Citi Group Qualitative Validation Lead 

Poland, Masovian Voivodeship, Warsaw 

82885765

What you will be doing

Performing independent validation of high complexity 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
• Analysing 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 facilitate compliance with our policies, procedures, and guidance
• Preparation of reports and other meeting materials for MRM senior management
• Supporting the process of designing, developing, delivering, and maintaining best-in-class qualitative model validation process standards, guidance, practices, templates, and other documentation

What we need from you

• Proven track record of success with Qualitative or Quantitative model risk management experience
• Good understanding of Banking, Treasury, Finance and Risk management
• Knowledge of financial markets, products and comfortable with large statistical data sets
• Ability to demonstrate excellent partnership and teamwork skills
• Strong written and verbal communication skills
• Good analytic, creative thinking and problem-solving abilities
• Adept and meticulous at analysis and documentation
• Ability to multi-task, work well under pressure and committed to deliver under tight deadlines
• Managerial or project management experience would be advantageous
• Experienced user of Microsoft Office Suite (Excel, PowerPoint, and Word)
• Knowledge of Python or R language would be a plus
• Master’s degree in finance or economics, or other quantitative discipline

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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