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Model Validation Analyst

Citigroup
Warszawa
Hybrydowo
Regular
min. 1 rok
Pełny wymiar
Umowa o pracę
Dodane 2 dni temu
Wynagrodzenie Jawne widełki
10 000–15 800PLN
netto / miesiąc·Umowa o pracę
Pokaż szczegóły wynagrodzenia
Wynagrodzenie przeliczone z:
120 200 – 190 000 PLN/y
Przybliżone wynagrodzenie netto:
Dziennie: ~340 – 529 PLN
Miesięcznie: ~7 147 – 11 102 PLN
Rocznie: ~85 769 – 133 221 PLN
Oferta zweryfikowana · jawne widełki

01 Zakres zadań

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.

02 Wymagania

12 must-have · 2 języki

Must-have

Walidacja modeli
Ekspert
Statistics
Ekspert
Zaawansowany
Prawdopodobieństwo
Zaawansowany
Szeregi czasowe
Zaawansowany
Algebra liniowa
Zaawansowany
Analiza rzeczywista
Zaawansowany
Komunikacja
Zaawansowany
R
Podstawowy
MATLAB
Podstawowy
VBA
Podstawowy

Wymagane języki

Polski
Ekspert
Angielski
Zaawansowany

03 Profil

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.

04 Oferujemy

Pakiet medyczny
Ubezpieczenie
Pakiet sportowy

05 O firmie

Citigroup
1000+ · Warszawa

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'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.

06 Lokalizacja

Centrum, Warszawa
Tryb pracy:
Elastyczne godziny pracy
Godziny pracy biura: 7-20
Model pracy
Stacjonarnie
Hybrydowo
100% zdalnie

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