Citi Group Qualitative Model Validator 

Poland, Masovian Voivodeship, Warsaw 

477514661

Key activities include:

• 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 approaches
  • Analyzing the model design, and assumptions and challenging them to identify best solution
  • Investigating judgmental inputs used during forecasting and comparing with trends and industry standards
  • Assessing development approach and testing results for individual models provided by Model Sponsor
  • Evaluating model performance on ongoing basis
  • Writing high quality validation reports, highlighting risks and limitations of the model
  • Working with Model Sponsor to resolve model issues
• Collaborating with other teams within Risk and the Business regarding qualitative models to ensure compliance with our policies, procedures, and guidance
• Supporting the process of designing, developing, delivering and maintaining best-in-class qualitative model validation process standards, guidance, practices, templates and other documentation

Qualifications:

• Minimum Bachelor’s degree in Finance or Economics, or other quantitative discipline. Masters’ degree is preferable
• 2 years of experience / knowledge of Banking, Treasury, Finance or Risk management
• General understanding of modeling / forecasting
• Knowledge of time series analysis, statistics and econometrics
• Ability to formulate findings clearly and concisely in a written form and good verbal communication skills
• Good analytic, creative thinking and problem solving abilities
• Demonstrate excellent partnership and teamwork skills
• Adept and meticulous at analysis of data and documentation
• Ability to multi-task, work well under pressure and committed to deliver under tight deadlines
• Knowledge of financial markets and products would be a plus

What we offer:

• Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls
• Position with multiple development opportunities including internal promotion
• Opportunity to develop in multiple areas such as as financial forecasting, stress testing, modeling market risk, operational risk and credit risk
• Cooperation with a high quality, international, multicultural and global team
• Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success
• Management supporting balanced and agile work (flexible working hours, home office)
• Attractive benefits package (Benefit System, medical care, pension plan etc.)
• A chance to make a difference with various affinity networks and charity initiatives

If you need more information please contact Piotr Buzala ( ).

Time Type:

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