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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.
Institutional Trading
Time Type:
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