Citi Group Quantitative Analyst Hybrid 

Poland, Masovian Voivodeship, Warsaw 

362207436

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.

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• 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

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• 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

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

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