citigroup
Czym będziesz się zajmować? Manage model-related risks across the institution for commodities; conduct independent validations, monitor model performance and perform reviews Use advanced mathematical and statistical techniques to critically evaluate and challenge assumptions, formulas and implementation of financial models Design and execute tests assessing model performance in normal and stressed economic scenarios; contribute to the team's Python-based benchmarking codebase Build independent replicas of business models to verify their accuracy and stability Identify model limitations, quantify associated risks and work with stakeholders to establish controls Collaborate with model developers, trading desks and senior management to communicate validation findings and manage the model lifecycle Create high-quality validation reports and assist in presenting findings to internal stakeholders and external regulatory agencies Hybrid working model with up to 2 days working from home per week Kogo poszukujemy? Key requirements: Bachelor's degree in Finance, Economics or a quantitative discipline (statistics, quantitative finance, econometrics); Master's degree preferable 2+ years of relevant work experience Derivative-pricing skills, including stochastic calculus and numerical techniques Experience in mathematical modelling and in development/implementation of models used to price financial derivatives Strong computational skills with experience in Python Proficient in MS Office Suite, especially Excel, PowerPoint and Word Familiar with compiling documents in LaTeX Strong communication skills (speaking and writing) Understanding of model risk and validation testing techniques Project management skills with ability to deliver high-quality work on time Nice to have: Experience in model validation Experience with collaborative development tools such as Git Experience interacting with the front office (traders/quants) and in commodity markets Czego wymagamy? 2 lata doświadczenia na podobnym stanowisku Znajomości: Stochastic calculus Mathematical modelling Python Numerical methods Model validation Wycena instrumentów pochodnych Analiza danych MS Excel Komunikacja Mile widziane: LaTeX Zarządzanie projektem Języki: Polski Angielski Jakie warunki i benefity otrzymasz? 13.8k–23.4k PLN brutto/m (Umowa o pracę) Umowa o pracę - Elastyczne godziny pracy (100%) Praca zdalna: Brak Pakiet medyczny, Ubezpieczenie, Pakiet sportowy Kim jesteśmy? 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.