Description
Citi is hiring a full-time Model Validation Analyst to support Model Risk Management for commodity pricing models, including exotic derivatives. The role independently validates model assumptions, formulas, implementations, and performance; conducts hands-on testing and Python-based benchmarking; builds independent model replicas; quantifies model risks; and collaborates with quants, trading desks, and senior management. Candidates need a bachelor’s degree in a quantitative discipline, at least two years of relevant experience, derivative-pricing and Python skills, and experience with financial-derivative models. The position is based at Citi Solutions Centre Poland with a hybrid model of up to two days at home per week and a base salary of 165,020–280,980 Polish zloty.
