Model Validator, Citi

Citi

Location:
Poland, Warsaw

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

The Risk Analytics, Modelling and Validation role involves the validation of quantitative models such as those used to measure and analyse wholesale credit risk and climate risk, or other quantitative models.

Job Responsibility:

Perform model validations, annual model reviews, ongoing monitoring reviews and model limitation reviews
Provide effective challenge to the model development process in accordance with the Citi Model Risk Management (MRM) Policy
Conduct review and challenge on model data, model framework, model assumptions, model performance metrics and thresholds, model implementation, model ongoing monitoring plan, model limitation, etc., and document the validation process and results in validation reports
Evaluate testing approach and results for individual models in accordance with MRM Policy
Contribute to regulatory and internal audit related responses
Collaborate with other teams within Risk and Business to facilitate compliance with internal policies, procedures, and guidance and regulatory guidance
Assist with preparing the reports and other meeting materials to MRM senior management
Support the process of designing, developing, delivering, and maintaining best-in-class model validation process standards, guidance, practices, templates, and other documentation

Requirements:

Master's degree, or PhD degree, or equivalent experience
0 to 3 years of experience or equivalent
Experience in quantitative finance, risk management, analytics, model development or model validation is preferred
Knowledge of financial markets and products
Good knowledge on financial statement analysis, accounting is a plus
FRM, CPA, CFA is a plus
Strong quantitative skills such as solid knowledge of, statistics, mathematics, econometrics, time series analysis, finance, accounting
Programming skills in languages such as Python, R, SAS, MATLAB, VBA or other coding language as need
Strong analytic, creative thinking, and problem-solving abilities
Ability to evaluate complex model risk issues
Proficiency in data analysis and interpretation
Ability to identify inconsistencies in data or results and define business issues
Excellent communication skills
Ability to formulate findings clearly and concisely in a written form and good verbal communication skills
Excellent writing skills on writing comprehensive technical model validation reports
Adept and meticulous at analysis and documentation of results
Ability to work effectively in a team and independently
Excellent partnership and teamwork skills
Strong project management and time management skills, with the ability to manage multiple tasks and deadlines
Work well under pressure and deliver results under tight deadlines
Ability to influence decisions and provide expert advice
Ability to formulate recommendations on policies, procedures, or practices
Attention to detail and the ability to make informed judgments based on information

Nice to have:

FRM, CPA, CFA is a plus
Good knowledge on financial statement analysis, accounting is a plus

What we offer:

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

Additional Information:

Job Posted:
August 12, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Model Validator