Senior Model Risk Validator - Global Functions

Citigroup Inc.; Warszawa; Hybrid; PLN 165,000 - 281,000; Full time

Benefits offered by this job

Pension Plan

Private Medical Care

Life Insurance

Employee Assistance Program

Sport Card

Volunteer Day

Flexible Benefits (Cafeteria)

Annual Incentive

Job summary

Citigroup Inc. in Poland is seeking a Model Validation professional to independently validate models in Global Functions as part of Citi's Model Risk Management framework.

You will produce high-quality validation reports and assess model performance, supporting risk governance and regulatory responses. The role requires a quantitative background, programming skills (Python, MATLAB, C/C++/C#, VBA, R and SAS), and strong communication.

Qualifications

• Minimum Bachelor’s 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, however talented candidates with fewer years 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.

Responsibilities

• Performing independent validation of models in the Global Functions, in line with the Citi Model Risk Management Policy and procedures.
• 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.

Skills

Analytical Thinking

Credible Challenge

Data Analysis

Governance

Policy, Procedure, and Regulation

Risk Management Lifecycle

Education

Bachelor’s degree in Finance/Economics/Quantitative discipline

Master’s degree

Tools

Python

MATLAB

C/C++/C#

VBA

R

SAS

Excel

PowerPoint

Word

Job description

Citigroup Inc. in Poland is seeking a Model Validation professional to independently validate models in Global Functions as part of Citi's Model Risk Management framework.

You will produce high-quality validation reports and assess model performance, supporting risk governance and regulatory responses. The role requires a quantitative background, programming skills (Python, MATLAB, C/C++/C#, VBA, R and SAS), and strong communication.