Senior Model Developer - Vp jobs at Citi Group in Poland, Warsaw
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Poland
Warsaw
162 jobs found
22.09.2024
CG
Citi Group Senior Model Developer - VP Poland, Masovian Voivodeship, Warsaw
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...
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...
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)...
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...
Develops, enhances, and validates the methods of measuring and analyzing risk, for models from pricing and algorithmic trading areas. Also, may develop, validate and strategize uses of market risk models....
Promoting interconnectivity across teams: liaising with multiple stakeholders e.g. Enterprise Risk, Internal Audit, Compliance, Regulatory Affairs, Controls & Governance teams, 1st Line of Defence (LoD) teams to support BIR groups...
Receives requests from feed providers and market risk managers for risk integration User Acceptance Testing ( UAT ) projects. Solicits standard requirements document, verifies validity, creates project JIRA and entry...
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...
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