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Citi Group Quantitative Analyst Hybrid 
Poland, Masovian Voivodeship, Warsaw 
362207436

25.06.2024

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.

:

  • 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

:

  • 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.

Institutional Trading


Time Type:

Full time

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