Model Risk Manager IT

Miejsce pracy: Kraków

Technologies we use

Expected

Python
R
Matlab
C++
VBA

Operating system

Linux

About the project

We are looking for an experienced Senior Model Validator to join the Model Risk Management team. This role focuses on Independent Model Validation for Market Risk models, ensuring compliance with regulatory requirements and internal risk management policies.

Sounds like your kind of challenge?

Your responsibilities

Perform independent model validations as part of a specialist quantitative team.
Validate Market Risk models such as VaR, Stressed VaR, Incremental Risk Charge, Expected Shortfall, Default Risk Charge.
Assess risks related to model input data quality, performance, and usage.
Conduct back-testing, sensitivity analysis, and stress testing to evaluate model performance.
Ensure compliance with Basel III, OCC guidelines, and internal policies.
Provide critical opinions on conceptual soundness and adequacy of models for intended use.
Collaborate with model developers, treasury, and risk management teams to mitigate model risk.
Note: Detailed project information will be shared during the recruitment process.

Our requirements

Market Risk (Traded Risk), Stress Testing, Pricing Modelling.
Statistical and financial modelling techniques.
Market Risk models and performance metrics (VaR, Stressed VaR, IRC, Expected Shortfall, DRC).
Basel 2.5, FRTB frameworks, and capital requirements.
Internal banking procedures related to risk management (advantage).
Proficiency in at least one statistical modelling language: Python, R, Matlab, C++, VBA.
Experience in model development and/or independent model validation.
Handling requests from internal/external audit and regulators (beneficial).
Excellent written and verbal communication.
Strong team player with ability to work independently.
Ability to mentor junior team members and peer-review work.

This is how we organize our work

This is how we work

agile
scrum

This is how we work on a project

Continuous Deployment
Continuous Integration
issue tracking tools

What we offer

Flexible cooperation model – choose the form that suits you best (B2B, employment contract, etc.)
Hybrid work setup – remote days available depending on the client’s arrangements
Collaborative team culture – work alongside experienced professionals eager to share knowledge
Continuous development – access to training platforms and growth opportunities
Comprehensive benefits – including Interpolska Health Care, Multisport card, Warta Insurance, and more
High quality equipment – laptop and essential software provided

Benefits

sharing the costs of sports activities
private medical care
sharing the costs of professional training & courses
life insurance

Joining this project you’ll become part of Mindbox – a tech-driven company where consulting, engineering, and talent meet to build meaningful digital solutions. We’ll back you up every step of the way, accelerate your development, and ensure your skills make a difference.

Mindbox Sp. z o.o.

At Mindbox, we connect top IT talents with technology projects for leading enterprises across Europe.

Our focus is on matching your skills with work that matters – projects that use modern tech stacks, solve real business challenges, and give you space to grow. By joining us, you’ll deliver technology solutions for well-known brands, supported by the Mindbox team that values knowledge-sharing and continuous development. We make sure you have the tools, flexibility, and guidance to do your best work – and to keep moving forward in your career.

Praca Kraków

Model Kraków

Model (zawód) Kraków

Administrator IT Kraków

Manager Kraków

Specjalista ds. bezpieczeństwa IT Kraków

Account manager Kraków

Project Manager Kraków

Product manager Kraków

Content Manager Kraków

HR Manager Kraków