Senior Model Developer - VP

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

About DART:

DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis.

About People in DART:

We are a diverse group of professionals with backgrounds in physics, engineering, finance, economics, and data science. You will work alongside experienced colleagues to further develop your analytical and quantitative skills. Your responsibilities will include building models and analytical applications to tackle real-world challenges, paving the way for a career as a risk management expert and leader.

What you’ll do:

• Work with colleagues in Risk Management to understand the drivers of losses and the business context to improve the design of the analytics.

• Develop stress loss models for operational risk models, including regulatory capital models and CCAR models.

• Leverage knowledge of risk assessment, risk monitoring and risk models and techniques to develop, test, document, and enhance portfolio models, visualization and diagnostic tools for testing model robustness, stability and performance. 

• Research and analyze financial loss data, and issue special reports identifying risk drivers, estimating financial risk and measuring model risk.  

• Develop and maintain clear documentation for methodologies and applications, including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls. 

• Support the implementation of analytical tools by reporting functions, and the migration of models to the production environment.  Facilitate cross-functional dialogue with business and clients to improve risk reporting and internal and external regulatory compliance. 

• Actively participate in the analysis and interpretation of results, incorporating feedback as appropriate into models and metrics. 

• Provide timely and accurate response to business, management and regulators.  Participate in discussions with model validation, internal and external audits and regulatory reviews.

What we’ll need from you:

• Degree in a Quantitative discipline such as Statistics, Economics, Math, or other Sciences and Engineering required (PhD preferred).

• 1 - 3+ years prior Financial Services and or Risk Management experience required; preferably within Operational Risk.

• Programming skills are required. Matlab, SAS, and R are helpful but prior experience isn’t essential.

• Extensive experience with statistical analysis, modelling techniques and numerical implementations.

• An interest and ability to learn the business, regulatory and risk management context.

• Experience in developing and maintaining clear documentation for models, model validation, project plans and processes.    

• Excellent written and verbal communication skills and the ability to discuss technical issues with clients, peers, auditors, regulators and senior management.     

What we can offer you:

By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:

• Private Medical Care Program

• Life Insurance Program

• Pension Plan contribution (PPE Program)

• Employee Assistance Program

• Paid Parental Leave Program (maternity and paternity leave) 

• Sport Card

• Holidays Allowance

• Sport and team recreation activities

• Special 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.

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day.  We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

#LI-TM3

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