Senior Validation Analyst - Credit Derivatives Job at Citi (Warsaw)

Senior Quantitative Analyst

The Market Quantitative Analysis (MQA) team is seeking a Quantitative Analyst to...

Location

Hungary , Budapest

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Strong technical and programming skills in C++ and Python, with experience in developing complex numerical algorithms or large-scale data processing systems
Solid understanding of statistical and mathematical modeling techniques, including numerical methods, stochastic calculus, Monte-Carlo techniques and statistical inference
Ability to independently problem-solve and drive solutions from conception to implementation
Excellent communication skills (written and verbal) with the ability to articulate complex quantitative concepts clearly and concisely to diverse audiences
Strong work ethic and a team player with excellent time management skills
Master's or PhD degree in a quantitative field (e.g., Mathematics, Physics, Statistics, Financial Engineering, Computer Science)
Proven experience 3+ years in quantitative modeling and analytics, specifically within financial derivatives, risk management, or similar domains.

Job Responsibility

Develop, enhance, and maintain counterparty credit risk models and their underlying analytics library, delivering high-performance, production-quality code
Design and implement robust methodologies, advanced algorithms, and sophisticated diagnostic tools to rigorously test and validate model performance
Interpret complex model outputs and communicate comprehensive insights to internal stakeholders and external clients
Collaborate closely with risk quantitative analysts, technology professionals, and structurers to integrate models and solutions effectively.

What we offer

Competitive compensation package, including an annual salary review and discretionary performance bonus
Comprehensive social benefits, including premium healthcare, an award-winning pension scheme, robust life insurance, generous holiday allowance, and family support programs (e.g., competitive maternity and paternity scheme)
Flexible hybrid work model, blending modern office collaboration with the convenience of remote work
A dynamic, supportive, and inclusive work environment fostering collaboration, diversity, and professional growth, complemented by active affinity groups and social networks
Structured onboarding and continuous learning opportunities through extensive internal training programs, including access to platforms like Degreed
Significant influence on team processes and methodologies, with active encouragement for innovation and improvement ideas
Extensive career development and growth opportunities across Citi's global network
Direct exposure and collaboration with a wide range of senior stakeholders across different functions.

Fulltime

Svp credit review senior officer

The Senior Lead Reviewer is responsible for independently managing all aspects o...

Location

Canada , Mississauga

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

10+ years previous experience required Work experience in Banking, Finance, Accounting, Economics, Business Administration or similar with Credit or financial statement analysis experience
Wholesale Credit Risk Experience is mandatory, preferably with knowledge on complex structures and leverage financing
Advanced analytical skills, with the ability to identify root causes and trends and anticipate horizon issues
Fully conversant in credit policy matters
Good knowledge of capital markets products, including derivatives
Ability to recognize emerging risks, including operational risk
Expert in risk analysis and risk management processes for one or more products and lending areas
Developed project management skills
Proficient in Microsoft Office (Word, Excel, and PowerPoint)
Proven ability to build and maintain relationships and exert influence without direct authority

Job Responsibility

Assesses the effectiveness of credit risk management at Citi and the ability of the Business and Independent Risk to identify, monitor and mitigate current and emerging credit risks across Citigroup and Citibank
Management of BICR Review Entities through quarterly Business Monitoring and periodic Reviews
Assessment of the quality of assigned portfolios and relationships, including identification and evaluation of emerging risks
Assessment of the quality and adequacy of credit analysis and exposure analysis as well as accuracy and appropriateness of risk ratings and classifications of corporate, commercial and high-net worth relationships
Assessment of the effectiveness of the credit risk processes and standards of assigned Review Entity to promote leading practices and identify opportunities for improvements
Assessment of Business and Risk staffing levels to assess the effects on assigned Review Entity
Preparation of Credit Assessment Documents in accordance with and at the quality standards required by the BICR Manual and Review Guides
Approval of relationship-level file testing prepared by BICR Credit Risk Analysts
Evaluation of the appropriateness of Corrective Action Plans resulting from Reviews or Business Monitoring, and subsequent validation of the effectiveness of the same after implementation by the Business
Accountability for the quality and consistency of work products that include Credit Assessment Documents, Sample Rationale Documents, and BICR Review Reports created for the assigned Review Entity

What we offer

Global Benefits
We bring the best to our people. We put our employees first and provide the best-in-class benefits they need to be well, live well and save well

Fulltime

Market Risk Senior Analyst

This position provides an opportunity for an experienced risk analyst with solid...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

