Market Risk Model Specialist

Market Risk Model Specialist Miejsce pracy: Kraków Technologies we use Expected Python Microsoft Excel Optional C++ About the project 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). Your 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 Our requirements 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 Optional Knowledge of C++ Professional qualifications such as FRM, PRM, or CFA Levels Good understanding of statistics This is how we organize our work This is how we work agile scrum What we offer 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 access to 100 projects access to Pluralsight Recruitment stages first online interview second online interview GETREADY to meet with us ITDS Business Consultants is involved in many various, innovative and professional IT projects for international companies in the financial industry in Europe. We offer an environment for professional, ambitious, and driven people. We would like to meet you. If you are interested please apply and attach your CV in English or Polish, including a statement that you agree to our processing and storing of your personal data. ITDS’s Whistleblower Procedure You can report violations in accordance with ITDS’s Whistleblower Procedure available here: https://itds.pl/wp-content/uploads/2025/03/INFORMATION-ON-PROCEDURE-FOR-REPORTING-BREACHES-AND-PROTECTION-OF-WHISTLEBLOWERS-AT-ITDS-POLSKA.pdf ITDS Polska Sp. z o.o. ITDS supports financial service providers to take the next steps. We identify what’s possible, every day. Opportunities in the areas of technology, organization, and digitization. We see where banks, insurers, payment companies, or fintech can go and how they can get there. That’s why we want to stimulate you to ramp up your ambition. Forget what you perceive as restraints and step towards the new reality. ITDS in Poland - Pure player in new Technologies & Financial Industry 300 IT implementation professionals 20 clients in the Banking, Insurance, Payment & Fintech Industry ITDS excels in digital strategy delivery and implementation of best-of-breed lending solutions. ITDS has delivered successful strategic projects throughout Europe since 1998. We combine the experience we’ve accumulated with in-depth knowledge of technologies, business processes, and EU legislation to unlock new business opportunities. Informujemy, że administratorem danych jest ITDS z siedzibą w Warszawie, ul. Złota 59 (dalej jako "administrator"). Masz prawo do żądania dostępu do swoich danych osobowych, ich sprostowania, usunięcia lub ograniczenia przetwarzania, prawo do wniesienia sprzeciwu wobec przetwarzania, a także prawo do przenoszenia danych oraz wniesienia skargi do organu nadzorczego. Dane osobowe przetwarzane będą w celu realizacji procesu rekrutacji. Podanie danych w zakresie wynikającym z ustawy z dnia 26 czerwca 1974 r. Kodeks pracy jest obowiązkowe. W pozostałym zakresie podanie danych jest dobrowolne. Odmowa podania danych obowiązkowych może skutkować brakiem możliwości przeprowadzenia procesu rekrutacji. Administrator przetwarza dane obowiązkowe na podstawie ciążącego na nim obowiązku prawnego, zaś w zakresie danych dodatkowych podstawą przetwarzania jest zgoda. Dane osobowe będą przetwarzane do czasu zakończenia postępowania rekrutacyjnego i przez okres możliwości dochodzenia ewentualnych roszczeń, a w przypadku wyrażenia zgody na udział w przyszłych postępowaniach rekrutacyjnych - do czasu wycofania tej zgody. Zgoda na przetwarzanie danych osobowych może zostać wycofana w dowolnym momencie. Odbiorcą danych jest serwis Hello HR oraz inne podmioty, którym powierzyliśmy przetwarzanie danych w związku z rekrutacją.

Location: Kraków, PL

Posted Date: 4/19/2025