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Citigroup
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Warsaw,
Poland
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The Credit and Obligor Risk Analytics (CORA) group is looking to add a Model Developer at the Vice ... credit loss models (e.g. sensitivity and back-testing). Lead annual model reviews and performance testing
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Citigroup
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Warsaw,
Poland
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real life problems and develop a career as a risk model expert.
Responsibilities:
Implement models for credit risk and stress testing using sound numerical and computational techniques
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Citigroup
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Warsaw,
Poland
...
) team in Warsaw. The mandate of the MSS team is to provide risk analytics and model governance services ... entities, and currently focused on Wholesale Credit Risk. These services ensure that legal entities are
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Citigroup
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Warsaw,
Poland
...
Wholesale Credit Risk. These services ensure that legal entities are supported with all quantitative ... the MSS team is to provide risk analytics and model governance services to Risk Management and other
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Citigroup
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Warsaw,
Poland
...
Enterprise Risk Management (ERM) Organisation. The mandate of the team is to provide Model Sponsor support ... ICAAP (mainly counterparty credit risk) and will be expected to conceptually lead the design of
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Citigroup
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Warsaw,
Poland
...
Enterprise Risk Management (ERM) Organisation. The mandate of the team is to provide Model Sponsor support ... credit risk) and will be expected to conceptually contribute to the design of modelling enhancements, as
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Citigroup
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Warsaw,
Poland
...
and analyzing risk, for all risk types including market, credit and operational. Also, may develop ... statistical analysis for risk related projects and data modeling/validation.
Applies quantitative and
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Citigroup
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Warsaw,
Poland
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Model Validator who will manage model risk in the areas of market and counterparty credit risk. The ... reports, and managing model risk on an ongoing basis.
Qualifications:
5+ years of
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