If you want to understand how business operates globally, Citi Service Center is a perfect place for you. Citi Service Center Poland was launched in 2005 as a part of an initiative to establish a network of service centers providing shared services to other entities operating within the Citigroup around the world. We do not provide banking services to retail or corporate Clients, we deal with the processes of Citigroup branches from other countries. Currently we provide services to over 90 countries on 6 continents creating a unique opportunity to work in an international environment. Our approach to development is simple - we offer limitless opportunities and provide tools our employees can use at a time they deem suitable. We absolutely promote the proactive attitude and responsibility for shaping one’s own career. Here everyone carves out their own path. Thanks to Career Mobility, each employee of the organization may apply for any position within Citi worldwide.
Place of work: Warsaw
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.
- Perform conceptual and quantitative work to challenge models used with in 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
- 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
- Opportunity of professional development in the international and well-established company
- Learning opportunities and challenging assignments in which you can utilize your knowledge
- Competitive social benefits (medical care, Benefit System, life insurance and other)
- Chance for a career evolution within Citi business structures
- Citi provides wide breadth of opportunities within Poland and globally for outstanding candidates
"Wyrażam zgodę na przetwarzanie moich danych osobowych zawartych w mojej ofercie pracy dla potrzeb niezbędnych do realizacji procesu rekrutacji (zgodnie z Ustawą z dn. 29.08.97 o Ochronie danych Osobowych Dz. U. nr 133 poz. 883 z późn. zm.)"