Senior Auditor - Model Risk

Are you looking for a career move that will put you at the heart of a leading financial institution? Then bring your skills in Model Risk to Citi’s Internal Audit Team.

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.

Team/Role Overview:

The Incumbent will join the Internal Audit Model Risk Team and will work on the global projects across the UK, US, India, Canada etc.

Our Warsaw-based Internal Audit with over 150 employees is a part of a global IA organization which sits within CSC as one of its key components with over 1500 professionals covering Citi's global businesses and services.

About the Candidate:

• This role will suit someone withmodel development or validation experience in 1st or 2nd line of defense.
• Degree in one of the following areas preferred: Quantitative Finance or Economics, Statistics, Data Science.
• Ideal Candidate will have at least some background in Internal Audit (or a good knowledge of this area along with a motivation to develop in Internal Audit) as well as solid technical skills/experience in model development validation.

What you'll do:​

• Manage Internal Audit Model Risk activities
• Complete assigned audits within budgeted timeframes, and budgeted costs
• Contribute to the development of audit processes improvements, including the development of automated routines to help focus audit testing
• Draft audit reports, and present issues to the business while discussing practical cross-functional solutions
• Recommend appropriate and pragmatic solutions to risk and control issues
• Develop internal audit staff, and provide coaching to team members

What we'll need from you:

• At least 4 years of relevant experience.
• Good understanding of Model Development or Model Validation process with at least one modeling area of specialization: Market Risk , Credit Risk, Loss Forecasting , Wholesale, Retail, PPNR , Consumer Valuation, AML , Basel, CCAR , Scenario design and CECL.
• Audit experience preferred
• Effective verbal, written communication, skills as well as negotiation and influencing skills.
• Good project management skills

Education:

• Bachelor’s/University degree or equivalent experience

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

What we can offer you:

By joining Citi Poland, you will not only be part of a business casual workplace with a hybrid working model (2 days working at home per week), but also receive a competitive compensation package and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well:

• Paid Parental Leave Program (maternity and paternity leave); A supportive workplace for professionals returning to the office from childcare leave
• Award-winning pension plan,​ multisport, holiday allowance
• Private Medical Care Program, Group Life Insurance
• Consideration for annual discretionary bonus
• Employee Assistance Program
• Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
• Flexible work arrangements to support you in managing work - life balance
• Career progression opportunities across geographies and business lines; Mentoring Programs
• Socially active employee communities with diverse networking opportunities