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Quantitative Analyst - Risk Models

Job Req ID 24722446 Location(s) Warsaw, Poland Job Type Hybrid Job Category Risk Management
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We are looking for model validator for validating risk models with the primary areas being Market and Counterparty Credit Risk. The validation covers both technical and functional aspects, including model assumptions, conceptual soundness, mathematical formulation, model calibration, and model performance, as well as the functional assessment of using the model for regulatory and business applications.  Job responsibilities include performing and reviewing validation tests, discussing findings with internal and external stakeholders, writing validation reports, and managing model risk on an ongoing basis.


  • 2+ years 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
  • Programming skills
  • 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,  Physics, Engineering, Finance, Economics, Statistics, etc.) with relevant coursework and experience

In return, we offer:

  • Competitive salary & social benefits (e.g. private healthcare care, Benefit System, life insurance)
  • Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success
  • A great environment for learning new technology and tools, online and instructor led training opportunities
  • Working in a friendly, dynamic and multinational environment
  • 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



Job Family Group:

Risk Management


Job Family:

Risk Analytics, Modeling, and Validation


Time Type:

Full time


Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

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