This position provides an excellent opportunity for a quantitative risk analyst with a background in market risk to work within Citi’s Legal Entities in Warsaw. In this role, the successful candidate will be responsible for critical deliverables involving complex market risk models related to the bank’s Basel 2.5 implementation in line with Citi's internal and regulatory standards.

Currently, the Market Risk Analytics group is involved in many advanced and exciting modelling activities. Therefore, for someone with the right competency, keen interest, high degree of motivation and energy, the role offers an excellent opportunity to be at the center of market risk model methodology developments. This role creates a broad set of opportunities for interaction with a wide range of internal functions as well as senior management within the bank.

**What you’ll do:**

+ The role requires knowledge of the current Basel 2.5 modelling. This includes for example VaR, SVaR...