5+ years of experience
experience in one or more of the following fields: quantitative risk modelling, market risk management practices, risk regulations, numerical computation, statistics or data analysis, financial model development, application or validation
strong hands-on IT skills, for example, with Python, SQL, Unix
sound knowledge of statistical modelling concepts and industry best practices
experience with econometric and statistical modelling or application risk scoring
excellent quantitative and analytic skills
ability to derive patterns, trends and insights
experience working in big data environments
intellectual curiosity to stay abreast of technological advances
demonstrated initiative and proactive approach

Job Responsibility

construct covariance matrices for historical periods of stress for various portfolios
identify and address specific needs of Citi legal entities within EMEA region to meet local regulatory expectation in market risk modelling
work with existing market risk models and provide solutions where weaknesses are identified in testing or where new business needs require model enhancements
develop RNIV models to quantify non-standard market risks of complex products
research, support, enhance and maintain market risk models
design and develop in-house software for quantitative analysis
interact confidently with other risk management teams, the front office, technology and control groups
model and explain the behavior of a complex portfolio of vanilla and exotic derivatives with greeks and risk factor simulations
understand differences between regulatory regimes around the globe
perform advanced analytics with hundreds of thousands of risk factor time series

What we offer

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

Fulltime

New

Model/analysis/validation Senior Analyst

Citibank, N.A. seeks a Model/Analysis/Validation Senior Analyst for its Tampa, F...

Location

United States , Tampa

Salary:

112800.00 - 130920.00 USD / Year

Citi

Expiration Date

April 01, 2026

Requirements

Master’s degree, or foreign equivalent, in Mathematics, Statistics, or other related quantitative fields and 2 years of experience as a Model/Analysis/Validation Senior Analyst - AVP, Quantitative Analyst, or related position involving credit exposure simulation and pricing models development
Alternatively, employer will accept a Bachelor’s degree in the stated fields and 5 years of progressive, post-baccalaureate experience
Full span of experience must include: Utilizing Python and Excel to implement algorithmic models and analyze both their complexity and impact on stakeholders
Technical writing for model documentation and validation
Translating business and regulatory requirements into mathematical formulations
Advanced mathematics including stochastic calculus and linear algebra, data science including statistics and large data analysis, and numerical techniques including numerical algorithms
Client agreements, Credit Support Annexes (CSA) and experience working with International Swaps and Derivatives Association (ISDA) agreements
Analyzing business functionalities and modeling them into mathematical frameworks
and Computation of exposure used in regulatory capital calculation and internal risk monitoring

Job Responsibility

Develop and improve techniques and processes of simulating credit exposure and pricing
Enhance credit exposure simulation and pricing models covering all major asset types, with a focus on simulation of margin requirements, collateral for derivatives and security financing transactions
Examine deficiencies in current models and develop appropriate mathematical and statistical frameworks to address the deficiencies
Develop model testing methodologies and conduct rigorous testing including back-testing and stress testing
Implement the prototype of mathematical framework that can be used in new testing approaches
Analyze testing methodologies and provide model reviewers with a comprehensive explanation of the test results for validation
Evaluate model performance
Collect data from multiple sources using internal libraries, databases, and web applications
Identify data quality issues and clean data
Develop a quantitative library for models used in counterparty credit risk

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Fulltime

Senior Business Data Analyst - Capital Market

This role is within enterprise data office and product solution team; focused on...

Location

India , Pune

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

13+ years of combined experience in banking and financial services industry, information technology and/or data controls and governance
Expertise and professional experience in Markets Business, Market Risk computation, Counterparty Party Risk Computation, ISDA Credit Annexure-Netting, Collateral, Basel III rules for market risk and credit risk, stress testing and computation of counterparty exposure
Good understanding of exposure computation process, Monte Carlo Simulation, data required for Computation of Derivative / SFT EAD
Excellent understanding of data requirements, simulation, netting and collateral rules for Market products (Derivatives, SFT, etc)
Preferably Engineering Graduate with Post Graduation in Finance
Extensive experience in the capital markets business and processes
Deep understanding of Derivative products (i.e., Equities, FX, IRS, Commodities etc.) and SFT (Repo, Reverse Repo, Securities Lending and Borrowing)
Strong Data analysis skills using Excel, SQL, Python, Pyspark etc.
Experience with data management processes and tools and applications, including process mapping and lineage toolsets
Actively managed various aspects of data initiatives including analysis, planning, execution, and day-to-day production management

