Commodity Model Risk Validator | Pricing Models & Python

Citigroup Inc.; Warszawa; Hybrid; PLN 165,000 - 281,000; Full time

Benefits offered by this job

Private medical care

Pension plan

Life insurance

Employee assistance program

Parental leave

Sport card

Cafeteria/flex benefits

Annual discretionary incentive

Job summary

Citigroup Inc. is seeking a skilled professional to validate commodity pricing models and manage associated risks. You will work with quants to challenge assumptions, implement tests, and contribute to Python tooling for benchmarking.

The role emphasizes stochastic calculus, numerical methods, and strong communication as you interact with front office and risk teams to ensure robust model performance.

Qualifications

• Bachelor's in Finance, Economics or quantitative field (statistics, econometrics).
• 2+ years of relevant work experience.
• Strong Python, Excel and communication skills.

Responsibilities

• Validate derivative-pricing models for commodities and manage model risk.
• Conduct independent validations and monitor model performance.
• Develop tests and contribute to Python codebase for benchmarking.
• Replicate models to verify accuracy and support risk mitigation.
• Collaborate with traders and quants to present validation findings.

Skills

Python

Stochastic calculus

Numerical methods

Probability theory

Problem solving

Communication

Education

Bachelor's in Finance/Economics/Quantitative discipline

Master's degree (preferred)

Tools

Git

LaTeX

Excel

Job description

Citigroup Inc. is seeking a skilled professional to validate commodity pricing models and manage associated risks. You will work with quants to challenge assumptions, implement tests, and contribute to Python tooling for benchmarking.

The role emphasizes stochastic calculus, numerical methods, and strong communication as you interact with front office and risk teams to ensure robust model performance.