Informacje o stanowisku

Title: Traded Risk Specialist

Location: Kraków

We work: 1 day office/4 days remote

Contract: B2B or Contract of employment

Length: 2 months

Level: Senior

Recruitment process: online

• University degree in Mathematics, Engineering, Science, Finance, Business Management, or related field; or equivalent experience in risk management.
• Professional certifications such as FRM, PRM, or CFA (preferred).
• Strong knowledge of statistics and quantitative analysis.
• Proficiency in Python and Excel VBA (essential); knowledge of C++ is an advantage.
• Basic understanding of market risk measures and derivative products.
• Strong communication skills with the ability to explain technical models to non-technical audiences.

Title: Traded Risk Specialist

Location: Kraków

We work: 1 day office/4 days remote

Contract: B2B or Contract of employment

Length: 2 months

Level: Senior

Recruitment process: online

,[Support the development and enhancement of market risk models in line with regulatory and internal risk management requirements., Maintain and monitor models through calibration, performance assessment, validation, and periodic testing., Implement model development and monitoring in the in-house Python-based Analytics library., Build and enhance risk models using real-world data; analyze features, assumptions, and limitations, propose validation approaches, and deliver validation within agreed timelines., Work with a range of market risk models, including Value-at-Risk (VaR), Stressed VaR, RNIV, Stress Testing, Economic Capital, IRC, and FRTB frameworks., Contribute to ad-hoc projects and provide timely and clear updates as required., Suggest improvements to frameworks, focusing on automation and system efficiency, and help implement agreed changes., Identify opportunities for efficiency, automation, and stronger controls within existing processes; document and agree changes with process owners., Communicate model details to stakeholders in non-technical language and assist in applying models within daily risk management. Requirements: Degree, risk management, Python, Excel, VBA, Communication skills, C++

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