Citi Group Qualitative Models Validation Senior Analyst 

Poland, Masovian Voivodeship, Warsaw 

112718718

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:

  • Critically reviewing the appropriateness of a Qualitative Model versus alternative quantitative approach with respect to the modeling objective and the available model development data

  • Producing high value models validation reports, including highlighting risks and limitations of the model.

  • Evaluating testing approach and results for individual models in accordance with MRM guidance

  • Assessing the ongoing performance monitoring of the models

  • Contributing to regulatory and internal audit related responses

• Collaborating with other teams within Risk and the Business regarding qualitative models to facilitate compliance with our policies, procedures, and guidance.

• Assisting with preparing the reports and other meeting materials to 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

Qualifications:

• Minimum Bachelor’ degree in Finance or Economics, or quantitative discipline (statistics, quantitative finance, econometrics). Masters’ degree is preferable.

• Ideally 3 years of experience / knowledge of Banking, Treasury, Finance / Risk management preferred, however talented candidates with fewer years of experience will be considered

• Demonstrate excellent partnership and teamwork skills

• Ability to clearly and concisely formulate findings in a written form and good 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

• Knowledge of financial markets and products

• Qualitative or quantitative model risk management experience is a plus

• Experienced user of Microsoft Office Suite, especially Excel, PowerPoint and Word. Knowledge of Python or R language would be a plus.

• Solid knowledge of time series analysis, statistics and econometric would be highly advantageous.

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

• 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

Time Type:

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