Senior Model Validation Analyst – Global Functions (Hybrid)

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

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.