Quantitative Analyst

Job title:

Quantitative Analyst

Company:

Citigroup

Job description

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in programming, problem solving and communication to Citi’s Counterparty Credit Risk team.By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.The Market Quantitative Analysis (MQA) team is looking for a Quantitative Analyst to join the Counterparty Credit Risk team (MQA-CCR). The MQA-CCR team is responsible for developing and maintaining the end-to-end set of methodologies needed to calculate counterparty credit risk exposures for derivatives, from simulation and pricing across all asset classes to the effect of risk mitigants. The models are used for advanced Basel regulatory capital calculations and internal risk management measures.What you will do:Contribute to counterparty credit risk models and their analytics libraryWrite production-quality codeDevelop methodologies, algorithms, and diagnostic tools for testing model performanceAnalyse and provide comprehensive explanation of model outputs to internal and external clientsCollaborate closely with risk quantitative analysts, technology professionals and structurersWhat we will need from you:Experience in a comparable quantitative modelling or analytics role, ideally in the financial sectorStrong technical and programming skills: C++, PythonAbility to independently problem-solveAn ability to communicate advanced concepts in a concise and logical way, strong interpersonal and communication skills (verbal and writing)Strong work ethic and a team player with excellent time management skills and ability to multi-taskMSc/PhD in a quantitative fieldWhat we can offer you:This is a role that will offer you the opportunity to contribute to improvements in Citi’s Counterparty Credit Risk models and develop new tools.

• Competitive salary connected with annual salary review and discretionary annual performance bonus
• Social benefits (private healthcare, award winning pension scheme, multisport, life insurance, holiday allowance, anniversary program, competitive maternity and paternity scheme)
• Hybrid model of work – from modern offices and from home, flexible working hours
• Working in a friendly, dynamic, supportive and diverse environment – including multiple affinity and social networks & voluntary activities to engage with
• Structured onboarding process and extensive training offering (e.g. including Udemy, Degreed)
• Opportunity to have an influence on the way you perform your tasks – our teams are constantly looking for new and better ways and we encourage all improvement ideas
• Unlimited development opportunities within Citi global network.
• Exposure to a wide range of internal stakeholders as well as to senior management

#LI-MS12Job Family Group: Institutional TradingJob Family: Quantitative AnalysisTime Type: Full timeMost Relevant Skills Please see the requirements listed above.Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review .View Citi’s and the poster.

Expected salary

Location

Warszawa, mazowieckie

Job date

Fri, 18 Jul 2025 05:24:55 GMT

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