Validation Analyst – Consumer Risk Models
Citigroup Inc
Warsaw, M POL, EMEA
34 d. temu


Model Risk Management Group validations cover the technical assessment of adequacy of the modeling data and assumptions, conceptual soundness and mathematical formulation, model performance, as well as the functional assessment of using the model for regulatory and business applications. Responsibilities :

  • Perform conceptual and quantitative work to challenge models used within Citi, in order to assess their accuracy and robustness
  • Implement variety of tests aimed to examine model’s quality Collaborate with senior personnel in order to deliver high-
  • quality validation reports and highlight risks and limitations of the model

  • Support the Model Risk Supervisor to review and validate new and existing Consumer Valuation risk models across global consumer portfolios
  • Work with newest modeling techniques used in the industry and academic research
  • Qualifications

  • A Master’s Degree or above with a major in mathematics, finance, statistics, econometrics, or other quantitative areas
  • Sound knowledge of econometrics, stochastic, mathematical, and statistical modeling techniques
  • A good understanding of Model Risk and the capability to manage projects in all aspects of model risk throughout the model lifecycle
  • Professional experience in model development or validation would be advantageous
  • Programming skills in SAS or / and R
  • 3+ years of experience in model development and / or model risk management. Experience with consumer risk scoring models or marketing models is preferred
  • Strong communication skills both verbal and written
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