Model Validator

2 tygodni temu

Warsaw, Polska Citi Poland Pełny etat
Model Validator - Risk models Miejsce pracy: Warszawa Your responsibilities The successful candidate will manage model risk in the areas of market and counterparty credit risk
The validation covers both technical and functional aspects, including model assumptions, conceptual soundness, mathematical formulation, model calibration, and model performance, as well as the functional assessment of using the model for regulatory and business applications
Job responsibilities include performing and reviewing validation tests, discussing findings with internal and external stakeholders, writing validation reports, and managing model risk on an ongoing basis
Our requirements 5+ years of relevant experience
Knowledge of financial instruments, simulation and pricing methodologies, risk estimation and regulatory requirements
Sound knowledge of stochastic calculus, numerical methods and statistics
Working Python knowledge
Solid writing skills. Publications in peer-reviewed journals are considered as good evidence
What we offer Competitive salary & social benefits (e.g. private healthcare care, Benefit System, life insurance, pension plan)
Work in a friendly and diversified environment, appreciating differences in style and perspective
A great environment for learning new technology and tools, online and instructor led training opportunities
Opportunity to have an influence on the way you perform your tasks - our teams are constantly looking for new and better ways and we encourage all improvement ideas
A chance to make a difference with various affinity networks and charity initiatives
Benefits sharing the costs of sports activities
private medical care
sharing the costs of foreign language classes
sharing the costs of professional training & courses
life insurance
remote work opportunities
flexible working time
fruits
corporate products and services at discounted prices
corporate sports team
retirement pension plan
preferential loans
video games at work
coffee / tea
leisure zone
extra social benefits
employee referral program
charity initiatives

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 lunch and play table tennis, but also use the area for training, social dialogue, and business forums.

You'll also find amenities such as parking facilities and bike racks at all our sites, and a medical centre in our HQ in Warsaw.

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