Senior Quantitative Analyst - Risk Capital Model Development

Citi

Warsaw, Poland
Base: zł241,750.00 - zł411,650.00; bonus/equity: n...
Hybrid
Quantitative risk modelling
Python
C/c++

Salary

Base: zł241,750.00 - zł411,650.00; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Quantitative Risk Modelling
  • Python
  • C/C++
  • Monte Carlo Simulation
  • Statistical Modelling
  • Risk Capital Frameworks
  • Model Documentation

Nice-to-have

  • Regulatory Compliance
  • Stress Testing
  • Data Analysis
  • Risk Management Lifecycle

Key Requirements

  • 5+ years of experience in quantitative risk modelling
  • Master's or PhD in Mathematics, Statistics, Finance, Physics, Engineering
  • Strong IT skills (Python, C/C++)
  • Experience with Risk Capital frameworks
  • Proven ability to communicate complex concepts

Work Rights

Not specified

Tailored Resume

Cover Letter