Oferta pracy

Senior Model Risk Analyst

Citi Poland

  • Prosta 36, Wola, Warszawa
    Warszawa, Masovian
  • offer expired a month ago
  • contract of employment
  • full-time
  • senior specialist (Senior)

Citi Poland

Prosta 36



Your responsibilities

  • Performing independent validation of qualitative models across the firm, in line with the Citi Model Risk Management Policy and procedures. This includes:

  • Critically reviewing the appropriateness of a Qualitative Model versus alternative quantitative approach with respect to the modeling objective and the available model development 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 our policies, procedures, and guidance

  • Assisting with preparing the reports and other 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

Our requirements

  • Minimum Bachelor’ degree in Finance or Economics, or quantitative discipline (statistics, quantitative finance, econometrics). Masters’ degree is preferable

  • Ideally 3 years of experience / knowledge of Banking, Treasury, Finance / Risk management preferred, however talented candidates with fewer years of experience will be considered

  • Demonstrate excellent partnership and teamwork skills

  • Ability to clearly and concisely formulate findings in a 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

  • Qualitative or quantitative model risk management experience would be a plus

  • Experienced user of Microsoft Office Suite, especially Excel, PowerPoint and Word. Knowledge of Python or R language would be a plus

  • Knowledge of time series analysis, statistics and econometric would be a plus

  • quantitative skills are not a must

What we offer

  • Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls

  • Cooperation with a high quality, international, multicultural and global team

  • Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success

  • Management supporting balanced and agile work (flexible working hours, home office)

  • Attractive benefits package (Benefit System, medical care, pension plan etc.)

  • A chance to make a difference with various affinity networks and charity initiatives

  • Benefits

  • sharing the costs of sports activities

  • private medical care

  • life insurance

  • corporate products and services at discounted prices

  • retirement pension plan

  • extra social benefits

The World's Most Global Bank

Citi is the leading global bank with a history spanning more than 200 years and which serves more than 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of world-class financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services and wealth management.

Citi Solutions Centre Poland

Citi Solutions Centre Poland, acting under Citibank Europe plc has locations in both Warsaw (HQ) and Olsztyn. We opened in 2005 with just 57 employees; today we are a diverse team of over 5000 serving 96 countries from all continents. We work across the full spectrum of Citi business areas, including Anti-Money Laundering, Markets & Securities Services, Private Bank Operations, Technology, Treasury and Trade Solutions, Internal Audit, and more.

Citi Warsaw

Our employees took the lead on choosing equipment for our relaxation spaces, as well as the names of conference rooms in our HQ. That is why we hold meetings in "Winterfell", "Narnia", "Rohan" or "Gotham City". In a special area called the Sky Office, colleagues can not only relax, eat dinner, and play table tennis, but also use the area for training, social dialogue, and business forums. You'll also find a cafe and restaurant, parking facilities and bike racks at all our sites, and a medical centre in our HQ in Warsaw.