Quantitative Analyst Job at Citi (Warsaw)

Quantitative Analyst

The Market Quantitative Analysis (MQA) team is seeking a Quantitative Analyst to...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Strong technical and programming skills in C++ and Python
Experience in developing complex numerical algorithms or large-scale data processing systems
Solid understanding of statistical and mathematical modeling techniques
Knowledge of numerical methods, stochastic calculus, Monte-Carlo techniques and statistical inference
Ability to independently problem-solve and drive solutions from conception to implementation
Excellent communication skills (written and verbal)
Strong work ethic and team player with excellent time management skills
Master's or PhD degree in a quantitative field (Mathematics, Physics, Statistics, Financial Engineering, Computer Science)
5+ years experience in quantitative modeling and analytics within financial derivatives or risk management

Job Responsibility

Develop, enhance, and maintain counterparty credit risk models and their underlying analytics library
Design and implement robust methodologies, advanced algorithms, and sophisticated diagnostic tools
Interpret complex model outputs and communicate comprehensive insights to internal stakeholders and external clients
Collaborate with risk quantitative analysts, technology professionals, and structurers to integrate models and solutions

What we offer

Private healthcare
Award winning pension scheme
Multisport
Life insurance
Holiday allowance
Anniversary program
Competitive maternity and paternity scheme
Hybrid model of work
Flexible working hours
Structured onboarding process

Fulltime

Senior Quantitative Analyst

The Market Quantitative Analysis (MQA) team is seeking a Quantitative Analyst to...

Location

Hungary , Budapest

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Strong technical and programming skills in C++ and Python, with experience in developing complex numerical algorithms or large-scale data processing systems
Solid understanding of statistical and mathematical modeling techniques, including numerical methods, stochastic calculus, Monte-Carlo techniques and statistical inference
Ability to independently problem-solve and drive solutions from conception to implementation
Excellent communication skills (written and verbal) with the ability to articulate complex quantitative concepts clearly and concisely to diverse audiences
Strong work ethic and a team player with excellent time management skills
Master's or PhD degree in a quantitative field (e.g., Mathematics, Physics, Statistics, Financial Engineering, Computer Science)
Proven experience 3+ years in quantitative modeling and analytics, specifically within financial derivatives, risk management, or similar domains.

Job Responsibility

Develop, enhance, and maintain counterparty credit risk models and their underlying analytics library, delivering high-performance, production-quality code
Design and implement robust methodologies, advanced algorithms, and sophisticated diagnostic tools to rigorously test and validate model performance
Interpret complex model outputs and communicate comprehensive insights to internal stakeholders and external clients
Collaborate closely with risk quantitative analysts, technology professionals, and structurers to integrate models and solutions effectively.

What we offer

Competitive compensation package, including an annual salary review and discretionary performance bonus
Comprehensive social benefits, including premium healthcare, an award-winning pension scheme, robust life insurance, generous holiday allowance, and family support programs (e.g., competitive maternity and paternity scheme)
Flexible hybrid work model, blending modern office collaboration with the convenience of remote work
A dynamic, supportive, and inclusive work environment fostering collaboration, diversity, and professional growth, complemented by active affinity groups and social networks
Structured onboarding and continuous learning opportunities through extensive internal training programs, including access to platforms like Degreed
Significant influence on team processes and methodologies, with active encouragement for innovation and improvement ideas
Extensive career development and growth opportunities across Citi's global network
Direct exposure and collaboration with a wide range of senior stakeholders across different functions.

Fulltime

Quantitative Research Analyst

Members of the Risk team are responsible for designing, implementing and monitor...

Location

India , Bangalore

Salary:

Not provided

Clear Street

Expiration Date

Until further notice

Requirements

At least 5 years of professional experience working in quantitative analytical roles, ideally in financial service markets
An advanced degree in quantitative finance, economics, statistics, applied mathematics, engineering or similar field
At least 3 years of professional experience and proficiency in scripting language, such as Python or R (at least one is required)
functional knowledge of SQL is beneficial
Outstanding quantitative skills
Some combination of Equities, Fixed Income, Swaps, Futures or Listed derivatives knowledge required
Demonstrated interest and knowledge of markets and ability to assess impact of macro trends on client portfolios
Excellent written, presentation and communication skills
Ability to balance multiple projects and deliverables simultaneously
Curiosity and strong problem-solving abilities

