Senior Qualitative Model Validator

2 tygodni temu

Warsaw, Polska Citi Poland Pełny etat
Senior Qualitative Model Validator Miejsce pracy: Warszawa Your responsibilities Reviewing appropriateness of a qualitative Model versus alternative quantitative approaches
Analyzing the model design, and assumptions and challenging them to identify best solution
Investigating judgmental inputs used during forecasting and comparing with trends and industry standards
Assessing development approach and testing results for individual models provided by Model Sponsor
Evaluating model performance on ongoing basis
Writing high quality validation reports, highlighting risks and limitations of the model
Working with Model Sponsor to resolve model issues
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 - 3 years of experience / knowledge of Banking, Treasury, Finance or Risk management preferred
Minimum Bachelor' degree in Finance or Economics, or quantitative discipline (statistics, mathematics). Candidates with other background with experience in banking or finance industry will be considered
PRM or FRM certification would be a plus
Knowledge of time series analysis, statistics and econometric would be a plus
Strong analytic, creative thinking and problem solving abilities
Good communication skills and ability to justify analysis results when challenged, ability to formulate findings clearly and concisely in a written form
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
Position with multiple development opportunities including internal promotion
Opportunity to develop in multiple areas such as as financial forecasting, stress testing, modeling market risk, operational risk and credit risk
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
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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