Model Validator - Risk models
Citigroup
- Warszawa, mazowieckie
- Stała
- Pełny etat
- 5+ years of relevant experience
- Knowledge of financial instruments, simulation and pricing methodologies, risk estimation and regulatory requirements
- Sound knowledge of stochastic calculus, numerical methods and statistics
- Strong communication skills both verbal and written
- Solid writing skills. Publications in peer-reviewed journals are considered as good evidence
- Working Python knowledge
- Ability to work independently
- Curiosity, diligence, and a healthy skepticism about received wisdom are all desirable
- A Master’s degree or higher in a quantitative field (Mathematics, Financial Engineering, Statistics, etc.) with relevant coursework and experience
- Competitive salary & social benefits (e.g. private healthcare care, Benefit System, life insurance, pension plan)
- Work in a friendly and diversified environment, appreciating differences in style and perspective
- A great environment for learning new technology and tools, online and instructor led training opportunities
- Opportunity to have an influence on the way you perform your tasks - our teams are constantly looking for new and better ways and we encourage all improvement ideas
- A chance to make a difference with various affinity networks and charity initiatives