Financial Risk Modeler

4 days ago


Kraków, Lesser Poland, Czech Republic Antal Full time
About the Role:

We are seeking a skilled Financial Risk Modeler to join our team. As a key member of our risk management department, you will be responsible for developing and improving market risk models using real-world data.

Your primary focus will be on validating these models by analyzing data and assessing their effectiveness. You will collaborate closely with internal teams to explain model results and their impact on risk management.

In addition, you will identify and implement process improvements, automation, and optimization of analytical tools. You will also participate in ad hoc projects related to risk model analysis and enhancement.

Responsibilities:
  • Develop and improve market risk models using real-world data.
  • Validate models (e.g., Value-at-Risk, Stress Testing, Economic Capital) by analyzing data and assessing their effectiveness.
  • Collaborate with internal teams to explain model results and their impact on risk management.
  • Identify and implement process improvements, automation, and optimization of analytical tools.
  • Participate in ad hoc projects related to risk model analysis and enhancement.
Requirements:
  • Python
  • Risk management
  • Excel
  • C++
  • VBA
  • Analytical skills
  • Communication skills
  • FRM
  • PRM
  • CFA
What We Offer:
  • Private healthcare
  • Sport subscription
  • Modern office


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