full-time
Wholesale Credit Reserves & Loss Modelling - Quantitative Analyst
Citi
- Employer
- Citi
- Location
- Warsaw
- Working pattern
- hybrid
- Salary
- PLN 241,750–PLN 411,650 / year
About the role
The role involves researching, developing, and testing wholesale expected credit loss models in compliance with IFRS9 and regulatory stress testing requirements. You will also implement analytical functions in Python and communicate complex risk results to senior management and stakeholders. Candidates must hold a Master's degree in a quantitative field and possess at least 3 years of experience in quantitative financial modeling. Strong programming skills in Python and a solid understanding of credit risk products and statistical modeling are required.