Job Responsibility

Perform complex risk analysis of multi-asset portfolios to assess market and liquidity risks
Become a SME in the start of day, intraday and end of day risk management platform and process
Validate and support daily risk management reports and margin calls
Explain margin methodologies and the risk management process on sales calls with prospective and existing clients
Work closely and effectively with Sales, Trading, Middle Office, Client Service, Compliance, Legal, Operations and Engineering teams on implementation and deployment of enhancements to margin methodology, process and policy as well as to enhance the existing risk management platforms and margin offering
Work in conjunction with Treasury team to access and monitor liquidity stresses
Collaborate with Quantitative teams in designing and implementing of stress based risk models
Analyze significant datasets, develop and leverage tools to automate workflows, synthesize reports to communicate with senior management, clients and regulator
Leverage information from a variety of sources, internal and external, to help shape future service offerings
Assist with training and knowledge transfer for other team members to help build a stronger group

Quantitative Trading Analyst

SESCO Enterprises, LLC is a proprietary commodities trading firm specializing in...

Location

United States , Monroeville

Salary:

Not provided

SESCO Enterprises

Expiration Date

Until further notice

Requirements

Undergrad or master's in a technical discipline (e.g., Mathematics, Statistics, Physics, Economics, Engineering) or equivalent professional experience with progressive responsibilities
Strong foundation in probability and statistics, with working knowledge of machine learning techniques preferred
Expertise in Python and related libraries (e.g., NumPy, Pandas, SciPy, Dask, Ray, Streamlit)
Proven ability to design and implement mathematical models and handle large, complex datasets
Experience managing multiple projects in a fast-paced, dynamic environment
Understanding of origination, trading exposure, and financial implications and familiarity with power markets preferred but not required

Job Responsibility

Deploy trading solutions
Develop strategies
Optimize portfolio construction in electricity markets
Solve complex quantitative and technical problems in collaboration with a team of skilled traders and quantitative researchers
Combine software development expertise with mathematical and optimization techniques to develop statistical and simulation-based models for trading, investment decisions, and forecasting
Create and maintain systems that integrate structured and semi-structured data into robust models used for scenario analysis and probabilistic outcomes

Senior Quantitative Risk Analyst

Join Allianz plc as a Senior Quantitative Risk Analyst, where you will play a pi...

Location

Ireland , Dublin

Salary:

Not provided

Allianz

Expiration Date

Until further notice

Requirements

Proven 5+ years of experience in risk management or actuarial roles, with Solvency II experience an advantage
Third level graduate of a relevant Actuarial, Mathematics, Physics or comparable quantitative-technical discipline
Excellent collaborative attitude
A proactive approach to problem-solving and decision-making
Persistent attitude to identify potential to best possible approaches to reflect and model risks
Excellent communication, project management and report writing skills.

Job Responsibility

Steer the delivery and ongoing enhancement of the Financial Recovery Plan
Support and co-ordinate other key risk processes such as the ORSA and annual risk capital plan in collaboration with internal and external stakeholders
Provide advanced contributions to capital management initiatives and the SII steering squad
Further develop the quantitative risk limit framework to effectively mitigate risks in close collaboration with the business
Support adherence to the company’s risk appetite
Conduct scenario analyses and stress testing of key risks in conjunction with the Financial Recovery Plan, ORSA Report and Top Risk Assessments
Calibrate the Allianz plc Internal Model for individual risk types and conduct related model validation activities
Analyse and communicate the movements in risk capital arising from each Closing run under the Internal Model
Develop state-of-the-art solutions for risk management, control, and mitigation.

What we offer

An integral role within a highly respected and international Risk Management team
A supportive environment that values collaboration and innovation
Opportunities for professional growth and development
The chance to make a significant impact on Allianz plc’s risk management strategies
A tailored scope of responsibilities that can be adjusted to fit your strengths and career aspirations.

Fulltime

Quantitative Risk Analyst

You will join a team of enthusiastic people who are eager to learn and develop b...

