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🧪Data Scientist

Specialized Analytics Sr Anlst

Citi · Warsaw Poland
// classified as
Data Scientist (Modeling, experiments, research.)
posted
1d ago
location
Warsaw Poland
languages
python
tools
excel
> stack
pythonexcel
> education
masters
> description

Individual will work as part of Counterparty Credit Risk team under the global Institutional Credit Management (ICM) group and will be responsible for measuring, monitoring, and controlling counterparty credit risk (CCR) for institutional clients. The role is focused on developing counterparty risk & stress testing analytics and analyzing client portfolios and businesses to ensure the risks are being properly measured and controlled in accordance with the Firm’s risk policies.

Institutional Credit Management (ICM) is a critical component of Citi’s First Line of defense for wholesale and counterparty credit risk management and works with Independent Risk teams to ensure best-in-class risk and controls, as well as client responsiveness. Key responsibilities of the group include stress testing, risk identification, trade advisory, exposure monitoring, and credit analysis. ICM coordinates with credit management groups across Markets, Services and Wealth business to ensure full alignment on business and regulatory goals, as well as consistency and best practices where appropriate. The role requires technical expertise in risk analytics, capital markets products, and counterparty credit risk management techniques, alongside the ability to execute in dynamic market environments.

Key Responsibilities:

  • Develop and enhance tools for the measurement, monitoring, and management of counterparty exposure including stress testing, PFE, stress loss, and wrong way risk
  • Actively liaise with Sales & Trading, Market Risk and CVA teams to ensure comprehensive coverage of counterparty and liquidity risk measures across over-the-counter, securities financing transactions and futures products
  • Closely work with Quantitative risk, Markets analytics teams, Technology, and Model Validation groups on CCR model development and evolution of CCR models to address new products or risk areas
  • Work with business managers and In-Business Risk teams on new product approvals, margining model, real-time monitoring and controls
  • Lead hands-on development of Agentic AI and GenAI-centric solutions that modernize risk monitoring, controls, and real-time analytics.
  • Perform and develop risk analysis on existing client portfolios as well as customized risk analysis on new client portfolios
  • Own presentations and documents for internal and external use on various topics including functions of the Risk Group, stress methodologies, policies and risk issues

Developmental Value:

  • The team offers opportunity to expand the role as the function grows
  • Be at intersection of quantitative finance, counterparty credit management, and risk decision-making.
  • Develop solid market/credit risk experience using advanced risk models and techniques


Knowledge and Experience:

  • 3-5 years of experience in risk analytics or market risk, or counterparty credit risk management
  • Strong understanding of capital markets products, including Prime Brokerage, derivatives, repo financing
  • Understanding of multiple asset classes including rates, equities, foreign exchange, credit, and commodities

Skills: 

  • Strong analytical skills with good attention to detail and a demonstrated aptitude for tackling analytical issues through quantitative modelling and assimilation of data into a working product
  • Stress testing skills and product pricing and valuation skills desirable
  • Strong Excel skills. Programming skills preferring including Python or other statistical languages
  • Hands-on experience with Agentic AI / GenAI centric solutions preferred
  • Excellent written and oral communication skills with ability to present complex analysis clearly to stakeholders
  • Ability to work well with cross-functional teams from Business, Risk and Technology
  • Demonstrates strong ethics and integrity. Ability to work independently as well as in a team environment. Can make decisions under pressure and short timeline


Education:

  • Bachelor’s or Master’s degree in mathematics, science, finance, economics, or a related field required

609912

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Job Family Group:

Decision Management

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Job Family:

Specialized Analytics (Data Science/Computational Statistics)

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Time Type:

Full time

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Primary Location Full Time Salary Range:

165 020,00 zł - 280 980,00 zł

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

 

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