Model Validation Analyst - Credit & Climate Risk

Citi

Warszawa

Hybrid

PLN 120,000 - 190,000

Full time

11 days ago

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Benefits offered by this job

Hybrid working model – up to 2 days at

Defined Contribution Pension Plan 6%

Private Medical Care

Life Insurance

Employee Assistance Program

Sport Card

Annual discretionary incentive

Cafeteria / flex benefits

Volunteering day

Job summary

Citi is seeking a Model Validation professional to validate models measuring wholesale credit risk and climate risk for wholesale obligors. You will perform rigorous validations, annual reviews, and ongoing performance monitoring to mitigate risk in model development and use across key bank processes.

The role requires 1-2 years of relevant experience, strong quantitative skills, and programming in Python, R, MATLAB, or VBA.

Qualifications

1-2 years of relevant experience.
Experience in Model Validation, Model Development, Risk Management, Analytics, or Quantitative Finance preferred.
Excellent quantitative skills including statistics, probability, time series and data analysis.
Knowledge of financial markets and products is advantageous.
CPA, FRM, or CFA preferred.

Responsibilities

Perform in-depth model validations, annual model reviews, ongoing performance monitoring, and remediation reviews.
Provide challenge to the model development process and initiate follow-up action as required.
Conduct independent analysis and tests to evaluate model designs and supporting analyses.
Assess ongoing performance monitoring and annual review of wholesale credit risk models.
Write clear validation reports and materials for senior management.
Develop and maintain best-in-class model validation standards and documentation.