Risk Models and Validation Senior Analyst Risk Models and Validation Senior Analyst …

in Warsaw, Mazowieckie, Poland
Permanent, Full time
Be the first to apply
in Warsaw, Mazowieckie, Poland
Permanent, Full time
Be the first to apply
Risk Models and Validation Senior Analyst
Main tasks:
  • Implementing best practices in model risk management at the Bank, including ensuring compliance of internal policies, procedures and processes for model risk management with external and internal regulations,
  • Effective cooperation with units within the Bank and consultations with Citi units - managing model risk, units building and validating models,
  • Updating of Policies and other regulations within the Department's responsibility, including adaptation to regulatory requirements - primarily in the area of ​​model risk management, obtaining appropriate approvals, interpreting and explaining the provisions of the above regulations, ensuring compliance of documents with external regulations,
  • Coordination / participation in projects related to the Department's tasks and regarding risk management, including in the area of ​​implementation of new supervisory regulations (CRR/CRD, Recommendations and Resolutions of the Polish Financial Supervision Authority, EBA guidelines),
  • Review and verification of models designed by the owners of the Department, tools and methodologies for checking the correct functioning of models in the Bank,
  • Support of other Teams and Offices in the scope of building business and analytical tools supporting other key processes of the Department,
  • Ongoing substantive support for employees who act as model owners in the model risk management process at the Bank,
  • Preparation and conducting trainings / presentations in the field of the Department's work,
  • Ensuring good cooperation with other areas of the Bank.
  • Mathematical, statistical or economic education,
  • Minimum 5 years of professional experience in a financial institution - the preferred area of ​​risk management,
  • Experience in credit risk modeling, preparation of business analyzes using advanced quantitative methods,
  • Experience in building basic credit risk models,
  • Knowledge of the regulatory environment covering the Bank's risk management area (CRR / CRD, KNF recommendations, EBA guidelines),
  • Good knowledge of quantitative methods,
  • Basic programming skills (SAS, VB),
  • Experience in database management,
  • The ability to think analytically and the ability to combine business and technical knowledge,
  • Fluency in MS Office - Word, Excel, Access, Power Point,
  • Fluent English - together with technical vocabulary,
  • Very good communication skills,
  • Resistance to stress,
  • Ability to work under time pressure.
  • Training or certificates confirming the abovementioned knowledge.
As an employer we offer:
  • Occasion to develop in dynamic and challenging, but still very friendly, work environment;
  • Opportunity to work in cooperation with qualified Polish and foreign specialists from various areas of the bank's operations;
  • Stable full-time employment and attractive salary;
  • Rich social package (including medical care, fitness card, life insurance, additional pension insurance).
The role of Risk Models and Validation Senior Analyst is located at Bank Handlowy S.A. in Warsaw: https://www.citi.com/Careers/policies/pdf/BankHandlowyPolandPrivacyNotice.pdf

Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - PL
Time Type :Full time
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