Citi Consumer Risk Modelling Analyst in Warsaw, Poland
Primary Location: Poland,Mazowieckie,Warsaw
Education: Master's Degree
Job Function: Risk Management
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.
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.
• 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