Senior Quantitative Risk Model Analyst

Senior Quantitative Risk Model Analyst

As a Senior Quantitative Risk Model Analyst, you will be working for our client, a global financial institution supporting millions of customers across various markets. You will join a Warsaw-based team focused on the development and enhancement of quantitative models used to assess counterparty credit risk for complex financial instruments. The client’s models support key regulatory capital calculations and internal risk management processes. This is a unique opportunity to work on advanced simulations, contribute to the calibration of sophisticated risk models, and interact with a diverse international team in a high-impact role.

Your main responsibilities: Develop, enhance and maintain models for counterparty credit risk exposures

• Calibrate simulation models and covariance matrices used in credit risk assessments
• Contribute to user acceptance testing and production deployment of risk models
• Perform impact analysis on model changes affecting regulatory and internal metrics
• Design and implement robust diagnostic tools for model validation and performance checks
• Prepare comprehensive technical documentation including mathematical derivations and quality controls
• Support responses to regulatory queries and internal audit requirements
• Collaborate with stakeholders across risk, model validation and IT teams
• Prepare clear and concise reports for senior management and regulatory review
• Maintain awareness of industry developments and regulatory expectations related to risk modeling

You’re ideal for this role if you have:

• At least 3 years of experience as a quantitative or risk analyst in the financial sector
• Advanced programming proficiency in Python
• Solid understanding of counterparty credit risk and related regulatory frameworks
• Strong background in mathematics, particularly in probability and statistics
• Experience in model calibration and simulation techniques
• Familiarity with financial products including OTC derivatives and securities financing transactions
• Proven ability to document complex models clearly and thoroughly
• Experience with impact analysis and performance benchmarking of risk models
• Strong communication skills, both written and verbal, to engage technical and non-technical stakeholders
• Ability to work effectively in a multicultural, collaborative team environment

#GETREADY  to meet with us!

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. You can always also apply by sending us an email at recruitment@itds.pl.

Internal number #6903