Quantitative Risk Developer, Citi

Citi

Location:
Poland, Warsaw

Category:
-

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

Are you passionate about advanced quantitative analysis and Python coding? Do you thrive in a fast-paced environment and enjoy working with models that impact global financial systems? We are looking for a seasoned professional to join our Risk Rating Initiatives group. This individual will help us with our mission to adapt to the demanding, changing and globally diverse regulatory mandates. This role focuses on the developmental analytics of risk rating model, enterprise stress testing models, and beyond. As part of our global team, you will work on building and enhancing our in-house methods and analytics that provides a unified framework for model performance monitoring, automated data capturing, and report generation. The framework is developed to extend and embrace new leverage developments in technology and analytics such as machine learning and artificial intelligence. If you have a strong background in OOP programming in Python or willingness to learn OOP, experience with Git version control, and a drive to innovate within a highly regulated environment, we want to hear from you.

Job Responsibility:

Utilise and improve our model monitoring and automated reporting methods and analytics
Collaborate with cross-functional teams to gather requirements and translate them into actionable tasks by following our agile work methodology
Conduct deep dives into current models and approaches to identify areas for enhancement
Develop and implement analytical strategies for the models in scope
Defend and enhance models in scope, working closely with stakeholders from all lines of defence
Stay current with the latest industry trends and regulatory requirements (e.g., SR-11, Model Risk Management, BASEL, ICAAP, etc.)

Requirements:

MSc degree in a quantitative field (e.g., Econometrics, Economics, Data Science, Mathematics, or similar)
Proficiency in Python (with a focus on object-oriented programming) and experience with Git version control would be desirable
Experience with econometric models, value-at-risk models, and time-series analysis
Knowledge of banking systems and financial regulations would be advantageous
Strong analytical, communication, and technical documentation skills
Experience with Big Data analytics tools (e.g., SQL, Spark, Hadoop, Hive) is a plus
Ability to work independently, quickly ramp up on new technologies, and thrive in a fast-paced environment

Nice to have:

Experience with Big Data analytics tools (e.g., SQL, Spark, Hadoop, Hive)

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

Additional Information:

Job Posted:
June 04, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Quantitative Risk Developer