Quantitative Risk Model Analyst

Join Us and Shape the Future of Risk Management!

Warsaw-based opportunity to work 90% remotely with min. 2 days in the office/month

As a Quantitative Risk Model Analyst, you will join a dynamic and high-impact team responsible for developing methodologies to calculate counterparty credit risk exposures across various financial instruments, contributing to both internal risk management and regulatory compliance. This Warsaw-based role offers the opportunity to work on cutting-edge models and collaborate with global experts in the financial industry.

Your main responsibilities: Developing, maintaining, and enhancing counterparty credit risk models, with a focus on constructing and calibrating risk covariance matrices

• Calibrating and maintaining simulation models for counterparty credit risk assessments
• Contributing to the production and user acceptance tests for covariance matrices
• Performing impact analyses on changes in covariance matrices and CCR model parameters, assessing their effect on regulatory and internal risk measures
• Developing and implementing methodologies, algorithms, and diagnostic tools to ensure model robustness, reliability, and data quality
• Creating and maintaining comprehensive technical documentation, including project plans, model descriptions, mathematical derivations, and quality controls
• Supporting tasks in response to evolving regulatory and internal risk management requirements
• Preparing detailed quantitative analysis and reports for senior management and regulators

You’re ideal for this role if you have:

• A minimum of 3 years of experience as a quantitative or risk analyst in the financial industry
• Advanced programming skills in Python (essential)
• Strong knowledge of counterparty risk (preferred)
• Excellent mathematical and analytical skills
• Strong verbal and written communication abilities

It is a strong plus if you have:

• The opportunity to work in a challenging and high-stakes area of the financial industry with a leading global firm
• Exposure to a wide range of financial products, processes, and controls
• Collaboration with an international, multicultural, and high-quality team
• A supportive work environment that values diversity and encourages innovative thinking
• Flexible working arrangements, including home office options and flexible hours
• An attractive benefits package, including a Benefit System, medical care, and a pension plan
• Opportunities to make a difference through involvement in affinity networks and charity initiatives

#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 #6323