Senior Model Validation Analyst - Hybrid (Risk & Climate)

Citibank (Switzerland) AG; Warszawa; Hybrid; Confidential; Full time

Benefits offered by this job

Pension plan

Private medical care

Life insurance

Employee assistance program

Hybrid work model

Job summary

Citi Solutions Center Poland is seeking a Model Validation professional to validate models for wholesale credit risk and climate risk. You will perform rigorous validations, annual reviews, and ongoing monitoring, while challenging development teams and producing concise reports for senior management.

The role emphasizes independent analysis, collaboration with sponsors, and driving process improvements. Hybrid work and a competitive compensation package are offered.

Qualifications

• 2+ years of relevant experience.
• Experience in Model Validation, Model Development, Risk Management, Analytics, or Quantitative Finance preferred.
• Excellent quantitative skills in statistics, probability, time series and data analysis.
• Programming skills in Python, R, MATLAB, or VBA.
• Strong background in finance, accounting, or climate risk preferred.
• Attention to detail and ability to research models rigorously.
• Ability to work independently and collaborate with teams.
• Excellent written and verbal communication skills for senior audience.

Responsibilities

• Perform in-depth model validations, annual model reviews, and ongoing performance monitoring.
• Provide effective challenge to model development and initiate prioritized follow-up actions.
• Conduct independent analyses to evaluate model designs and supporting analyses.
• Assess ongoing performance monitoring and annual reviews of wholesale credit risk models.
• Contribute to regulatory and internal audit-related matters as required.
• Write clear validation reports and materials for senior management.
• Help design and maintain best-in-class validation standards, guidance, and templates.
• Identify opportunities to streamline work and automate using AI tools.

Skills

Python

R

MATLAB

VBA

Statistics

Time series

Communication

Education

Bachelor's degree in statistics

Master's degree preferred

Job description

Citi Solutions Center Poland is seeking a Model Validation professional to validate models for wholesale credit risk and climate risk. You will perform rigorous validations, annual reviews, and ongoing monitoring, while challenging development teams and producing concise reports for senior management.

The role emphasizes independent analysis, collaboration with sponsors, and driving process improvements. Hybrid work and a competitive compensation package are offered.