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

Citi
in Warsaw, Mazowieckie, Poland
Permanent, Full time
Be the first to apply
Competitive
Citi
in Warsaw, Mazowieckie, Poland
Permanent, Full time
Be the first to apply
Competitive
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.
Expectations:
  • 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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