Citi Group Quantitative Analyst 

Poland, Masovian Voivodeship, Warsaw 

537732795

By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

What you will do:

• Contribute to counterparty credit risk models and their analytics library

• Write production-quality code

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

• Analyse and provide comprehensive explanation of model outputs to internal and external clients

• Collaborate closely with risk quantitative analysts, technology professionals and structurers

What we will need from you:

• Experience in a comparable quantitative modelling or analytics role, ideally in the financial sector

• Strong technical and programming skills: C++, Python

• Ability to independently problem-solve

• An ability to communicate advanced concepts in a concise and logical way, strong interpersonal and communication skills (verbal and writing)

• Strong work ethic and a team player with excellent time management skills and ability to multi-task

• MSc/PhD in a quantitative field

This is a role that will offer you the opportunity to contribute to improvements in Citi’s Counterparty Credit Risk models and develop new tools.

• Competitive salary connected with annual salary review and discretionary annual performance bonus
• Social benefits (private healthcare, award winning pension scheme, multisport, life insurance, holiday allowance, anniversary program, competitive maternity and paternity scheme)
• Hybrid model of work – from modern offices and from home, flexible working hours
• Working in a friendly, dynamic, supportive and diverse environment – including multiple affinity and social networks & voluntary activities to engage with
• Structured onboarding process and extensive training offering (e.g. including Udemy, Degreed)
• Opportunity to have an influence on the way you perform your tasks - our teams are constantly looking for new and better ways and we encourage all improvement ideas
• Unlimited development opportunities within Citi global network.
• Exposure to a wide range of internal stakeholders as well as to senior management

Time Type:

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