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Data Scientist - Model Analysis Group

Citi Bank
Data Scientist - Model Analysis Group
Warsaw Poland
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Job Description

This role in the model analysis group , is a data scientist role. The individual will work on post model developmental analytics associated with economic forecasting , risk capital and enterprise stress testing models.
In this role, the analyst will have opportunities to develop and grow in various areas of model development: Data Modeling, Coding, Analytics, Documentation and Process. This is an ideal job for individuals who enjoy advanced quantitative analysis and cutting edge coding. This role will prepare them to develop skills to defend quantitative models with various regulatory agencies such as OCC, Federal Reserve, etc.


  • Master’s degree in quantitative fields –econometrics/economics/other quantitative fields.
  • Knowledge of banking systems and work experience with Banking Industry a Plus.
  • Ability to work in a fast-paced environment.
  • Quick learner and self-starter and willing to learn and adopt new technique or subject matter.
  • Strong Analytical, communication and written skills.
  • Act as a liaison between business and technical groups.
  • Extensive experience in Data Mapping exercise which could be straight through or derived and to perform validation of what was mapped is accurate to source.
  • Ability to understand and deep dive into the current models to scope out requirements for the group.
  • Experience in developing Time Series Models/Value at Risk Models/other econometric models and defending analysis results with business and regulatory stakeholders
  • Technical background and working knowledge of Unix, Java, SQL/SAS, Git ( Bitbucket) , Python, R, MATLAB
  • Prior experience working with Model Risk Management SR -11 requirements or ability to quickly ramp up
  • Experience with Hadoop and Big Data Analytics tools (such as Hue, Hive, Anaconda Enterprise Notebook, Jupyter Notebook)


  • Gather requirements and translate into actionable tasks.
  • Conduct deep dives into current approaches
  • Develop Analytical Strategies
  • Work with technical teams to come up with estimates for the effort to complete.
  • Research appropriate data fields in banking/credit systems, learn about various business processes, document business and regulatory rules.
  • Document model approach, assumptions and results
  • Automating/validating post model development activity reports: Ongoing Performance Analysis (OPAs) and Annual Model Reviews (AMRs)
  • Revalidate models which may include enhancements to current approaches

We Offer:

  • Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls
  • Cooperation with a high quality, international, multicultural and global team
  • Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success
  • Management supporting balanced and agile work (flexible working hours, home office)
  • Attractive benefits package (Benefit System, medical care, pension plan etc.)
  • A chance to make a difference with various affinity networks and charity initiatives


Job Family Group:

Risk Management


Job Family:

Risk Analytics, Modeling, and Validation


Time Type:

Full time


Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review [Accessibility at Citi]( accessibility.htm).

View the " EEO is the Law" poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the [Pay Transparency Posting]( transp_%20English_formattedESQA508c.pdf)

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