Model Validator - Pricing Algorithmic Trading Models jobs at Citi Group in Poland, Warsaw
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Poland
Warsaw
7 jobs found
22.04.2025
CG
Citi Group Senior Audit Manager - Model Risk Poland, Masovian Voivodeship, Warsaw
Manage a team of Internal Audit professionals, recruit staff, lead professional development, build effective teams and manage a budget. Manage Internal Audit Model Risk activities. Deliver audit reports, Internal Audit...
Develops, enhances, and validates the methods of measuring and analysing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models...
Performing independent validation of qualitative models across the firm, in line with the Citi Model Risk Management Policy and procedures. This includes:Reviewing appropriateness of a qualitative Model versus alternative quantitative...
This role will suit someone withmodel development or validation experiencein 1st or 2nd line of defense. Degree in one of the following areas preferred: Quantitative Finance or Economics, Statistics, Data...
Conduct comprehensive data exploration and validation, identifying and addressing data quality issues. Perform rigorous data analysis and mining, interpret findings, and generate formal statistical documentation and reports. Collaborate with Technology...
Develop, implement, and test model methodology changes upon requests from model sponsor, model validators, or driven by self-identified model limitations. Identifies opportunities and advocate innovative idea for improving risk capital...
Perform detailed quantitative analyses aimed at identifying material model limitations. Work with internal and external stakeholders on the validation findings and remediation actions. Write validation documents that critically evaluate the...
Manage a team of Internal Audit professionals, recruit staff, lead professional development, build effective teams and manage a budget. Manage Internal Audit Model Risk activities. Deliver audit reports, Internal Audit...
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