Market Risk Analyst
- Degree in a quantitative field (mathematics, physics, financial engineering, econometrics, computer science, or related)
- Experience in market/traded risk, ideally with VaR, RNIV, Stressed VaR or similar models
- Strong proficiency in Python for building analytical tools and prototypes
- Solid understanding of statistics and quantitative methods used in risk modelling, plus familiarity with regulatory topics (e.g. FRTB, model validation)
- Strong communication skills - able to explain complex model concepts to non-technical audiences
- Strong command of English and ability to work effectively in an international, cross-location team - Hybrid work model: 6 days/month in the Kraków office
- International collaboration across teams in Europe, Asia, and the Americas
- Prestigious position at one of the world's largest banks
- Stable, long-term projects
- Competitive salary with a B2B contract
- Private healthcare and multisport card
- Personal growth and development opportunities with the possibility to rotate between projects ,[ Develop and enhance VaR and RNIV models in Rates, in line with internal risk standards and regulatory requirements, Contribute to model improvements through impact assessment, model validation, and support in documenting changes for internal and external use, Understand both regulatory and business requirements to ensure models remain fit-for-purpose, Proactively build tools in Python to test proposed models, carry out required analysis, and measure the impact of model changes, Own the full model life cycle — from defining objectives, through development and testing, documentation, ongoing assessment and validation, to internal and regulatory scrutiny, Coordinate projects aimed at ensuring consistency across sites] Requirements: MS Teams, Python Additionally: Private healthcare, Sport subscription, Free coffee, Bike parking, Modern office, In-house trainings.
- Experience in market/traded risk, ideally with VaR, RNIV, Stressed VaR or similar models
- Strong proficiency in Python for building analytical tools and prototypes
- Solid understanding of statistics and quantitative methods used in risk modelling, plus familiarity with regulatory topics (e.g. FRTB, model validation)
- Strong communication skills - able to explain complex model concepts to non-technical audiences
- Strong command of English and ability to work effectively in an international, cross-location team - Hybrid work model: 6 days/month in the Kraków office
- International collaboration across teams in Europe, Asia, and the Americas
- Prestigious position at one of the world's largest banks
- Stable, long-term projects
- Competitive salary with a B2B contract
- Private healthcare and multisport card
- Personal growth and development opportunities with the possibility to rotate between projects ,[ Develop and enhance VaR and RNIV models in Rates, in line with internal risk standards and regulatory requirements, Contribute to model improvements through impact assessment, model validation, and support in documenting changes for internal and external use, Understand both regulatory and business requirements to ensure models remain fit-for-purpose, Proactively build tools in Python to test proposed models, carry out required analysis, and measure the impact of model changes, Own the full model life cycle — from defining objectives, through development and testing, documentation, ongoing assessment and validation, to internal and regulatory scrutiny, Coordinate projects aimed at ensuring consistency across sites] Requirements: MS Teams, Python Additionally: Private healthcare, Sport subscription, Free coffee, Bike parking, Modern office, In-house trainings.