Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your modelling, problem solving and programming skills to Citi’s Counterparty Credit Risk Quantitative Analysis team in Warsaw.

By Joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview:

The Counterparty Credit Risk Quantitative Analysis is a team within the Citi Markets Quantitative Analysis (MQA) department, responsible for developing and maintaining the 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.

Key Responsibilities:

• Contribute to counterparty credit risk models and their analytical library

• Perform rigorous model testing, including back-testing and other testing involved in the model development process

• Develop methodologies, algorithms and diagnostic tools for testing model implementation stability and performance

• Support for regulatory capital model approvals and related risk management processes

• Build-up of expertise in counterparty credit risk models and relationships with internal risk management and other functions

What we’ll need from you:

• A background demonstrating strong analytical critical thinking ability

• Implementation work will require excellent Python and C++ programming skills

• Junior experience as a quant in the financial industry

• Master/PhD in a quantitative field

• Solid ability to apply mathematical, financial and statistical theory in practice

• Excellent communication skills, both oral and written

• Strong motivation and desire to learn

Development Value:

• In-depth knowledge for all counterparty credit risk models and trading book products will provide significant business and personal development opportunities

• Gain extensive product/structure knowledge across asset classes

• Gain deep understand on industry regulatory requirements

By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:

• Private Medical Care Program

• Life Insurance Program

• Pension Plan contribution (PPE Program)

• Employee Assistance Program

• Paid Parental Leave Program (maternity and paternity leave)

• Sport Card

• Holidays Allowance

• Sport and team recreation activities

• Special offers and discounts for employees

• Access to an array of learning and development resources

• A discretional annual performance related bonus

• A chance to make a difference with various affinity networks and charity initiatives

Alongside these benefits Citi is committed to ensuring our workplace is 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.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

#LI-KK1

------------------------------------------------------

Job Family Group:

Institutional Trading

------------------------------------------------------

Job Family:

Quantitative Analysis

------------------------------------------------------

Time Type:

Full time

------------------------------------------------------

Citi 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.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View the "EEO is the Law" poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the Pay Transparency Posting