Quant Modeling Associate jobs at Citi Group in Poland, Warsaw
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Company (1)
Job type
Job categories
Job title (1)
Poland
Warsaw
5 jobs found
31.03.2025
CG
Citi Group Director Department Risk Modeling Monitoring Reporting Poland, Masovian Voivodeship, Warsaw
Conducts projects to develop stress test models for regulatory reporting purposes;. Performs stress tests and analyzes their results;. Develops and maintains scoring models and other tools supporting credit portfolio management;....
Prepare detailed quantitative modelling and analysis for market risk managers and senior management. Synthesise and communicate complex risk models and results. Conduct statistical analysis, quantitative modelling, and model risk controls....
Research, develop, and maintain wholesale credit loss models used for regulatory stress testing and credit loss reserves, including CCAR/DFAST stress testing, CECL credit reserves, and internal stress testing. Implement models...
Prepare detailed quantitative modeling and analysis for risk managers and senior management. Synthesize and communicate complex risk models and results. Conduct statistical analysis, quantitative modeling, and model risk controls. Work...
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)...
Conducts projects to develop stress test models for regulatory reporting purposes;. Performs stress tests and analyzes their results;. Develops and maintains scoring models and other tools supporting credit portfolio management;....
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