Citi Group Risk Quantitative Analyst 

Poland, Masovian Voivodeship, Warsaw 

909772624

About People in DART:

We are a diverse group of professionals with backgrounds in physics, engineering, finance, economics, and data science. You will work alongside experienced colleagues to further develop your analytical and quantitative skills. Your responsibilities will include building models and analytical applications to tackle real-world challenges, paving the way for a career as a risk management expert and leader.

Key Responsibilities for the Role:

• Prepare detailed quantitative modeling and analysis for risk managers and senior management.
• Synthesize and communicate complex risk models and results.
• Conduct statistical analysis, quantitative modelling, and model risk controls.
• Work with Risk Managers, businesses, and tech to design and build models for risk capture and stress testing.
• Research, support, enhance and maintain market risk models; design and develop in-house software for quantitative analysis.
• Develop methodology for quantitative analysis required on various work streams for “Fundamental Review of the Trading Book (FRTB)” implementation within the bank.

Qualifications:

• Educated to postgraduate level, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, and financial engineering).
• PhD or equivalent degree is preferred, but not necessary.
• Knowledge of or interest in finance, markets, risk management. Prior experience not required.
• Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems.
• Excellent oral and written communication, strong project management skills and ability to confidently interact with stakeholders at all levels are required.
• Proficient in Python, SQL, Unix/Linux environment.

We offer:

• Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls.
• Cooperation with a high quality, international, multicultural and global team.
• Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success.
• Management supporting balanced and agile work (flexible working hours, home office).
• Attractive benefits package (Benefit System, medical care, pension plan etc.).
• A chance to make a difference with various affinity networks and charity initiatives.

Time Type:

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