Junior Credit Risk Modeller Job at Prometeia (Istanbul)

Credit Risk Manager - Mortgages

Join us at Barclays as a Credit Risk Manager – Mortgages, where you’ll support a...

Location

United Kingdom , Manchester; Northampton; Glasgow

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Risk manager with portfolio risk management experience and preferably in retail secured credit
Ability to demonstrate experience managing end to end portfolio management activities
Ability to direct a technical team to perform data driven analysis and have the ability to interpret and articulate results to solve problems and identify opportunities
Ability to direct a team to perform analysis on SAS/SQL/ Excel and other programming languages – essential experience in coding
Senior stakeholder management skills and the ability to communicate effectively to both technical and non-technical audiences
Strong analytical and creativity skills

Job Responsibility

Support and help to shape the Risk team’s vision and objectives
Manage the day to day activities under the team’s responsibility and provide coaching and training to more junior members of the team
Identify and recommend changes to risk appetite, setting the annual mandate and scale limits and supporting/proposing changes to credit strategies to Senior Management and Decision Committees
Perform credit oversight of risk for the existing portfolio using key metrics including impairment, capital and portfolio quality measures
Manage and optimise the bank's overall credit risk exposure by monitoring, analysing, and reporting on the creditworthiness of its lending portfolio
Monitoring the financial performance and risk profile of the entire lending portfolio, including individual borrowers, sectors, and geographic regions
Analysis of credit trends, identify early warning signs of potential borrowers' issues, and assess the impact of economic and market developments on the portfolio
Development and utilisation of quantitative models and risk forecasting tools to measure and predict potential credit losses
Performance of portfolio stress testing exercises to assess the impact of various economic and market scenarios on the portfolio's risk profile
Definition and setting of portfolio, segment and customer risk appetite, policy and limits. Overseeing first line execution within these parameters

What we offer

Modern workspaces, collaborative areas, and state-of-the-art meeting rooms
Facilities include wellness rooms, on-site cafeterias, fitness centers, and tech-equipped workstations
Hybrid working
Flexible working arrangements

Fulltime

Model Risk & Validation Officer

The Model Risk & Validation Officer is a strategic professional who stays abreas...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Proven track record of success operating as a Model Risk & Validation Officer
Practical experience using SAS, R or similar statistical coding software to build and test prediction models
Comfortable interfacing with business clients
Proficiency handling very large data sets
Proficient in Python programming and object-oriented programming concepts
Consistently demonstrates clear and concise written and verbal communication skills
Knowledge of Git or other code repositories
Self-motivated and detail oriented
Demonstrated project management and organizational skills and capability to handle multiple projects at one time
Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation

Job Responsibility

Develops, enhances, and validates the methods of measuring and analysing risk, for all risk types including market, credit and operational
May develop, validate and strategize uses of scoring models and scoring model related policies
Manages model risk across the model life cycle including model development, model validation, ongoing performance evaluation and annual model review
Produces analytics and reporting used to manage risk for Citi's operations
Translates operational requests from the business into programming and data criteria and conduct 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 modelling opportunities that yield measurable business results

What we offer

Private Medical Care Program
Life Insurance Program
Pension Plan contribution (PPE Program)
Employee Assistance Program
Paid Parental Leave Program (maternity and paternity leave)
Sports Card
Holidays Allowance
Sport and team recreation activities
Exclusive offers and discounts for employees
Access to an array of learning and development resources

Fulltime

Risk - Summer Analyst

The Risk Summer Analyst Program is a 10-week summer program designed for student...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Pursuing a master’s degree in one of disciplines: Mathematics, Quantitative Finance, Finance, Accounting, Statistics, Engineering, Science, or other relevant major preferred
You are between your penultimate/final year of university (Graduation date in March/July 2027)
Demonstrated Analytical skills
Consistently demonstrates clear and concise written and verbal communication skills
Cooperation and focus in achieving group and client objectives
Innovative and creative in solving problems
Quick thinking and detail oriented
Ability to multi-task

Job Responsibility

Participates in a 10-week summer program within different disciplines of Risk Management area in Poland
Learning and development opportunities in technical skills as well as building communication and presentation skills
Matched with a junior and senior mentor for guidance and support
Establish a long-term career in Citi through training and professional development

What we offer

Training programs designed to promote professional development
Functional and technical training programs
Development in soft skills including presentation skills, communication skills and leadership skills
Overviews of Citi businesses and Risk Management disciplines

Fulltime

Senior Validation Analyst - Credit Derivatives

This role sits in the credit derivatives and structured product market valuation...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

