Job Information
Citigroup Quant Modelling Associate in Warsaw, Poland
The Role
The Quant Modelling Associate is a seasoned professional role in Market Risk area. Applies in-depth knowledge, contributing to the development of new techniques and the improvement of processes and workflow for the area or function. This role creates a broad set of opportunities for interaction with a wide range of internal functions as well as senior management within the bank. In short, this role offers opportunity for immense professional development for a candidate with the right competency, keen interest, high degree of motivation and energy.
The Team
DART (Data, Analytics, Reporting & Technology) is the leading risk modelling and data analytics team in Citi. We use mathematical modelling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis.
We are a diverse group of professionals with backgrounds in physics, engineering, finance, economics, and data science. You will collaborate with 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.
What You’ll Do
Prepare detailed quantitative modelling and analysis for market risk managers and senior management.
Synthesise 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 market risk capture
Applies quantitative and qualitative data analysis methods to extract, transform and analyse data
What we’ll need from you
Undergraduate degree in a quantitative or technical discipline such as computer science, engineering, and quantitative finance
Master’s degree or higher in quantitative disciplines a plus
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
Proficient in Python, Java, or Scala in a Unix/Linux environment
Consistently demonstrates clear and concise written and verbal communication skills
What we offer
Working in an international environment in one of the greatest financial institutions worldwide
An enjoyable and challenging learning path, which leads to a deep understanding of Citi’s products and services
Competitive salary and social benefits (medical care, multisport, life insurance, award-winning pension plan, holiday allowance, hybrid work model, paternity/maternity scheme, award/recognition system, very lucrative employee referral program, and other)
Consideration for a yearly bonus
International projects in a culturally diverse and dynamic environment as well as learning top quality organizational culture
A supportive workplace for professionals returning to the office from childcare leave
Abundance of internal job opportunities locally and globally
Job Family Group:
Risk Management
Job Family:
Risk Analytics, Modeling, and Validation
Time Type:
Full time
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Citi is an equal opportunity and affirmative action employer.
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