---
title: Senior Quantitative Analyst - Risk Capital Model Development
company: Citigroup
category: Analityka i Controlling
subcategory: Analityka i Controlling
experience_level: Senior
work_mode: hybrid
location: Warszawa
employment_type: Umowa o pracę
salary_min: 20100
salary_max: 34300
salary_currency: PLN
salary_period: month
technologies: [Symulacje Monte Carlo, Walidacja modeli, Statystyczne modelowanie, C/C++, Python, Procesy stochastyczne, Modelowanie ilościowe, Modelowanie Ryzyka Kredytowego, Statistical modelling, Stochastic processes, Numerical methods, Simulation frameworks]
posted: 2026-07-15
valid_through: 2026-08-15
url: "https://solid.jobs/offer/35442/citigroup-senior-quantitative-analyst-risk-capital-model-development"
---

# Senior Quantitative Analyst - Risk Capital Model Development — Citigroup

## Kluczowe informacje

- **Firma:** Citigroup
- **Lokalizacja:** Centrum, Warszawa
- **Tryb pracy:** Hybrydowo
- **Wynagrodzenie:** 20.1k–34.3k PLN brutto/m (Umowa o pracę)
- **Forma zatrudnienia:** Umowa o pracę
- **Wymiar etatu:** 100%
- **Godziny pracy:** Elastyczne godziny pracy
- **Poziom doświadczenia:** Senior
- **Minimalne doświadczenie:** 5 mies.
- **Kategoria:** Analityka i Controlling
- **Specjalizacja:** Analityka i Controlling
- **Data publikacji:** 2026-07-15
- **Aktywne do:** 2026-08-15

## Technologie i umiejętności

**Wymagane:**

- Symulacje Monte Carlo — zaawansowany
- Walidacja modeli — zaawansowany
- Statystyczne modelowanie — zaawansowany
- C/C++ — zaawansowany
- Python — zaawansowany
- Procesy stochastyczne — zaawansowany
- Modelowanie ilościowe — zaawansowany
- Modelowanie Ryzyka Kredytowego — zaawansowany
- Statistical modelling — zaawansowany
- Stochastic processes — zaawansowany
- Numerical methods — zaawansowany
- Simulation frameworks — zaawansowany

## Języki

- Polski — ekspert
- Angielski — zaawansowany

## Opis stanowiska

Design, develop, enhance, maintain Risk Capital models: wholesale credit, counterparty credit, market, concentration risk. 
 Participate in model lifecycle: methodology, development, implementation, performance monitoring, enhancement. 
 Apply advanced quantitative methodologies: Monte Carlo simulation, correlation/dependency modelling, loss/recovery modelling, capital allocation, stress loss estimation. 
 Develop and implement models to measure and monitor default risk, loss severity, concentration risk, tail risk, and diversification effects across portfolios, legal entities, sectors, and regions. 
 Perform model testing: benchmarking, back-testing, sensitivity analysis, performance monitoring for robustness, stability, regulatory compliance. 
 Prepare high-quality model documentation per Citi Model Risk Management policies and governance standards. 
 Interact with Independent Model Validation, Internal Audit, and regulators; support model reviews, regulatory exams, and remediation activities. 
 Coordinate with Risk Technology and production teams to ensure accurate, timely, well-controlled implementation of Risk Capital models into production systems. 
 Provide analysis on complex issues, structure solutions, and drive resolution across Risk, Technology, Finance, and Business stakeholders.

## Kogo szukamy

Key requirements:   Typically 5+ years of experience in quantitative risk modelling, analytics, or finance within a large financial institution or equivalent environment.  Strong hands-on IT skills (for example: Python, C/C++, and other quantitative analytics software).  Advanced understanding and hands-on experience with quantitative methods including statistical modelling, stochastic processes, numerical methods, and large‑scale simulation frameworks.  Proven ability to communicate complex quantitative concepts clearly to non-quantitative stakeholders.  Master’s or PhD in Mathematics, Statistics, Finance, Physics, Engineering, or a related quantitative discipline strongly preferred.   Nice to have:   Strong knowledge of Risk Capital frameworks, including credit, counterparty, market, and concentration risk, and related regulatory capital expectations.

## Benefity

**Zdrowie:**

- Pakiet medyczny
- Ubezpieczenie
- Pakiet sportowy

## Lokalizacje

- Centrum, Warszawa, Polska

## O firmie — Citigroup

**Wielkość firmy:** 1000+

**Strona WWW:** https://citigroup.com

Working at Citi is far more than just a job. A career with us means joining a team of more than 225,000 dedicated people from around the globe. At Citi, you will have the opportunity to grow your career, give back to your community and make a real impact.    We offer a broad range of opportunities across multiple business lines, each contributing to our mission of driving global progress. Whether you're interested in banking, technology, or investment services, our teams collaborate to deliver innovative solutions that make a positive impact.    Explore our businesses and learn more about what it’s like to work at Citi.

## Aplikuj

Aplikuj na: https://jobs.citi.com/job/-/-/287/97603352336?utm_source=SOLID.Jobs&utm_medium=referral

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*Źródło: https://solid.jobs/offer/35442/citigroup-senior-quantitative-analyst-risk-capital-model-development · Wygenerowano: 2026-07-26T02:18:01Z*