As a Market Risk Model Specialist, you will be working for our client, a leading financial institution known for its global presence and expertise in managing financial risks. In this role, you will be responsible for developing and enhancing risk models to support the client’s market risk management efforts. Your work will involve validating models, automating processes, and collaborating with various teams to ensure effective implementation of risk management frameworks and compliance with regulatory standards.
Join us, and revolutionize financial modeling with cutting-edge analytics!
Kraków – based opportunity with hybrid work model (1 day/week in the office).
responsibilities :
Developing and enhancing risk models using real-world data, including existing and new models
Understanding model features, assumptions, limitations, and proposing validation approaches
Identifying target market data for validation purposes and undertaking validation within agreed timelines
Working on market risk models such as Value-at-Risk (VaR), Stressed VaR, RNIV, Stress Testing, Economic Capital, IRC, and FRTB
Suggesting improvements to existing frameworks to automate systems and enhance efficiency
Documenting proposed changes and collaborating with on-shore teams for implementation
Providing clear explanations of model details to non-technical stakeholders
Assisting in ongoing model usage and explaining significant value changes
Participating in adhoc projects and delivering information promptly and coherently
requirements-expected :
A qualification in Maths, Engineering, Science, Finance, or Business Management, or previous experience in risk management
Strong analytical skills with the ability to process and analyse large volumes of data
Proficiency in Python and Excel VBA
A basic understanding of market risk measures and derivative products
Competence in producing clear, understandable documents
Effective communication skills with the ability to explain complex concepts to non-technical audiences
Ability to work under pressure and meet tight timelines
Flexibility to work within an international team environment
A desire to learn and grow in a challenging environment
offered :
Stable and long-term cooperation with very good conditions
Enhance your skills and develop your expertise in the financial industry
Work on the most strategic projects available in the market
Define your career roadmap and develop yourself in the best and fastest possible way by delivering strategic projects for different clients of ITDS over several years
Participate in Social Events, training, and work in an international environment
Access to attractive Medical Package
Access to Multisport Program
Access to Pluralsight
Flexible hours
benefits :
sharing the costs of sports activities
private medical care
flexible working time
fruits
integration events
corporate gym
mobile phone available for private use
computer available for private use
saving & investment scheme
no dress code
coffee / tea
drinks
christmas gifts
birthday celebration
sharing the costs of a streaming platform subscription
