Citi Group Model Analysis Validation Officer 

Poland, Masovian Voivodeship, Warsaw 

444013507

What you will be doing

• 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 and scoring model related policies
• Manages model risk across the model life cycle including model development, model validation, ongoing performance evaluation and annual model review.
• Produces analytics and reporting used to manage risk for Citi's operations
• Translates operational requests from the business into programming and data criteria and conduct systems and operational research in order to model expected results
• Assists in the development of analytic engines for business product lines
• Communicates results to diverse audiences
• Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards
• Participates on teams to solve business problems
• Identifies modelling opportunities that yield measurable business results
• Provides guidance to junior validators as and when necessary
• Manages stakeholder interaction with model developers and business owners during the model life cycle
• Represents the bank in interactions with regulatory agencies, as required
• Presents model validation findings to senior management and supervisory authorities
• Provides effective challenge to model assumptions, mathematical formulation, and implementation
• Assesses and quantifies model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls
• Contributes to strategic, cross-functional initiatives within the model risk organization

What we need from you

• Proven track record of success operating as a Model Risk & Validation Officer
• Practical experience using SAS, R or similar statistical coding software to build and test prediction models
• Comfortable interfacing with business clients. proficiency handling very large data sets
• Proficient in Python programming and object-oriented programming concepts
• Consistently demonstrates clear and concise written and verbal communication skills
• Knowledge of Git or other code repositories
• Self-motivated and detail oriented
• Demonstrated project management and organizational skills and capability to handle multiple projects at one time
• Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation
• Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models
• Master's degree with 5-10 years' experience or a PhD in a quantitative field

What we offer

By joining Citi Solutions Centre Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:

• Private Medical Care Program
• Life Insurance Program
• Pension Plan contribution (PPE Program)
• Employee Assistance Program
• Paid Parental Leave Program (maternity and paternity leave)
• Sports Card
• Holidays Allowance
• Sport and team recreation activities
• Exclusive 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

Time Type:

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