Qualitative Validation Lead, Citi

Qualitative Validation Lead

Citi

Location:

Poland, Warsaw

Category:

-

Contract Type:

Not provided

Salary:

Not provided

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Job Description:

The Qualitative Model Validation team is an expert function within Risk organization that consists of finance, statistics, and risk professionals responsible for review and assessment of qualitative models. Qualitative Validation Lead reviews complex and high-risk models and confirms they are used appropriately by the business and that model weaknesses are successfully captured and mitigated by Model Owner. This is accomplished by review of model data, assumptions, and outputs, challenging them, and evidencing results in a review final report.

Job Responsibility:

Performing independent validation of high complexity qualitative models across the firm
Reviewing appropriateness of a qualitative Model versus alternative quantitative approaches
Analysing 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
Collaborating with other teams within Risk and the Business regarding qualitative models to facilitate compliance with our policies, procedures, and guidance
Preparation of reports and other meeting materials for 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

Requirements:

Proven track record of success with Qualitative or Quantitative model risk management experience
Good understanding of Banking, Treasury, Finance and Risk management
Knowledge of financial markets, products and comfortable with large statistical data sets
Ability to demonstrate excellent partnership and teamwork skills
Strong written and 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
Managerial or project management experience would be advantageous
Experienced user of Microsoft Office Suite (Excel, PowerPoint, and Word)
Knowledge of Python or R language would be a plus
Master’s degree in finance or economics, or other quantitative discipline

Nice to have:

Knowledge of Python or R language
Managerial or project management experience

What we offer:

Private Medical Care Program
Life Insurance Program
Pension Plan contribution (PPE Program)
Employee Assistance Program
Paid Parental Leave Program (maternity and paternity leave)
Sports Card
Holidays Allowance
Sport and team recreation activities
Exclusive offers and discounts for employees
Access to an array of learning and development resources
A discretional annual performance related bonus
A chance to make a difference with various affinity networks and charity initiatives

Additional Information:

Job Posted:

March 21, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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