Model Validation Analyst – Risk & Climate

Citigroup Inc.; Województwo mazowieckie; Hybrid; PLN 120,000 - 190,000; Full time

Benefits offered by this job

Pension Plan

Private Medical Care

Life Insurance

Parental Leave

Employee Assistance Program

Sport Card

Volunteer Day

Flex benefits

Job summary

Citigroup Inc. is seeking a Model Validation professional to validate models measuring wholesale credit risk and climate risk. You will analyze model performance and monitor risk across wholesale portfolios.

The role involves rigorous validations, annual reviews, and reporting to senior management; a hybrid work arrangement in Poland is available with a competitive base salary and extensive benefits.

Qualifications

• 1-2 years of relevant experience.
• Experience in Model Validation, Model Development, Risk Management, Analytics, or Quantitative Finance is preferred.
• Excellent quantitative skills in statistics, probability, time series, data analysis, real analysis, and linear algebra.
• Programming skills in Python, R, MATLAB, or VBA.
• Strong background in finance, accounting, climate risk, or data science is preferred.

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 instigate follow-up action as required.
• Conduct rigorous independent analysis to evaluate model designs and supporting analyses.
• Systematically assess ongoing performance monitoring and annual review of wholesale credit risk models.
• Write clear, concise validation reports and materials for senior management.
• Develop and maintain best-in-class model validation process standards, guidance, templates, and documentation.

Skills

Statistics

Python

R

MATLAB

VBA

Education

Bachelor's degree in statistics/quant finance/CS

Tools

Python

R

MATLAB

VBA

Job description

Citigroup Inc. is seeking a Model Validation professional to validate models measuring wholesale credit risk and climate risk. You will analyze model performance and monitor risk across wholesale portfolios.

The role involves rigorous validations, annual reviews, and reporting to senior management; a hybrid work arrangement in Poland is available with a competitive base salary and extensive benefits.