Full-Time Risk Analyst

Solid; Polska; Hybrid; PLN 90,000 - 130,000; Full time

Job summary

Citi in Warsaw offers a two-year rotational Quantitative Risk Management Analyst Program starting summer 2027. You will rotate across risk disciplines and learn VaR, stress-testing, and scenario analysis while understanding instruments and riskrewards.

Frequency and scope reflect a graduate entry program within a global bank. Participants collaborate with senior risk leaders, develop leadership capabilities, and gain exposure to diverse businesses, preparing for placements within Risk Management

Qualifications

• Master's degree in a quantitative field with graduation between Dec 2026 and Jul 2027.
• Strategic and analytical mindset with a global perspective and sound judgment.
• Willingness to initiate, propose solutions and grow beyond comfort zones.
• Ability to build strong business relationships in a changing environment.
• Proficiency in analytical, coding or data mining tools (SAS, SQL, R, Python, Hadoop, Spark, MATLAB, Tableau, PowerBI).
• Excel, Word and PowerPoint proficiency; strong written and verbal communication.

Responsibilities

• Participate in Citi's two-year rotational Quantitative Risk Management Analyst Program in Warsaw, starting in summer 2027.
• Rotate across risk disciplines including Treasury, Global Market, Model Risk, and Quantitative Risk & Stress Testing.
• Learn risk measurement techniques such as VaR, stress-testing, and scenario analysis.
• Work closely with senior managers to build leadership capabilities and gain global perspectives.

Skills

Strategic thinking

Analytical mindset

Global perspective

Initiative

Communication skills

Presentation skills

Education

Master's degree (graduation between Dec 2026 and Jul 2027) in Math, Econ, Finance, Stats, Eng or Science

Tools

SAS

SQL

Python

R

Tableau

PowerBI

MATLAB

Hadoop

Spark

Job description

• Participation in Citi's two-year rotational Quantitative Risk Management Analyst Program in Warsaw, starting in summer 2027
• Gaining an understanding of Risk best practices and learning about Citi's businesses and the Risks it manages
• Learning how a portfolio of Risk is managed in a global financial institution using measurement techniques including VaR, stress-testing and scenario analysis
• Learning about the Risks and rewards from individual financial instruments
• Rotations across Risk disciplines: Treasury Risk Management, Global Market Risk, Model Risk Management and Quantitative Risk & Stress Testing, Risk Reporting
• Working closely with senior managers to build leadership capabilities
• Frequent access to Citi's senior Risk leaders and exposure to global perspectives and businesses
• Developing management skills during rotations and applying them in a customized curriculum
• Upon successful completion of the program, consideration for placements within Risk Management

Kogo poszukujemy?

Key requirements:

• Master's degree (graduation between December 2026 and July 2027) in Mathematics, Economics, Finance, Statistics, Accounting, Engineering or Science
• Strategic and analytical mindset with a global perspective and excellent judgment
• Willingness to take initiative, offer creative solutions and step out of your comfort zone
• Resiliency to work in an environment of change and ability to build and maintain excellent business relationships
• Familiarity with process improvement
• Commitment to excellence with a sense of urgency
• Proficiency in analytical, coding or data mining tools (e.g. SAS, SQL, R, Python, Hadoop, Spark, MATLAB, Tableau, PowerBI)
• Technological proficiency in Excel, Word and PowerPoint
• Strong written and verbal communication and presentation skills

Nice to have:

• Ambition and drive to excel in complex, data-driven financial environments
• Curiosity about leveraging advanced quantitative methods and technology to model, measure and mitigate financial risk
• Aspiration to become a future leader in quantitative risk management