Wholesale Credit Reserves & Loss Modelling - Model Developer and Analyst
Citi · Posted Nov 10, 2026
- Warsaw, Mazovia, Poland
- Hybrid
- Full-time
- PLN 165K–PLN 281K per year
- 2+ years
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