Senior Qualitative Model Validator (Hybrid)

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

Benefits offered by this job

Defined Contribution Pension Plan (6%)

Private Medical Care for employee and家

Life Insurance for employees and some家

Employee Assistance Program with Par t

Sport Card

Holidays Allowance

Cafeteria / flex benefits

Annual discretionary incentive

Employee discounts

Job summary

Citi Solutions Center Poland is seeking a qualified professional to join its Qualitative Model Validation team within Risk Management. This maternity cover role focuses on independent validation of qualitative models, reporting risks, and supporting governance with strong collaboration across Risk and Business units.

Expect a hybrid work model (up to 2 days from home weekly) with a competitive base salary and a comprehensive benefits package.

Qualifications

• 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
• 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
• Qualitative or quantitative model risk management experience is a plus
• Experienced user of Microsoft Office Suite, especially Excel, PowerPoint and Word. Knowledge of Python or R language would be a plus.
• Solid knowledge of time series analysis, statistics and econometric would be highly advantageous.

Responsibilities

• Perform independent validation of qualitative models across the firm, following Citi MRM policies and procedures.
• Produce high quality validation reports highlighting risks and model limitations.
• Evaluate testing approaches and results for individual models in line with MRM guidance.
• Assess ongoing performance monitoring of models.
• Contribute to regulatory and internal audit responses.
• Collaborate with Risk and Business teams to ensure policy compliance.
• Assist with preparing reports and meeting materials for MRM senior management.
• Help design, develop and maintain best-in-class validation process standards and documentation.

Skills

Analytical Thinking

Credible Challenge

Data Analysis

Governance

Policy

Procedure

Regulation

Risk Management Lifecycle

Education

Bachelor's degree in Finance or Economics or quantitative discipline

Masters degree preferable

Tools

Excel

PowerPoint

Word

Python

R

Job description

Citi Solutions Center Poland is seeking a qualified professional to join its Qualitative Model Validation team within Risk Management. This maternity cover role focuses on independent validation of qualitative models, reporting risks, and supporting governance with strong collaboration across Risk and Business units.

Expect a hybrid work model (up to 2 days from home weekly) with a competitive base salary and a comprehensive benefits package.