Model Validation Analyst – Credit & Climate Risk

Citigroup Inc.; Warszawa; Hybrid; PLN 180,000 - 280,000; Full time

Benefits offered by this job

Pension plan

Private medical care

Life insurance

Parental leave

Sport card

Flex benefits

Annual incentive opportunity

Job summary

Citigroup Inc. in Poland is seeking a Model Validation professional to validate wholesale credit risk and climate risk models, monitor performance, and challenge development teams.

You will prepare validation reports for senior management and contribute to governance, audit, and regulatory matters. The role requires 1–2 years of related experience, strong quantitative skills, and programming capability 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 is preferred.
• Excellent quantitative skills, including in statistics, probability, time series and data analysis, real analysis, and linear algebra.
• Programming skills in languages such as Python, R, MATLAB, or VBA.
• Strong computer science, accounting, statistic, or climate risk background is preferred.
• Experience with wholesale credit risk models (e.g. wholesale risk rating models, climate risk models) is preferred.
• CPA, FRM, or CFA is preferred.
• Attention to detail and ability to research models in a systematic and rigorous fashion.
• Ability to work independently as well as collaboratively with team members, model sponsors, or business.
• Excellent written and verbal communication skills; ability to communicate technical matters to both technical and non-technical audiences.
• Excellent analytic, creative thinking, and problem-solving skills.
• Ability to prioritize, work under pressure, and deliver high-quality validation reports under tight deadlines.
• Knowledge of financial markets and products.

Responsibilities

• Perform in-depth and rigorous model validations, annual model reviews, ongoing performance monitoring and model limitation remediation reviews.
• Provide effective challenge to the model development process and initiate follow-up actions as required.
• Conduct independent analysis and tests to evaluate model designs and supporting analyses.
• Systematically assess ongoing performance monitoring andannual reviews of wholesale credit risk models.
• Contribute to regulatory and internal audit-related matters as required.
• Write clear, concise validation reports and materials for senior management.
• Support design, development, delivery, and maintenance of best-in-class validation standards, guidance, templates and documentation.
• Demonstrate curiosity, learn from failures, and apply learning to improvements.
• Engage stakeholders early and improve collaboration to achieve goals.
• Identify opportunities to streamline work and automate using AI tools.

Skills

Quantitative skills

Statistics

Probability

Time series

Data analysis

Real analysis

Linear algebra

Python

R

MATLAB

VBA

Education

Bachelor's degree or higher in statistics/finance/computer science/engineering/mathematics/physics

Master’s degree preferred

Tools

Python

R

MATLAB

VBA

Job description

Citigroup Inc. in Poland is seeking a Model Validation professional to validate wholesale credit risk and climate risk models, monitor performance, and challenge development teams.

You will prepare validation reports for senior management and contribute to governance, audit, and regulatory matters. The role requires 1–2 years of related experience, strong quantitative skills, and programming capability in Python, R, MATLAB, or VBA.