Model Validation Senior Analyst

Citigroup

13800-23400 PLN miesięcznie (Umowa o pracę)

Czym będziesz się zajmować?

  • Performing independent validation of models in the Global Functions, in line with Citi Model Risk Management Policy and procedures. This includes critically reviewing the appropriateness of a model approach versus alternative model approach with respect to the modeling objective and available data.
  • Producing high quality validation reports, including highlighting risks and limitations of the model.
  • Evaluating testing approach and results for individual models in accordance with MRM guidance.
  • Assessing the ongoing performance monitoring of the models.
  • Contributing to regulatory and internal audit related responses.
  • Collaborating with other teams within Risk and the Business regarding qualitative models to facilitate compliance with policies and procedures.
  • Assisting with preparing reports and meeting materials to MRM senior management.
  • Supporting the process of designing, developing, delivering and maintaining best-in-class qualitative model validation process standards, guidance, practices, templates and other documentation.

Kogo poszukujemy?

Key requirements:
  • Minimum Bachelor’ degree in Finance, Economics, or quantitative discipline (statistics, quantitative finance, econometrics). Masters’ degree is preferable.
  • Ideally 3 years of experience in Banking, Treasury, Finance or Risk management.
  • Programming skills in Python, MATLAB, C, C++, C#, VBA, R, and SAS.
  • Ability to clearly and concisely formulate findings in 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.
  • Experienced user of Microsoft Office Suite, especially Excel, PowerPoint and Word.
Nice to have:
  • Solid knowledge of statistics, econometrics, AI/Machine Learning and Finance.
  • Model validation experience.

Czego wymagamy?

Znajomości:

Mile widziane:

Języki:

  • Polski
  • Angielski

Jakie warunki i benefity otrzymasz?

  • 165020-280980 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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Strona firmy: Citigroup