Senior Quantitative Risk Model Analyst

Join us and drive the future of risk management!

Warsaw-based opportunity to work in hybrid model

As a GCP DevOps Engineer, you will be working for our client, an industry-leading global financial institution, supporting the transformation of compliance and data analytics systems onto Google Cloud Platform (GCP). This role focuses on automating deployment pipelines, enhancing system resilience, and maintaining cloud architecture to strengthen the client’s compliance and risk assessment capabilities. You’ll be part of a dedicated team working across multiple regions to optimize cloud-based data management, enhance DevOps processes, and ensure sustainable, secure infrastructure.

Your main responsibilities: Develop, maintain, and enhance models for counterparty credit risk, with a focus on constructing and calibrating counterparty risk covariance matrices

• Calibrate and maintain simulation models for counterparty credit risk assessments
• Conduct production and user acceptance tests for covariance matrices and provide impact analyses of changes to model parameters
• Design and implement methodologies, algorithms, and diagnostic tools to ensure the robustness, stability, and performance of risk models
• Prepare and maintain comprehensive technical documentation, including project plans, model descriptions, data analyses, and quality controls
• Provide quantitative analysis and reports for senior management and regulatory bodies
• Support compliance with regulatory and internal risk management requirements

You’re ideal for this role if you have:

• A minimum of 3 years of experience as a quantitative analyst or risk analyst in the financial industry
• Advanced programming skills in Python
• Strong mathematical skills and knowledge of counterparty credit risk (a strong plus)
• Excellent verbal and written communication skills
• The ability to work collaboratively within an international, multicultural team

#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 #6166