Model Validation Analyst – Climate & Wholesale Risk

Citi; Województwo mazowieckie; Hybride; PLN 120 000 - 190 000; Plein temps

Avantages offerts par ce poste

Pension plan

Private medical care

Life insurance

Parental leave

Sport card

Annual incentive

Flex benefits

Résumé du poste

Citi is seeking a Model Validation professional in Poland to validate models used for wholesale credit risk and climate risk. You will analyze model performance, prepare validation reports, and contribute to risk management practices across key bank processes.

The role emphasizes rigorous testing, independent analysis, and collaboration with model sponsors and developers to drive improvements and robust governance.

Qualifications

• Bachelor's degree or higher in statistics, finance, CS, engineering or related field.
• Strong quantitative skills in statistics, probability, time series and data analysis.
• Experience with wholesale credit risk models and climate risk is preferred.
• Programming skills in Python, R, MATLAB, or VBA.
• Excellent written and verbal communication, able to present to senior management.

Responsabilités

• Perform in-depth model validations, annual model reviews, and ongoing performance monitoring.
• Provide challenge to the model development process and drive follow-up actions.
• Conduct rigorous analysis to evaluate model designs and supporting analyses.
• Assess ongoing performance monitoring and annual reviews of wholesale risk models.

Connaissances

Python

R

MATLAB

VBA

Formation

Bachelor's degree or higher in statistics, finance, CS, engineering

Description du poste

Citi is seeking a Model Validation professional in Poland to validate models used for wholesale credit risk and climate risk. You will analyze model performance, prepare validation reports, and contribute to risk management practices across key bank processes.

The role emphasizes rigorous testing, independent analysis, and collaboration with model sponsors and developers to drive improvements and robust governance.