Model Validation Analyst
Citigroup
10000-15800 PLN miesięcznie (Umowa o pracę)
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.
- 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.
- 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?
Znajomości:
- Walidacja modeli
- Statistics
- Analiza danych
- Prawdopodobieństwo
- Szeregi czasowe
- Algebra liniowa
- Analiza rzeczywista
- Python
- Komunikacja
Mile widziane:
Języki:
- Polski
- Angielski
Jakie warunki i benefity otrzymasz?
- 120200-190000 PLN rocznie (Umowa o pracę)
- Umowa o pracę - Elastyczne godziny pracy (100%)
- Praca zdalna: Hybrydowo
- Pakiet medyczny, Ubezpieczenie, Pakiet sportowy
Gdzie będziesz pracował?
Centrum, Warszawa lub hybrydowo
Kim jesteśmy? – Citigroup
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