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Data Scientist - Ifrs9 Model Developer jobs at Citi Group in Poland, Warsaw
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Poland
Warsaw
16 jobs found
27.06.2024
CG
Citi Group Data Scientist - IFRS9 Model Developer Poland, Masovian Voivodeship, Warsaw
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Research, develop, and maintainIFRS9 wholesale expected credit lossand related models used for settingreserves for Citi and its subsidiaries. Work tokeep Citi’s Wholesale IFRS 9 models in line with international standards...
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23.06.2024
CG
Citi Group Senior Model Developer Poland, Masovian Voivodeship, Warsaw
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Work with colleagues in Risk Management to understand the drivers of losses and the business context to improve the design of the analytics. Develop stress loss models for operational risk...
24.06.2024
CG
Citi Group Stress Testing Model Developer Poland, Masovian Voivodeship, Warsaw
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Ensure thatall models developed by the team are compliant with the Citi Model Risk Management Policy and thatallsubsequentlifecycle activities(e.g.limitation remediation and ongoing performance analysis) arecompletedwithin timelines setupbyCiti Model Validation team....
24.06.2024
CG
Citi Group Senior Model Quant Poland, Masovian Voivodeship, Warsaw
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Ensure that all models developed by the team are compliant with the Citi Model Risk Management Policy and that all subsequent lifecycle activities (e.g. limitation remediation and ongoing performance analysis)...
23.06.2024
CG
Citi Group Model Validator - Risk models Poland, Masovian Voivodeship, Warsaw
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5+ years of relevant experience. Knowledge of financial instruments, simulation and pricing methodologies, risk estimation and regulatory requirements. Sound knowledge of stochastic calculus, numerical methods and statistics. Strong communication skills...
23.06.2024
CG
Citi Group Stress Testing Model Risk Expert Poland, Masovian Voivodeship, Warsaw
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Providing quantitative tools and analysis and designing appropriate management summaries to support Risk Management in their interpretation of scenario impacts and model results. Ensuring that all models supported by the...
24.06.2024
CG
Citi Group Stress Testing Model Risk Expert Poland, Masovian Voivodeship, Warsaw
Share
Description:Full job details
Providing quantitative tools and analysis and designing appropriate management summaries to support Risk Management in their interpretation of scenario impacts and model results. Ensuring that all models supported by the...
Share
Description:Full job details
Research, develop, and maintainIFRS9 wholesale expected credit lossand related models used for settingreserves for Citi and its subsidiaries. Work tokeep Citi’s Wholesale IFRS 9 models in line with international standards...
These jobs might be a good fit
Find your dream job in the high tech industry with Expoint. With our platform you can easily search for Data Scientist - Ifrs9 Model Developer opportunities at Citi Group in Poland, Warsaw. Whether you're seeking a new challenge or looking to work with a specific organization in a specific role, Expoint makes it easy to find your perfect job match. Connect with top companies in your desired area and advance your career in the high tech field. Sign up today and take the next step in your career journey with Expoint.