Hybrid Model Validation Senior Analyst | Risk & Analytics

Citi; Warszawa; Hybrid; PLN 165,000 - 281,000; Full time

Benefits offered by this job

Pension plan 6%

Private medical care

Life insurance

Employee assistance program

Sport card

Holidays allowance & volunteering day

Cafeteria/flex benefits

Annual discretionary incentive

Job summary

Citi Poland is seeking a Senior/Junior Model Validator to perform independent validation of Global Functions models within the Risk Management framework. You will assess model approaches, produce validation reports, and collaborate with risk teams while adhering to Citi policies.

The role requires strong programming skills, statistics knowledge, and the ability to articulate findings clearly. Hybrid work up to 2 days home per week with competitive compensation and benefits.

Qualifications

• Bachelor’s degree in Finance, Economics or quantitative field (statistics, econometrics).
• Masters degree is preferable.
• 3 years of banking/treasury/finance risk knowledge preferred, but talented candidates with fewer years will be considered.
• Strong teamwork and partnership skills.
• Programming in Python, MATLAB, C/C++/C#, VBA, R and SAS.

Responsibilities

• Perform independent validation of Global Functions models per Citi MRM policy.
• Critically review model approach vs alternatives given data and objectives.
• Produce high-quality validation reports highlighting risks and limitations.
• Evaluate testing approaches and results for individual models.

Skills

Python

MATLAB

C/C++/C#

VBA

R

SAS

Excel

PowerPoint

Word

Statistics

Econometrics

AI/ML

Finance

Education

Bachelor in Finance or Economics

Masters preferred (quantitative)

Tools

Python

MATLAB

SAS

Excel

PowerPoint

Word

Job description

Citi Poland is seeking a Senior/Junior Model Validator to perform independent validation of Global Functions models within the Risk Management framework. You will assess model approaches, produce validation reports, and collaborate with risk teams while adhering to Citi policies.

The role requires strong programming skills, statistics knowledge, and the ability to articulate findings clearly. Hybrid work up to 2 days home per week with competitive compensation and benefits.