Citi Consumer Risk Modelling Analyst in Warsaw, Poland

  • Primary Location: Poland,Mazowieckie,Warsaw

  • Education: Master's Degree

  • Job Function: Risk Management

  • Schedule: Full-time

  • Shift: Day Job

  • Employee Status: Regular

  • Travel Time: No

  • Job ID: 18011161


Consumer Risk Modelling Analyst will support Model Risk of Consumer Valuation models for global Consumer portfolios.

Consumer Models Valuation team sits within the firm-wide Model Risk Management group. Validation work involves reviewing model assumptions, verifying the mathematical formulation, independently implementing the business/desk model when needed, developing benchmark models to conduct effective challenge, and assessing and quantifying model limitations to inform stakeholders of model risk to determine compensating controls.

Job Responsibilities:

  • Support Model Risk Supervisor to review and validate new and existing Consumer Valuation marketing models across global consumer portfolios.

  • Help manage model risk across the model lifecycle including model validation, performance evaluation and annual model reviews

  • Challenge and continually improve Model Risk Management Guidance on modeling approaches and model performance testing.

  • Contribute to strategic, cross-functional initiatives within Model Risk Management organization


  • A Master’s Degree or above with a major in mathematics, finance, statistics, econometrics, or engineering.

  • Strong background in stochastic, econometrics, mathematical, and statistical modelling techniques.

  • Good understanding of Model Risk and the capability to manage projects in all aspects of model risk throughout the model lifecycle.

  • Prior project management experience is a plus.

  • Strong written and oral communication skills are important for senior interaction.

  • 3+ years of experience in model development and/or model risk management.

  • Experience with consumer risk scoring models or marketing models is preferred.

We offer:

• 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: management career within CSC Poland or client/product role within other locations in EMEA