---
title: Model Risk Validator
company: Citigroup
category: Data Science
subcategory: Data Science
experience_level: Regular
work_mode: onsite
location: Warszawa
employment_type: Umowa o pracę
salary_min: 13800
salary_max: 23400
salary_currency: PLN
salary_period: month
technologies: [Stochastic calculus, Mathematical modelling, Python, Numerical methods, Model validation, Wycena instrumentów pochodnych, Analiza danych, MS Excel, Komunikacja, LaTeX, Zarządzanie projektem]
posted: 2026-09-15
valid_through: 2026-10-16
url: "https://solid.jobs/offer/38075/citigroup-model-risk-validator"
---

# Model Risk Validator — Citigroup

## Kluczowe informacje

- **Firma:** Citigroup
- **Lokalizacja:** Centrum, Warszawa
- **Tryb pracy:** Stacjonarnie
- **Wynagrodzenie:** 13.8k–23.4k PLN brutto/m (Umowa o pracę)
- **Forma zatrudnienia:** Umowa o pracę
- **Wymiar etatu:** 100%
- **Godziny pracy:** Elastyczne godziny pracy
- **Poziom doświadczenia:** Regular
- **Minimalne doświadczenie:** 2 mies.
- **Kategoria:** Data Science
- **Specjalizacja:** Data Science
- **Data publikacji:** 2026-09-15
- **Aktywne do:** 2026-10-16

## Technologie i umiejętności

**Wymagane:**

- Stochastic calculus — ekspert
- Mathematical modelling — ekspert
- Python — zaawansowany
- Numerical methods — zaawansowany
- Model validation — zaawansowany
- Wycena instrumentów pochodnych — zaawansowany
- Analiza danych — zaawansowany
- MS Excel — zaawansowany
- Komunikacja — zaawansowany
- LaTeX — podstawowy
- Zarządzanie projektem — podstawowy

## Języki

- Polski — ekspert
- Angielski — zaawansowany

## Opis stanowiska

Manage model-related risks across the institution for commodities; conduct independent validations, monitor model performance and perform reviews  Use advanced mathematical and statistical techniques to critically evaluate and challenge assumptions, formulas and implementation of financial models  Design and execute tests assessing model performance in normal and stressed economic scenarios; contribute to the team's Python-based benchmarking codebase  Build independent replicas of business models to verify their accuracy and stability  Identify model limitations, quantify associated risks and work with stakeholders to establish controls  Collaborate with model developers, trading desks and senior management to communicate validation findings and manage the model lifecycle  Create high-quality validation reports and assist in presenting findings to internal stakeholders and external regulatory agencies  Hybrid working model with up to 2 days working from home per week

## Kogo szukamy

Key requirements:   Bachelor's degree in Finance, Economics or a quantitative discipline (statistics, quantitative finance, econometrics); Master's degree preferable  2+ years of relevant work experience  Derivative-pricing skills, including stochastic calculus and numerical techniques  Experience in mathematical modelling and in development/implementation of models used to price financial derivatives  Strong computational skills with experience in Python  Proficient in MS Office Suite, especially Excel, PowerPoint and Word  Familiar with compiling documents in LaTeX  Strong communication skills (speaking and writing)  Understanding of model risk and validation testing techniques  Project management skills with ability to deliver high-quality work on time   Nice to have:   Experience in model validation  Experience with collaborative development tools such as Git  Experience interacting with the front office (traders/quants) and in commodity markets

## Benefity

**Zdrowie:**

- Pakiet medyczny
- Ubezpieczenie
- Pakiet sportowy

## Lokalizacje

- Centrum, Warszawa, Polska

## O firmie — Citigroup

**Wielkość firmy:** 1000+

**Strona WWW:** https://citigroup.com

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.

## Aplikuj

Aplikuj na: https://jobs.citi.com/job/-/-/287/97193061216?utm_source=SOLID.Jobs&utm_medium=referral

---

*Źródło: https://solid.jobs/offer/38075/citigroup-model-risk-validator · Wygenerowano: 2026-09-17T00:48:22Z*