical modeling and the latest technologies to calculate risk for our largest portfolios.

Job Overview:

This role will involve working with colleagues in Risk Management to understand drivers of losses and improve design of analytics. You will develop stress loss models for operational risk models, including regulatory capital models and CCAR models.

Key Responsibilities:

  • Collaborate with Risk Management to enhance analytics and model development.
  • Develop and maintain clear documentation for methodologies and applications.
  • Support implementation of analytical tools by reporting functions and migration of models to production environment.
  • Actively participate in analysis and interpretation of results, incorporating feedback into models and metrics.
  • Provide timely and accurate response to business, management and regulators.

Required Skills and Qualifications:

  • Masters (PhD preferred) in quantitative discipline such as statistics, economics, math or other sciences and engineering.
  • Operational risk experience is helpful but not required.
  • 1-3+ years of financial experience.
  • An interest and ability to learn business, regulatory and risk management context.
  • Extensive experience with statistical analysis, modeling techniques and numerical implementations.
  • Programming skills are required. Matlab, SAS, and R are helpful but prior experience in them is not required.
  • Excellent written and verbal communication skills.

Benefits:

  • Work in a challenging area of the financial industry with one of the world's leading companies.
  • Cooperation with high quality, international, multicultural and global team.
  • Attractive benefits package.

Estimated Salary:$120,000 - $180,000 per year, depending on qualifications and experience.

Career Opportunities:

This role offers a chance to make a difference in the field of risk management and data analytics. If you have a passion for numbers and problem-solving, this could be an exciting opportunity for you.

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