--- title: Counterparty Credit Risk Model Analyst company: Citigroup category: Analityka i Controlling subcategory: Analityka i Controlling experience_level: Regular work_mode: onsite location: Warszawa employment_type: Umowa o pracę salary_min: 13800 salary_max: 23400 salary_currency: PLN salary_period: month technologies: [Rachunek stochastyczny, Ryzyko kredytowe kontrahenta, Analiza danych, Statystyka, Programowanie, Praca z dużymi zbiorami danych, MS Excel, Zarządzanie projektem, Komunikacja] posted: 2026-09-29 valid_through: 2026-10-30 url: "https://solid.jobs/offer/38628/citigroup-counterparty-credit-risk-model-analyst" --- # Counterparty Credit Risk Model Analyst — Citigroup ## Kluczowe informacje - **Firma:** Citigroup - **Lokalizacja:** Centrum, Warszawa - **Tryb pracy:** Stacjonarnie - **Wynagrodzenie:** 13.8k–23.4k PLN brutto/m (Umowa o pracę) - **Forma zatrudnienia:** Umowa o pracę - **Wymiar etatu:** 100% - **Godziny pracy:** Elastyczne godziny pracy - **Poziom doświadczenia:** Regular - **Minimalne doświadczenie:** 2 mies. - **Kategoria:** Analityka i Controlling - **Specjalizacja:** Analityka i Controlling - **Data publikacji:** 2026-09-29 - **Aktywne do:** 2026-10-30 ## Technologie i umiejętności **Wymagane:** - Rachunek stochastyczny — ekspert - Ryzyko kredytowe kontrahenta — ekspert - Analiza danych — zaawansowany - Statystyka — zaawansowany - Programowanie — zaawansowany - Praca z dużymi zbiorami danych — podstawowy - MS Excel — podstawowy - Zarządzanie projektem — podstawowy - Komunikacja — podstawowy ## Języki - Polski — ekspert - Angielski — zaawansowany ## Opis stanowiska Develop, maintain and enhance models for counterparty credit risk, especially construction and calibration of counterparty risk covariance matrices and identification of stress period Calibrate and maintain simulation models for counterparty credit risk Contribute to production and UAT releases of covariance matrices Perform impact analysis of changes in covariance matrices in reference to internal risk management and regulatory measures (EPE, PFE, CVA) Develop and implement methodologies, algorithms and diagnostic tools for testing model robustness, stability, reliability, performance and data quality control Develop, maintain and enhance technical documentation, including project plans, model descriptions, mathematical derivations, data analyses, process and quality controls Support tasks in response to regulatory and internal risk management requirements Prepare reports and detailed quantitative analysis for presentation to senior management and regulators Provide live-deal analysis: calculating credit exposure factors at trade and portfolio levels, estimating allowable collateral levels and determining initial margin requirements Conduct impact analysis for capital optimization initiatives and new counterparty risk regulatory rules ## Kogo szukamy 2+ years of experience as a quantitative analyst or risk analyst in the financial industry Solid programming skills with experience of statistical/data analysis techniques and numerical implementations, plus familiarity with modern software development tools Excellent mathematical skills, including stochastic calculus, probability and statistics Passionate interest in finance with strong knowledge of regulatory measures of counterparty credit risk and regulatory models Comfortable interfacing with business clients Proficiency in handling very large data sets Proficient in Microsoft Office with an emphasis on MS Excel Clear and concise written and verbal communication skills Self-motivated and detail oriented Demonstrated project management and organizational skills, capability to handle multiple projects at once Master or higher degree strongly preferred, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, finance) ## 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/-/-/287/101258672336?utm_source=SOLID.Jobs&utm_medium=referral --- *Źródło: https://solid.jobs/offer/38628/citigroup-counterparty-credit-risk-model-analyst · Wygenerowano: 2026-09-29T15:23:22Z*