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Risk Data, Analytics, Reporting & Technology (DART) - IFRS9 and ICAAP Modelling Team at Citi - ApplyBlast

Risk Data, Analytics, Reporting & Technology (DART) - IFRS9 and ICAAP Modelling Team

Citi

27 days ago

3.6 on Glassdoor

Warsaw, Mazowieckie, Poland

Hybrid

Full Time

Medior

0 applicants

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About this role

This role involves developing and testing wholesale expected credit loss models for IFRS9 and regulatory stress testing within the DART team at Citi. The position requires implementing loss models using Python and preparing detailed quantitative analysis for senior management and risk stakeholders. It offers significant development opportunities in risk management and analytics for professionals with a quantitative background.

Responsibilities

Research and develop wholesale expected credit loss models in line with IFRS9 standard
Implement loss models and analytical functions in the internal python library
Prepare detailed quantitative modeling and analysis for risk managers and senior management

Skills

Qualifications

Master's degree from a quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, Economics, Finance, etc.)

About Citi

citi.com

Company Size

1-10 employees

Founded

2025

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Citibank offers multiple banking services that help you find the right credit cards, open a bank account for checking, & savings, or apply for mortgage & personal loans.