Verita HR Polska is a Human Resources service provider operating under number 5694.
We are working as a recruitment provider searching on our Client’s behalf for a person in the following role:
Kraków
B2B
Hybrid
Responsibilities
Assess and validate the performance of risk models (existing or new) using real market data – understanding the model’s features, assumptions and limitations, proposing a validation approach, identifying relevant market data, and completing validation within agreed timelines
Work with models such as Value-at-Risk (VaR), Stressed VaR, Risk Not In VaR (RNIV), Incremental Risk Charge (IRC), haircuts, EEP, Stress Testing, FRTB, and Capital Models
Build Python-based prototypes and contribute to an internal risk library
Participate in ad hoc projects and provide related information promptly and clearly
Suggest improvements to existing frameworks, with a focus on automation, and help implement agreed changes
Requirements
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
The offer
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
