Senior Model Risk Validation Analyst

Citi; Warszawa; Hybrid; PLN 165,000 - 281,000; Full time

Benefits offered by this job

Defined Contribution Pension

Private Medical Care

Life Insurance

Employee Assistance Program

Sport Card

Social Benefit Fund advantages

Volunteer day off

Cafeteria / flex benefits

Annual discretionary incentive

Employee discounts

Job summary

Citi Global Functions Model Validation in Poland seeks a qualified professional to independently validate models within Global Functions, ensuring appropriate usage and clear communication of limitations. You will prepare validation reports, evaluate testing approaches, and support governance with risk management and senior leadership.

Role requires finance/economics/quantitative background, programming skills, and strong collaboration.

Qualifications

• Bachelor’s degree in Finance or Economics or quantitative discipline; Master’s preferred.
• Ideally 3 years of experience in Banking, Treasury, Finance or Risk management; exceptions considered.
• Excellent partnership and teamwork skills.
• Programming skills in Python, MATLAB, C/C++/C#, VBA, R and SAS.
• Ability to clearly formulate findings in writing and strong verbal communication.
• Strong analytical, creative thinking and problem solving abilities.
• Meticulous at analysis and documentation.
• Ability to multi-task and deliver under deadlines.
• Knowledge of financial markets and products.
• Model validation experience is a plus.
• MS Office especially Excel, PowerPoint and Word.
• Knowledge of statistics, econometrics, AI/ML and Finance is advantageous.

Responsibilities

• Perform independent validation of models in the Global Functions in line with Citi MRM policy.
• Produce high quality validation reports, highlighting risks and model limitations.
• Evaluate testing approaches and results for individual models per MRM guidance.
• Assess ongoing performance monitoring of the models.
• Contribute to regulatory and internal audit responses.
• Collaborate with Risk and Business teams to ensure policy compliance.
• Assist in preparing reports and meeting materials for MRM senior management.
• Support the design, development, delivery and maintenance of validation standards and templates.

Skills

Analytical thinking

Teamwork

Written & verbal communication

Problem solving

Attention to detail

Education

Bachelor's degree in Finance or Economics or quantitative discipline

Masters preferred

Tools

Python

MATLAB

C/C++/C#

VBA

R

SAS

Job description

Citi Global Functions Model Validation in Poland seeks a qualified professional to independently validate models within Global Functions, ensuring appropriate usage and clear communication of limitations. You will prepare validation reports, evaluate testing approaches, and support governance with risk management and senior leadership.

Role requires finance/economics/quantitative background, programming skills, and strong collaboration.