Risk Quantitative Analyst, Citi

Citi

Location:
Poland, Warsaw

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

Senior Vice President level position in the Credit, Climate, and Obligor Risk Analytics (CORA) group responsible for development of loss reserves and stress-testing models for Citi's wholesale credit portfolios. Highly visible individual contributor position covering a wide range of responsibilities to support risk management of global wholesale credit portfolios.

Job Responsibility:

Research, develop, and maintain wholesale credit loss models used for loss forecasts, including reserves and stress testing
Implement loss/reserve models and analytical functions in the wholesale credit risk library
Support business, finance, risk managers, foundational credit risk, model validation, internal audit, and banking supervisors for stress testing related discussions
Actively participate in the analysis and interpretation of results, incorporating feedback as appropriate into models and metrics
Actively engage across all model development teams with CORA, including PD/LGD/EAD and loss models
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
Supports the development of training curriculum and standard
Provide leadership and guidance for junior modelers

Requirements:

Master or PhD degree in Economics, Finance, or another quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, etc.)
5+ years of experience in quantitative financial modelling
Hands-on experience with the research, development, and implementation of credit risk models
Extensive knowledge of wholesale credit products and financial markets at a financial institution
Solid knowledge of bank stress testing and loss reserves for wholesale credit portfolios
Familiar with statistics packages and regression models
Strong programming skills in Python, C++, or other advanced programming languages
Excellent communication skills, verbal as well as written

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
Discretional annual performance related bonus

Additional Information:

Job Posted:
September 09, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Risk Quantitative Analyst