Citi Group Quantitative Developer - Risk 

Poland, Masovian Voivodeship, Warsaw 

561914845

RAP (Risk Analytics Products) implements risk models to ensure that the bank’s lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios in Citi.

We are a diverse group of professionals with backgrounds in Physics, Engineering and Computer Science. You will work alongside experienced colleagues to further develop your analytical and quantitative skills. You will build skills in building products from the ground up for solving real life problems and develop a career as a risk model expert.

Key Responsibilities:

• Implement models using sound numerical and computational techniques

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

• Engage business risk managers, clients, and other partners to present the model, technology platform and tools.

• Participant in the analysis and interpretation of model results, incorporate partners’ feedback as appropriate into the implementations.

Qualifications:

• Ph.D or a Master’s degree in quantitative field e.g. physics, engineering, mathematics, statistics, etc.

• Solid programming skills and experience modeling techniques and numerical implementations.

• Fluency in Python, Linux, Numerical libraries and data processing experience.

• Experience in numerical and quantitative methods, monte carlo simulations and analyzing large and complex data sets.

• Interest in developing a career in finance, financial experience is not a requirement.

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

Time Type:

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