Qualitative Models Validation Senior Analyst (maternity cover)

Join Qualitative Model Validation team! Our Team is part of the Model Risk Management (MRM) group within the Risk organization. The Qualitative Model Validation team is responsible for reviewing and assessing qualitative models as part of Citi’s Model Risk Management framework. The main objectives are to ensure that qualitative models are used appropriately by the business and that model users are aware of the models’ limitations and weaknesses that should be mitigated by compensating controls. A Qualitative Model is based upon key assumptions which are primarily qualitative, e.g., based on expert judgment or other qualitative evidence. This position is a maternity cover / replacement contract. Key activities include: 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

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 is a plus Experienced user of Microsoft Office Suite, especially Excel, PowerPoint and Word. Knowledge of Python or R language would be a plus. Solid knowledge of time series analysis, statistics and econometric would be highly advantageous. By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (currently up to 2 days working at home per week), but also (potentially, subject to final offer) receive a competitive base salary and enjoy a whole host of additional benefits which can include: Employer paid Defined Contribution Pension Plan contribution of 6% of employee’s pensionable earnings (PPE Program) Employer paid Private Medical Care Package for employees and Private Medical Care Packages for certain family members available at preferential rates Employer paid Life Insurance Program for employees and Life Insurance for certain family members available at preferential rates Employee Assistance Program financed by Employer Paid Parental Leave Program (maternity and paternity leave; statutory and 2 weeks additional paid paternity leave Sport Card for employees subsidised via Social Benefits Fund and Sport Cards for certain family members available at preferential rates Additional benefits from Company’s Social Benefit Fund, in particular: Holidays Allowance, support for sport and cultural activities, team building events. Additional day off for volunteering Cafeteria/ flex benefit – a company benefits system which enables employees to select and purchase benefits offered by a provider and available for employees on the platform. Opportunity to receive an annual discretionary incentive award Special offers and discounts for employees Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive. Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities. Copy and paste the URL below into a new tab on your web browser to view the Remuneration Regulations extract: [外部招聘链接已隐藏] #LI-MM1 ------------------------------------------------------ Job Family Group: Risk Management------------------------------------------------------ Job Family: Model Validation------------------------------------------------------ Time Type: Full time------------------------------------------------------ Primary Location Full Time Salary Range: zł165,020.00 - zł280,980.00------------------------------------------------------ Most Relevant Skills Analytical Thinking, Credible Challenge, Data Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.------------------------------------------------------ Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------ Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.