Citi Group Data Scientist - Risk Rating Model Developer 

Poland, Masovian Voivodeship, Warsaw 

271243609

Responsibilities:

• Conduct comprehensive data exploration and validation, identifying and addressing data quality issues.

• Perform rigorous data analysis and mining, interpret findings, and generate formal statistical documentation and reports. Collaborate with Technology teams to resolve data-related challenges.

• Analyze data reports, provide insights, and formulate recommendations to meet evolving business needs.

• Develop and implement a variety of statistical models to enhance data acquisition, evaluation, and interpretation. Identify key data relationships, trends, and influencing factors.

• Evaluate multiple modeling methodologies and select the most appropriate approach for each model development project.

• Conduct thorough model testing, including sensitivity analysis and back-testing, to ensure robustness and accuracy.

• Lead annual model reviews, performance assessments, and model redevelopment initiatives as required.

• Produce comprehensive model documentation, including technical specifications and user guides, adhering to industry best practices.

• Effectively communicate complex model results to both technical and non-technical audiences through presentations and formal documentation.

• Foster strong working relationships with cross-functional teams, including country/region business stakeholders, model validation, governance, and implementation teams.

• Leverage critical thinking and quantitative skills to solve complex business problems in a fast-paced, collaborative environment.

• Prepare comprehensive responses to inquiries from regulators and internal audit regarding developed models.

• Validate model assumptions, proactively identify and escalate potential risks, and address sensitive areas within the methodology and development process.

• Adhering to internal policies and procedures.

• Exercising ethical judgment in personal behavior, conduct, and business practices.

• Proactively identifying, escalating, managing, and reporting control issues with transparency.

Qualifications:

• Master's degree in Econometrics, Statistics, Mathematics, Finance, or a related Applied Science field. CFA or FRM certification is a plus.

• 2+ years of experience in a quantitative role, preferably with experience in credit risk management.

• Proven experience in researching, developing, and implementing credit risk models, including technical and non-technical documentation.

• Strong programming skills in Python, R, or other object-oriented languages.

• Proficiency with statistical software packages and regression modeling techniques.

• Solid understanding of Accounting and Corporate Finance principles is highly desirable.

• Excellent verbal and written communication skills.

• Ability to prioritize effectively, make sound decisions, and meet deadlines in a fast-paced environment with competing demands.

• Self-motivated, detail-oriented, and possess strong organizational and project management skills, with the ability to manage multiple projects concurrently.

joining Citi Solutions Center 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)

• Sport Card

• Holidays Allowance

• Sport and team recreation activities

• Special 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

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

Time Type:

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