Transformar dados espaciais complexos em produtos operacionais, análises robustas e informação de suporte à decisão para projetos ambientais, florestais e de carbono.
Responsibilities
Gerir, estruturar e assegurar a qualidade de bases de dados geográficas
Produzir cartografia, análises espaciais e indicadores para planeamento, monitorização, reporte e tomada de decisão
Processar imagens de satélite para classificação de uso e cobertura do solo, monitorização florestal, análise de alterações, biomassa e avaliações ambientais
Desenvolver e manter fluxos automatizados em Python e Google Earth Engine para processamento, controlo de qualidade e reporte
Aplicar técnicas de aprendizagem automática e, quando adequado, aprendizagem profunda a imagens de satélite e de drone
Requirements
Licenciatura ou mestrado em Engenharia Geográfica, Geomática, Geografia, Deteção Remota, Ciências Ambientais, Engenharia Florestal, Ciência de Dados, Informática ou área relacionada
Lead market‑making, risk deployment, and liquidity provision across EMEA single‑stock equities and derivatives in London.
Responsibilities
Deliver two‑way pricing and principal market‑making across pan‑European single‑stock cash and flow derivatives
Partner with Cash Equity Sales, Flow Derivatives Sales, and Prime Services to monetize institutional order flow
Trade and hedge idiosyncratic risk around earnings announcements, index rebalancings, dividend adjustments, corporate actions, and borrow locate constraints
Collaborate with Quantitative Strategists and Technology developers to enhance algorithmic market‑making models
Optimize desk balance sheet usage, funding costs, synthetic borrow locates, and clearing across EMEA exchanges and MTFs
Requirements
Bachelor’s or Master’s degree in Quantitative Finance, Mathematics, Physics, Computer Science, Engineering, or Economics
Build and develop quantitative risk models for wholesale credit loss and regulatory stress testing within Citi’s risk management team.
Compensation
zł165,020.00 - zł280,980.00
Responsibilities
Research, develop, and test wholesale expected credit loss models in line with IFRS9 and country-specific regulatory requirements
Implement loss models and analytical functions in the internal python library
Prepare detailed quantitative modeling and analysis for risk managers and senior management
Actively participate in the analysis and interpretation of results, incorporating feedback into models and metrics
Support business, finance, risk managers, foundational credit risk, model validation, internal audit, and banking supervisors for loss models related discussions
Requirements
Master's degree in a quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, Economics, Finance)
Nice to have: knowledge of wholesale credit products
Nice to have: financial markets at a financial institution
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