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Quantitative Analyst

https://www.citi.com/ Logo

Citi

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Location:
Poland, Warsaw

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Category:
Finance

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Contract Type:
Employment contract

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Salary:

Not provided

Job Description:

The Market Quantitative Analysis (MQA) team is seeking a Quantitative Analyst to join the Counterparty Credit Risk (MQA-CCR) team. This team plays a critical role in developing and maintaining the end-to-end methodologies required to calculate counterparty credit risk exposures for derivatives. This includes simulation and pricing across all asset classes, accounting for the effect of risk mitigants.

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

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
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
  • Extensive training offering (Udemy, Degreed)
  • Unlimited development opportunities within Citi global network

Additional Information:

Job Posted:
September 17, 2025

Employment Type:
Fulltime
Work Type:
Hybrid work
Job Link Share:

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