Model Validation Analyst — Climate & Credit Risk (Hybrid)

Citibank (Switzerland) AG; Warszawa; Hybrid; Confidential; Full time

Benefits offered by this job

Pension plan

Private medical care

Life insurance

Parental leave

Job summary

Citibank (Switzerland) AG seeks a Model Validation professional for Citi Solutions Center Poland in Warsaw. The role focuses on validating models measuring wholesale credit and climate risk, with rigorous testing and performance monitoring across model life cycles.

The candidate will write clear validation reports, support developion of best-in-class standards, and engage with stakeholders to drive improvements while leveraging automation and AI tools where appropriate.

Qualifications

• 1–2 years of relevant experience in model validation, development, risk management, analytics, or quantitative finance.
• Strong quantitative background in statistics, probability, time series and data analysis.
• Excellent written and verbal communication, ability to present technical matters to both technical and non-technical audiences.

Responsibilities

• Perform in-depth model validations, annual model reviews, and ongoing performance monitoring.
• Provide challenge to model development process and drive required follow-ups.
• Conduct independent analyses to evaluate model designs and supporting analyses.

Skills

Quantitative skills

Statistics

Time series

Data analysis

Communication skills

Education

Bachelor's degree or above in statistics, finance, computer science or related field

Master’s or PhD degree preferred

Tools

Python

R

MATLAB

VBA

Job description

Citibank (Switzerland) AG seeks a Model Validation professional for Citi Solutions Center Poland in Warsaw. The role focuses on validating models measuring wholesale credit and climate risk, with rigorous testing and performance monitoring across model life cycles.

The candidate will write clear validation reports, support developion of best-in-class standards, and engage with stakeholders to drive improvements while leveraging automation and AI tools where appropriate.