Quantitative Risk and Stress Testing (QRS) provides people from a quantitative background with fantastic opportunities to work on challenging and interesting problems providing essential services across Citi. QRS is committed to ensuring we have a diverse workforce for all employees to feel a sense of belonging and inclusion at Citi.

QRS is a function within the risk management organisation that provides risk analytics and stress testing capability within Risk and in order to support our business partners across Citi.

The QRS group covers Market Risk Analytics, Counterparty Risk Analytics, Credit Risk Analytics, Economic Forecasting, Risk Capital Analytics, Model Analysis and Stress Testing covering locations such as  New York, London, Warsaw and Dublin.

• An exceptional academic record (rewards, recognition, etc.) in a quantitative discipline, ideally to Masters or PhD level.
• Demonstrable interest in applying sophisticated mathematical/analytical techniques to solve real-world problems, especially in banking, finance, or risk management.
• Programming skills: C/C++, Python, Matlab, SAS, R or SQL.
• Experience and knowledge of a variety of risk modelling approaches such as Value-at-Risk (VaR), Stressed VaR, IRC, Expected Positive Exposure, as well as Stress Testing techniques and methodologies.
• Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models.

As well as being a business casual workplace with flexible working options, we enjoy a whole host of perks and benefits – from our on-site gym, restaurants and health centre in Dublin to retail discounts, health insurance cover and family care company-wide.

We are dedicated to ensuring the wellbeing of our employees. We appreciate that to balance home and work responsibilities, flexibility is required. Therefore  we will consider requests for flexible working on hiring. For most roles, the following types of flexibility are usually possible: flexible hours and an element of working from home.

Sounds like Citi has everything you need? Then, ask yourself – what progress will you make? Apply to join the world’s most global bank and discover the true extent of your capabilities.