Job Responsibility

Engage with Markets, Risk, Finance, Tech, Client org, and Data Engineering Teams to gather requirements, understand application processing, identify gaps and design systematic solution for business needs
Understand Derivatives and SFT data flows within CITI
Data analysis for derivatives products across systems for target state adoption and resolution of data gaps/issues
Lead assessment of end-to-end data flows for all data elements used in Regulatory Reports
Document current and target states data mapping and produce gap assessment
Coordinate with the business for identifying critical data elements, defining standards and quality expectations, and prioritize remediation of data issues
Identify appropriate strategic source for critical data elements
Design and Implement data governance controls including data quality rules and data reconciliation
Design systematic solution for elimination of manual processes/adjustments and remediation of tactical solutions
Prepare detailed requirement specifications containing calculations, data transformations and aggregation logic

Fulltime

Lead Data Analyst–Regulatory Reporting - Senior Vice President

We are looking for a technical problem-solver to join our Global Regulatory Repo...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Advanced SQL: comfortable writing complex queries from scratch (Joins, Window Functions, Case Logic)
Data Analysis: ability to compare large datasets (Source vs. Target) to identify variances
Domain Knowledge (Banking or Trading): Familiarity with Lending products (Mortgages, Revolving Credit, Term Loans), Deposits, and General Ledger concepts OR Familiarity with Capital Markets products (Derivatives, Securities, Repos) and trade lifecycles
Understanding of how product data translates to financial reporting
Experience with JIRA for defect tracking and requirements management
Ability to read and interpret Data Mapping Documents (Source-to-Target mappings)
8+ years experience
Should have team handling experience

Job Responsibility

Upstream Change Impact Analysis (The "Shield"): Monitor and review upcoming changes in upstream source systems
Analyze the "Blast Radius" of these changes using data mapping files and SQL
Conduct "content analysis" to verify if the nature of the data is changing
Incident Triage & Root Cause Analysis (The "Detective"): Investigate "perceived data issues" raised by the Regulatory Reporting team
Execute complex SQL queries to trace data lineage back to the source
Determine the verdict: Is this a true upstream Data Quality (DQ) issue, a logic gap in our transformation layer, or a valid business event?
Prevent false alarms from reaching the technology development team
Testing Strategy & Requirements Management: Translate findings into actionable JIRA tickets
Define test cases for User Acceptance Testing (UAT)
Communication & Stakeholder Management: Act as the translator between the Reporting Team and the Technology Team

New

Technical Author-Technical Publications

Position Title: Technical Author-Technical Publications. Reports to: Principal E...

Location

India , Bangalore

Salary:

Not provided

Randstad

Expiration Date

April 25, 2026

Requirements

Sound technical expertise in the field of technical publications, preferably heavy engineering or automotive
Ability to understand/interpret the engineering drawings
Good working knowledge creating/updating Operator & Maintenance Manuals (OMM), Service Manuals, Instruction & Training Manuals
Proficiency in authoring tools such as Adobe InDesign, Adobe Frame Maker, and Arbortext Editor
Knowledge on illustration tools such as Arbortext IsoDraw, Corel Draw, Adobe Illustrator, Adobe Photoshop
Working knowledge on CAD tools such as Solidworks, NX would be an added advantage
Good communication, and interpersonal skills
Graduate in Mechanical Engineering/Automobile, or equivalent from a reputed college
Relevant experience of 3 to 5 Years
Good in teamwork and co-ordination with other teams

Job Responsibility

Service and Repair manuals [SRM], Operator & Maintenance Manuals [OMM] using various authoring tools

New

Pcb technician

Job Description: Expertise in all type of components soldering Ex. Chip Compone...

Location

India , Pune

Salary:

Not provided

Randstad

Expiration Date

April 06, 2026

Requirements

Expertise in all type of components soldering Ex. Chip Component, IC’s, through hole components
Expertise in component value measurement & component body marking
Knowledge about PCB assembly, inspection & Testing
Knowledge of pick, Place, Stencil Printer & Reflow Machine
Knowledge about electronic circuits & harness diagram
Knowledge of assembled PCB board bring up test
Maintain 5S
Knowledge of electronic components & Connectors
experience 5

Senior Validation Analyst - Credit Derivatives

Citi

Location:
Poland , Warsaw

Category:
Finance

Contract Type:
Employment contract

Salary:

Job Description:

Job Responsibility:

Requirements:

Nice to have:

Additional Information:

Job Posted:
October 09, 2025

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Location:Poland , Warsaw

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