---
title: "Wholesale Credit Reserves & Loss Modelling"
company: Citigroup
category: Data Science
subcategory: Data Science
experience_level: Regular
work_mode: onsite
location: Warszawa
employment_type: Umowa o pracę
salary_min: 20100
salary_max: 34300
salary_currency: PLN
salary_period: month
technologies: [Python, Modelowanie finansowe, Risk management, Statistics, Analiza danych, Komunikacja, Modele regresji]
posted: 2026-10-12
valid_through: 2026-11-12
url: "https://solid.jobs/offer/39095/citigroup-wholesale-credit-reserves-loss-modelling"
---

# Wholesale Credit Reserves & Loss Modelling — Citigroup

## Kluczowe informacje

- **Firma:** Citigroup
- **Lokalizacja:** Centrum, Warszawa
- **Tryb pracy:** Stacjonarnie
- **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:** Regular
- **Minimalne doświadczenie:** 3 mies.
- **Kategoria:** Data Science
- **Specjalizacja:** Data Science
- **Data publikacji:** 2026-10-12
- **Aktywne do:** 2026-11-12

## Technologie i umiejętności

**Wymagane:**

- Python — ekspert
- Modelowanie finansowe — zaawansowany
- Risk management — zaawansowany
- Statistics — zaawansowany
- Analiza danych — zaawansowany
- Komunikacja — zaawansowany
- Modele regresji — podstawowy

## Języki

- Polski — ekspert
- Angielski — zaawansowany

## Opis stanowiska

Research, development and testing of wholesale expected credit loss models in line with the IFRS9 standard and country-specific regulatory requirements  Development of credit loss models used for regulatory stress testing (ICAAP, EBA) as well as internal stress testing  Implementation of loss models and analytical functions in the internal Python library  Preparation of detailed quantitative modeling and analysis for risk managers and senior management  Active participation in the analysis and interpretation of results, incorporating feedback into models and metrics  Support for business, finance, risk managers, foundational credit risk, model validation, internal audit and banking supervisors in loss model related discussions  Synthesis and communication of complex risk models and results  Conducting statistical analysis, quantitative modeling and model risk controls  Hybrid working model with up to 2 days of work from home per week

## Kogo szukamy

Master's degree from a quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, Economics, Finance)  3+ years of experience in quantitative financial modeling  Hands-on experience with the research, development and implementation of financial models  Ability to apply sophisticated mathematical and analytical techniques to solve real-world problems  Familiarity with statistics packages and regression models  Strong programming skills in Python  Excellent verbal and written communication skills  Knowledge of wholesale credit products and financial markets at a financial institution is preferred  Knowledge of IFRS9/CECL credit reserves calculation, ICAAP/CCAR stress testing or PD/LGD/EAD modeling is a plus  Good knowledge of Linux is a plus

## 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/-/-/287/101694133232?utm_source=SOLID.Jobs&utm_medium=referral

---

*Źródło: https://solid.jobs/offer/39095/citigroup-wholesale-credit-reserves-loss-modelling · Wygenerowano: 2026-10-12T15:12:23Z*