Job Information
Citigroup Data Scientist - Risk Rating Developer in Warsaw, Poland
Credit and Obligor Risk Analytics (CORA) is looking to add a Model Developer to the Credit Risk Rating Analytics (CRRA) Team. CRRA team is responsible for the development of all credit rating models for SMEs / MMEs, Large Corporates, Financial Institutions and Public Sector on a Global basis.
This is a highly visible position with many career opportunities and cooperation with different Citi’s Teams whole over the world.
Responsibilities:
The responsibilities of the successful candidate include but not limited to the following activities:
Obtain and prepare model development data
Select the champion modelling methodology after evaluating multiple options
Develop different statistical models
Perform all required tests (e.g. sensitivity and back-testing)
Lead annual model reviews and performance testing and/or redevelop as needed
Deliver comprehensive technical and non-technical model documentation
Work closely with cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team
Apply critical thinking in solving complex business problems with quantitative tools in a collaborative, fast-paced environment.
Qualifications:
Masters in Econometrics, Statistics, Math, Finance, Economics, or an Applied Science. CFA or FRM is a plus.
2+ years of experience in quantitative area, experience in credit risk management area is a plus.
Hands-on experience with the research, development, and implementation of credit risk models, including technical and non-technical documentation.
Strong programming skills in Python, R, or other objected oriented languages would be a significant plus.
Familiar with statistics packages and regression models.
Strong working knowledge of Accounting and Corporate Finance is a significant plus.
Excellent communication skills, verbal as well as written.
Ability to make decisions / balance aggressive timelines for deliverables amidst conflicting priorities.
We offer:
Opportunity to work in an international, multi-cultural environment
Cooperation with a high-quality team in a challenging area of the financial industry with one of the world's leading companies
Access to the latest technologies and tools
Opportunity to learn through participation in various projects and cross training
Attractive conditions of employment and benefits (private healthcare, award winning pension scheme, multisport, life insurance, holiday allowance, anniversary program, competitive maternity and paternity scheme),
High exposure coming from direct cooperation with senior management
#LI-KT1
Job Family Group:
Risk Management
Job Family:
Risk Analytics, Modeling, and Validation
Time Type:
Full time
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Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.