Risk Quantitative Analyst, Citi

Risk Quantitative Analyst

Citi

Location:
Poland, Warsaw

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

DART is the leading risk modelling and data analytics team in Citi. They use mathematical modelling and the latest technologies to calculate risk for the largest portfolios in Citi and communicate risk to senior stakeholders via visualizations and dashboards.

Job Responsibility:

Prepare detailed quantitative modelling and analysis for risk managers and senior management
Synthesize and communicate complex risk models and results
Conduct statistical analysis, quantitative modelling, and model risk controls
Work with Risk Managers, businesses, and tech to design and build models for risk capture and stress testing
Research, support, enhance and maintain market risk models
design and develop in-house software for quantitative analysis
Develop methodology for quantitative analysis required on various work streams for Fundamental Review of the Trading Book (FRTB) implementation within the bank

Requirements:

Educated at postgraduate level or equivalent, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, or financial engineering)
PhD or equivalent degree is preferred although MSc applicants will be considered
Knowledge of or interest in finance, markets, risk management
Previous experience in Risk models required
Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems
Excellent oral and written communication, strong project management skills and ability to confidently interact with stakeholders at all levels are required
Proficient in Python, SQL, Unix/Linux environment

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
A discretional annual performance related bonus

Additional Information:

Job Posted:
August 19, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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