Quantitative Analyst, Citi

Citi

Location:
Poland, Warsaw

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

The Market Quantitative Analysis (MQA) team is looking for a Quantitative Analyst to join the Counterparty Credit Risk team (MQA-CCR). The MQA-CCR team is responsible for developing and maintaining the end-to-end set of methodologies needed to calculate counterparty credit risk exposures for derivatives, from simulation and pricing across all asset classes to the effect of risk mitigants. The models are used for advanced Basel regulatory capital calculations and internal risk management measures.

Job Responsibility:

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

Requirements:

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

What we offer:

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

Additional Information:

Job Posted:
April 30, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Quantitative Analyst