Citi Group Senior Model Validator / Finance Stress Testing Models 

Poland, Masovian Voivodeship, Warsaw 

663034590

Key activities include:

• Performing independent validation of qualitative models across the firm. This includes:

  • Critically reviewing the appropriateness of a qualitative model versus alternative quantitative approach

  • Producing models validation reports, highlighting risks and limitations of the model

  • Evaluating testing approach and results for individual models

  • Assessing the ongoing performance monitoring of the models

  • Contributing to regulatory and internal audit related responses

• Collaborating with other teams within Risk and the to facilitate compliance with our policies, procedures, and guidance

• Assisting with preparation of reports and meeting materials to MRM senior management

• Supporting the process of designing, developing, and maintaining best-in-class qualitative model validation process standards, 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

• Knowledge of financial markets and products

• 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 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

• 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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