Citi Group Model Validator - Risk Models 

Poland, Masovian Voivodeship, Warsaw 

172404194

What you will be doing

• 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 model methodology, describe the performed analyses and present the model users with a clear overview of discovered weaknesses and associated compensating controls
• Provide guidance to less experienced colleagues to ensure quality validation work

What we need from you

• Proven track record of success in the model validation field
• Knowledge of financial instruments, risk estimation and pricing methodologies
• Ability to apply sophisticatedmathematical/analyticaltechniques to solve real-world problems
• Strong communication skills both verbal and written
• Working Python knowledge
• Ability to work independently
• Curiosity, diligence, and a healthy scepticism about received wisdom are all desirable
• Master’s degree or higher in a quantitative field (Mathematics, Financial Engineering, Statistics, etc.) with relevant coursework and experience

What we offer

• Competitive salary & social benefits (e.g. private healthcare care, multisport card, life insurance, pension plan)
• Unique opportunity to work in a global financial institution with state-of-the-art solutions and exciting quantitative modelling challenges
• Work in a friendly and diversified environment, appreciating differences in style and perspective
• A great environment for learning new technology and tools, online and instructor led training opportunities
• Opportunity to have an influence on the way you perform your tasks - our teams are constantly looking for new and better ways and we encourage all improvement ideas

Time Type:

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