Location

Cyprus , Nicosia

Salary:

Not provided

Albourne

Expiration Date

Until further notice

Requirements

fluent in spoken and written English
graduate with a university degree in Econometrics, Mathematics, Finance, Statistics or Engineering or equivalent
preferably a minimum of two years’ experience in a related field
Excellent MS Excel skills
good knowledge of MS Power BI
understanding of basic programming concepts (or potential to learn programming)
good grasp of statistical concepts such as distribution moments, hypothesis testing and linear regression
comfortable working in a big team
able to communicate effectively and balance work within strict deadlines

Job Responsibility

Monitoring of hedge fund portfolio exposures, identifying unexpected behaviour and investigating the cause
Constructing hedge fund peer groups by investment style and strategy to identify peer-wide trends
Work cohesively with colleagues from other offices on Open Protocol related tasks
Develop an understanding of fund strategies by researching and learning
Assistance with ad hoc requests
Maintain extensive knowledge of internal system and active testing during monthly updates
Providing support to Hedge Funds reporting in Open Protocol format

What we offer

Fully paid Medical and Dental Insurance for you and your dependents
Employee Assistance Program (EAP)
Provident Fund Contribution
Career growth and tools for ongoing learning and development
Annual bonus dependent upon performance and company growth
5 additional service recognition holidays after 5 years of service
Albourne Training Days
Free office parking
A supportive, multi-cultural work environment
Freedom to work independently

Fulltime

Historical Data Management Quantitative Analyst

The Historical Data Management (HDM) team within Market & Counterparty Risk Anal...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Educated to postgraduate level, with an excellent academic record in a quantitative field (e.g. mathematics, physics, computer science, statistics, econometrics, quantitative finance, etc.)
3+ years of relevant working experience, financial risk area is preferred
Programming experience with statistical analysis methods (team uses Python + SQL, knowing other languages, e.g. R, Matlab, VBA, may help but is not essential)
Keen interest in banking and finance, especially in the field of Risk Management
Consistently demonstrates clear and concise written and verbal communication skills
Self-motivated and detail oriented
Demonstrated project management and organizational skills and capability to handle multiple projects at one time

Job Responsibility

Conducting quantitative data analysis, including preparation of statistical and non-statistical data exploration, data validation, and identification of data quality issues
Report major data quality issues and follow up with the recommended actions
Analyzing and interpreting data reports, making recommendations addressing business needs
Work with project management team to ensure timely delivery of the project
Creating formal documentation for developed system, observing system reports and take actions, work with supporting Technology teams to address issues
Optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences
write formal documentation using technical vocabulary
Introducing process automation of data extraction and data pre-processing tasks, performing ad-hoc data analyses to improve the processes, design and maintain complex data manipulation processes, and provide documentation and presentations
Help in training of junior quantitative analysts, sometimes also contributing to organization of their work, which may potentially include managing of junior team members

What we offer

Competitive salary & social benefits (e.g. private healthcare care, Benefit System, life insurance)
Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success
A great environment for learning new technology and tools, online and instructor led training opportunities
Working in a friendly, dynamic and multinational environment
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
A chance to make a difference with various affinity networks and charity initiatives

Fulltime

Quantitative Lead Analyst

The Model/Anlys/Valid Officer is a strategic professional who stays abreast of d...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

6-10 years experience
proficient in Microsoft Office with an emphasis on MS Excel
consistently demonstrates clear and concise written and verbal communication skills
self-motivated and detail oriented
demonstrated project management and organizational skills and capability to handle multiple projects at one time
practical experience using SAS or similar statistical coding software to build and test prediction models
comfortable interfacing with business clients
proficiency handling very large data sets
experience in a quantitative role in risk management at a financial institution with experience in either model development or validation
good knowledge and understanding of a variety of model development and validation testing techniques covering risk models

Job Responsibility

Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational
manages model risk across the model lifecycle including model validation, ongoing performance evaluation and annual model reviews
produces analytics and reporting used to manage risk for Citi's operations
translates operational requests from the business into programming and data criteria and conducts systems and operational research in order to model expected results
assists in the development of analytic engines for business product lines
communicates results to diverse audiences
conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards
participates on teams to solve business problems
identifies modeling opportunities that yield measurable business results
provides guidance to junior validators as and when necessary

Fulltime

Quantitative Analyst

Citi

Location:
Poland , Warsaw

Category:
Finance

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Additional Information:

Job Posted:
April 30, 2025

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Location:Poland , Warsaw

Category:Finance

Contract Type:Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Additional Information:

Job Posted:April 30, 2025

Looking for more opportunities? Search for other job offers that match your skills and interests.

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Location:
Poland , Warsaw

Category:
Finance

Contract Type:
Not provided

Job Posted:
April 30, 2025