Model Validation Analyst

Czym będziesz się zajmować?

Responsibilities:

• Validate wholesale credit risk and climate risk models through in-depth reviews, annual reviews, performance monitoring and limitation remediation.
• Independently test model design and supporting analysis, challenge developers and define prioritized follow-up actions.
• Assess wholesale risk-rating and climate-risk model performance and support regulatory and internal-audit matters.
• Prepare concise validation reports for senior management and maintain validation standards, guidance, templates and documentation.
• Use AI to streamline work, improve processes, manage risks, resolve root causes and strengthen controls.
• Promote curiosity, alternative views, collaboration, accountability and delivery against priorities.

Benefits and work model:

• Full-time hybrid work, currently with up to two days working from home per week.
• Employer-funded 6% pension contribution, private medical care and life insurance.
• Subsidised sport card, cafeteria benefits, Social Benefits Fund allowances and cultural and sport support.
• Paid parental leave, an additional volunteering day, discretionary annual incentive, employee discounts and an assistance programme.

Kogo poszukujemy?

Key requirements:

• 1–2 years of relevant experience and a bachelor’s or higher university degree in statistics, accounting, computer science, finance, engineering, mathematics, physics or a related subject.
• Excellent quantitative skills in statistics, probability, time series, data analysis, real analysis and linear algebra.
• Programming skills in Python, R, MATLAB or VBA.
• Attention to detail, rigorous model research, analytical and creative thinking, and problem-solving skills.
• Ability to work independently and collaborate with team members, model sponsors, developers and business stakeholders.
• Excellent written and verbal communication, including explaining technical matters to senior technical and non-technical audiences.
• Ability to prioritize, work under pressure and deliver high-quality reports to tight deadlines.
• Knowledge of financial markets and products.

Preferred:

• Experience in model validation or development, risk management, analytics or quantitative finance.
• Wholesale credit risk or climate risk model experience, a master’s degree, or CPA, FRM or CFA certification.

Czego wymagamy?

rok doświadczenia na podobnym stanowisku
Znajomości:

• Walidacja modeli
• Statistics
• Analiza danych
• Prawdopodobieństwo
• Szeregi czasowe
• Algebra liniowa
• Analiza rzeczywista
• Python
• Komunikacja

Mile widziane:

• R
• MATLAB
• VBA

Języki:

• Polski
• Angielski

Jakie warunki i benefity otrzymasz?

• 10k–15.8k PLN brutto/m (Umowa o pracę)
• Umowa o pracę - Elastyczne godziny pracy (100%)
• Praca zdalna: Hybrydowo
• Pakiet medyczny, Ubezpieczenie, Pakiet sportowy

Kim jesteśmy?

Working at Citi is far more than just a job. A career with us means joining a team of more than 225,000 dedicated people from around the globe. At Citi, you will have the opportunity to grow your career, give back to your community and make a real impact.

We offer a broad range of opportunities across multiple business lines, each contributing to our mission of driving global progress. Whether you#39;re interested in banking, technology, or investment services, our teams collaborate to deliver innovative solutions that make a positive impact.

Explore our businesses and learn more about what it’s like to work at Citi.