5+ years of relevant working experience
Solid knowledge of credit derivatives and structured products and analytics
Knowledge of term structure models and industry best practices
Knowledge and understanding of Rates and XVA would be valuable
Excellent quantitative and analytic skills including stochastic calculus, Monte Carlo simulation, and numerical methods
Strong communication and documentation skills
Ability to work independently as a validator as well as collaboratively as a team player
Working experience of Python is strongly preferred
Knowledge of C++ is a plus
Master's Degree or equivalent in a quantitative field (e.g. Mathematics, Physics, Engineering, Quantitative Finance, Statistics) is required

Job Responsibility

Validate models and manage model risk related issues in credit derivatives and structured products pricing area
Provide effective challenge in regards to mathematical formulation, model assumptions and limitations, calibration, implementation, numerical performance, and business uses
Assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls
Develop independent benchmarking tools for validation purposes across the team
Write high-quality model validation documents in compliance with model risk management policy and procedures
Provide subject matter expertise to stakeholders and guidance to junior team members
Represent the firm in interactions with regulatory agencies
Contribute to strategic, cross-functional initiatives within MRM as needed

What we offer

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

Fulltime

Market Risk Senior Analyst

This position provides an opportunity for an experienced risk analyst with solid...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

5+ years of experience
experience in one or more of the following fields: quantitative risk modelling, market risk management practices, risk regulations, numerical computation, statistics or data analysis, financial model development, application or validation
strong hands-on IT skills, for example, with Python, SQL, Unix
sound knowledge of statistical modelling concepts and industry best practices
experience with econometric and statistical modelling or application risk scoring
excellent quantitative and analytic skills
ability to derive patterns, trends and insights
experience working in big data environments
intellectual curiosity to stay abreast of technological advances
demonstrated initiative and proactive approach

Job Responsibility

construct covariance matrices for historical periods of stress for various portfolios
identify and address specific needs of Citi legal entities within EMEA region to meet local regulatory expectation in market risk modelling
work with existing market risk models and provide solutions where weaknesses are identified in testing or where new business needs require model enhancements
develop RNIV models to quantify non-standard market risks of complex products
research, support, enhance and maintain market risk models
design and develop in-house software for quantitative analysis
interact confidently with other risk management teams, the front office, technology and control groups
model and explain the behavior of a complex portfolio of vanilla and exotic derivatives with greeks and risk factor simulations
understand differences between regulatory regimes around the globe
perform advanced analytics with hundreds of thousands of risk factor time series

What we offer

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

Fulltime

VP Financial Modelling

The Quantitative Lead Analyst 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 develops the methods of measuring and analyzing risk, for all risk types including market, credit and operational
manages model risk across the model life-cycle including model development, 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 conduct 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

Junior Credit Risk Modeller – Intern

Are you curious and ready to accept a new challenge in your career? Are you eage...

Location

Turkey , Istanbul

Salary:

Not provided

Prometeia

Expiration Date

Until further notice

Requirements

Excellent GPA in economic/financial, statistical, or engineering subjects
Basic experience in the use of mathematical/statistical computing software or other data mining skills
Excellent command of English
Excellent communication and relational skills
Strong analytical skills with acute attention to detail
Time management skills
Availability for at least 3 days/week

Job Responsibility

Development and implementation of risk parameter estimation (PD, LGD, EAD), satellite, and ECL (IFRS 9) models
Development and implementation of portfolio models (Credit VaR) and stress testing
Model validation
Credit risk advisory
AI credit risk applications

What we offer

Remote working
Training
Community
Diversity
Impact
Internship with a training path that may include trips abroad
Opportunity to work in a stimulating and dynamic environment

Parttime

Senior Vice President, Financial Modelling

The Model/Anlys/Valid Sr Officer I is a strategic professional responsible for d...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

10+ years experience
sound knowledge of statistical modeling concepts and industry best practices
experience with econometric and statistical modeling or application risk scoring
excellent quantitative and analytic skills
ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis
experience with analytical or data manipulation tools (e.g. SAS, SQL, R, C Programming in UNIX)
proficient with MS Office suite
ability to deliver compelling presentations and influence executive audiences
excellent communicator
ability to engage and inspire team forward

Job Responsibility

Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational
develop models and oversee model development, validation, and deployment efforts
advances Risk Management methodology and integrate models into business decisions and planning
manage successful annual quantitative and qualitative assessments and submissions
works with large datasets and complex algorithms to solve data science challenges
leverages big data to develop innovative deployable solutions
help introduce best-in-class, cutting edge model techniques to drive profitability through innovation
ensures timely model performance tracking and assist in process automation to drastically improve process/operation efficiencies
ensures the compliance of development and validation of models with respect to internal and external guidelines
supports the development of training curriculum and standards

Fulltime

Junior Credit Risk Modeller

Prometeia

Location:
Turkey , Istanbul

Category:
IT - Software Development

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Nice to have:

Additional Information:

Job Posted:
May 04, 2026

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