Climate Scenario Developer, Citi

Climate Scenario Developer

Citi

Location:

Poland, Warsaw

Category:

-

Contract Type:

Not provided

Salary:

Not provided

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Job Description:

This model development role will support required enhancements to existing risk scenario design and expansion capabilities in line with emerging industry practices and regulatory expectations. The role involves a significant amount of interaction with senior management and subject matter experts.

Job Responsibility:

Utilize Matlab, Python etc to build and test statistical models
Support the development of scenario design and expansion approaches
Conduct research to identify causal drivers and to support scenario design methodological approaches
Lead model development efforts to build best-in-class models to translate climate variables into macroeconomic and microeconomic variables
Interpret scenario variable pathways and ensure variable projections are consistent with scenario assumptions, model assumptions and statistical and econometric foundation assumptions
Ensure methodological consistency and coherency across scenarios developed and used across the organization

Requirements:

Strong understanding of econometric model development and model development experience (preferably obtained at a peer institution)
Proficient in Python, Matlab etc
4+ years of post-PhD work experience, or 6+ years of post-Master’s work experience
Experience in dealing with change projects and/or building / delivering new capabilities
Experience with scenario expansion for scenario analysis and stress testing purposes is preferable
Solid understanding of NGFS, IPCC, and IEA scenarios and translation of climate risks into financial system impacts is desirable
Familiarity with industry leading climate risk models and physical risk data providers
Strong organizational skills and the ability to multi-task effectively in a high-volume and complex environment with changing priorities
Excellent written and oral communications skills
Proven ability to partner and collaborate across an organization
Strong tenacity and resilient under pressure and self-motivated in a fast paced and demanding environment
Strong analytical problem-solving skills and high level of integrity to deal with highly confidential data

Nice to have:

Experience with scenario expansion for scenario analysis and stress testing purposes
Solid understanding of NGFS, IPCC, and IEA scenarios and translation of climate risks into financial system impacts
Familiarity with industry leading climate risk models and physical risk data providers

What we offer:

Private Medical Care Program
Life Insurance Program
Pension Plan contribution (PPE Program)
Employee Assistance Program
Paid Parental Leave Program (maternity and paternity leave)
Sport Card
Holidays Allowance
Sport and team recreation activities
Special offers and discounts for employees
Access to an array of learning and development resources
A discretional annual performance related bonus
A chance to make a difference with various affinity networks and charity initiatives

Additional Information:

Job Posted:

March 22, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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