Model Validation Senior Analyst

Citibank (Switzerland) AG; 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

Cafeteria / flex benefits

Annual incentive opportunity

Job summary

Citibank (Switzerland) AG in Warsaw is seeking a Senior Analyst to perform independent validation of models within Global Functions. You will assess modeling approaches, produce validation reports, and support risk management by highlighting model risks and limitations.

The role requires a strong background in finance or economics, programming skills, and collaboration with risk and business teams. A hybrid work arrangement is offered with Citi Poland.

Qualifications

• Bachelor’s degree in Finance or Economics or quantitative discipline; Master’s preferred.
• Ideally 3 years of banking/treasury/finance risk experience, but talented candidates considered with less.
• Demonstrate excellent partnership and teamwork skills.
• Programming skills in Python, MATLAB, C/C++/C#, VBA, R and SAS.
• Clear written findings and strong verbal communication are required.
• Good analytic, creative thinking and problem solving abilities.
• Meticulous in analysis and documentation; able to multi-task and meet deadlines.
• Knowledge of financial markets and products; model validation experience is a plus.
• Strong MS Office skills: Excel, PowerPoint, Word; familiarity with statistics, econometrics, AI/ML and finance is advantageous.

Responsibilities

• Perform independent validation of models in Global Functions per MRM policy.
• Critically review model approach versus alternatives given objectives and data.
• Produce high quality validation reports highlighting risks and limitations.
• Evaluate testing approaches and results in line with MRM guidance.
• Assess ongoing performance monitoring of models.
• Collaborate with risk, business teams to ensure policy compliance.
• Assist in preparing reports and meeting materials for senior management.
• Contribute to documentation and standards for validation processes.

Skills

Python

MATLAB

C/C++

C#

VBA

R

SAS

Teamwork

Communication

Analytical thinking

Problem solving

Education

Bachelor’s degree in Finance or Economics or quantitative discipline

Master’s degree preferable

Tools

Excel

PowerPoint

Word

SAS

Python

Job description

## Model Validation Senior AnalystApply: Hybrid: Warsaw Poland: Full time: Posted Today: 26986112**Join Global Functions Model Validation team!**Our Team is part of the Model Risk Management (MRM) group within the Risk organization.The Global Functions Model Validation team is responsible for reviewing and assessing models in the Global Functions area as part of Citi’s Model Risk Management framework. The main objectives are to ensure that models are used appropriately by the business and that model users are aware of the models’ limitations and weaknesses that should be mitigated by compensating controls. Global Functions cover Liquidity, Treasury, Operational Risk, Banking, Legal, Securitization, Pension, Insurance, Human Resource and others. Models are utilized for Stress testing, Capital Estimation, Portfolio Management, Business Planning and others. **What you will do:*** Performing independent validation of models in the Global Functions, in line with the Citi Model Risk Management Policy and procedures. This includes: + Critically reviewing the appropriateness of a Model approach versus alternative model approach with respect to the modeling objective and the available model development data + Producing high quality validation reports, including highlighting risks and limitations of the model. + Evaluating testing approach and results for individual models in accordance with MRM guidance + Assessing the ongoing performance monitoring of the models + Contributing to regulatory and internal audit related responses* Collaborating with other teams within Risk and the Business regarding risk models to facilitate compliance with our policies, procedures, and guidance.* Assisting with preparing the reports and other meeting materials to MRM senior management.* Supporting the process of designing, developing, delivering and maintaining best-in-class model validation process standards, guidance, practices, templates and other documentation **What we will need from you:*** Minimum Bachelor’ degree in Finance or Economics, or quantitative discipline (statistics, quantitative finance, econometrics). Masters’ degree is preferable.* Ideally 3 years of experience / knowledge of Banking, Treasury, Finance / Risk management preferred, however talented candidates with fewer years of experience will be considered.* Demonstrate excellent partnership and teamwork skills.* Programming skills in languages like Python, MATLAB, C/C++/C#, VBA, R and SAS.* Ability to clearly and concisely formulate findings in a written form and good verbal communication skills.* Good analytic, creative thinking and problem solving abilities.* Adept and meticulous at analysis and documentation.* Ability to multi-task, work well under pressure and committed to deliver under tight deadlines.* Knowledge of financial markets and products.* Model validation experience is a plus.* Experienced user of Microsoft Office Suite, especially Excel, PowerPoint and Word.* Solid knowledge of, statistics, econometric, AI/Machine Learning and Finance would be highly advantageous. By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (currently up to 2 days working at home per week), but also (potentially, subject to final offer) receive a competitive base salary and enjoy a whole host of additional benefits which can include:* Employer paid Defined Contribution Pension Plan contribution of 6% of employee’s pensionable earnings (PPE Program)* Employer paid Private Medical Care Package for employees and Private Medical Care Packages for certain family members available at preferential rates* Employer paid Life Insurance Program for employees and Life Insurance for certain family members available at preferential rates* Employee Assistance Program financed by Employer Paid Parental Leave Program (maternity and paternity leave; statutory and 2 weeks additional paid paternity leave* Sport Card for employees subsidised via Social Benefits Fund and Sport Cards for certain family members available at preferential rates* Additional benefits from Company’s Social Benefit Fund, in particular: Holidays Allowance, support for sport and cultural activities, team building events.* Additional day off for volunteering* Cafeteria/ flex benefit – a company benefits system which enables employees to select and purchase benefits offered by a provider and available for employees on the platform.* Opportunity to receive an annual discretionary incentive award* Special offers and discounts for employees Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive. **Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.**Copy and paste the URL below into a new tab on your web browser to view the **Remuneration Regulations** extract: https://tbcdn.talentbrew.com/company/287/cms/v3/docs/policies/RemunerationRegulations-KeyProvisions-CitibankEurope\\_plc\\_05012025\\_A.pdf If you have any questions or would like to discuss this opportunity further, please don't hesitate to reach out to Karola Sulińska at [e-mail]. #LI-KS7J