Hybrid Model Validation Analyst — Credit & Climate Risk

Citi; New York (NY); Hybrid; USD 33,000 - 51,000; Full time

Benefits offered by this job

Employer paid pension plan

Private medical care

Life insurance

Volunteer day off

Sport card

Flexible benefits

Job summary

Citi is hiring a Model Validation Analyst to validate wholesale credit risk and climate risk models. You will perform in-depth validations, annual reviews, and ongoing performance monitoring, delivering clear reports to senior management.

Ideal candidates have 1–2 years of relevant experience, strong quantitative skills, and programming ability in Python, R, MATLAB, or VBA. Hybrid work in Poland with competitive benefits is offered.

Qualifications

• Bachelor’s degree or above in statistics, finance, computer science, or engineering.
• Strong quantitative and analytical skills with experience in model validation or risk analytics.
• Experience with wholesale credit risk or climate risk models preferred.

Responsibilities

• Perform in-depth model validations and annual reviews for wholesale risk models.
• Write clear validation reports for senior management.
• Support design and maintenance of model validation standards and templates.
• Use rigorous analytics to challenge model development teams and propose improvements.
• Collaborate with sponsors, developers, and business on risk assessments.

Skills

Statistical analysis

Python

R

MATLAB

Communication

Attention to detail

Education

Bachelor's degree in statistics, finance, computer science, or related field

Master’s degree preferred

Tools

Python

MATLAB

R

Job description

Citi is hiring a Model Validation Analyst to validate wholesale credit risk and climate risk models. You will perform in-depth validations, annual reviews, and ongoing performance monitoring, delivering clear reports to senior management.

Ideal candidates have 1–2 years of relevant experience, strong quantitative skills, and programming ability in Python, R, MATLAB, or VBA. Hybrid work in Poland with competitive benefits is offered.