Traded Risk Modelling Specialist

Join us, and turn data into smarter risk decisions!

Kraków – based opportunity with hybrid work model (1 day/week in the office).

As a Traded Risk Modelling Analyst, you will be working for our client, a global financial services leader known for its robust risk management infrastructure and international footprint. You will contribute to the development, testing, and improvement of market risk and pricing models that support regulatory and internal capital frameworks. This role focuses on statistical model development, regulatory compliance, and risk analytics under frameworks such as FRTB and Basel. You will be collaborating closely with quantitative teams and risk stakeholders to ensure model quality, transparency, and audit readiness.

Your main responsibilities: Developing and enhancing market risk and pricing models for trading portfolios

• Applying statistical and financial modelling techniques to risk-related data
• Conducting stress testing and scenario analysis to assess model robustness
• Reviewing and validating risk models for accuracy and compliance
• Supporting model documentation and responding to regulatory requirements
• Collaborating with teams to align models with evolving capital frameworks
• Preparing technical materials for internal and external stakeholders
• Reviewing peer work and providing constructive feedback
• Liaising with audit and regulatory teams to address model-related queries
• Supporting junior analysts with guidance and technical assistance

You’re ideal for this role if you have:

• Strong knowledge of market risk models such as VaR, Stressed VaR, IRC, and ES
• Familiarity with market risk regulations including Basel 2.5 and FRTB
• Proficiency in statistical modelling and financial mathematics
• Hands-on experience with Python, R, Matlab, C++, or VBA
• Experience in model development or independent model validation
• Excellent written and verbal communication skills
• Ability to work both independently and in collaborative team environments
• Experience preparing documentation for audit and regulatory reviews
• Understanding of capital requirements and local jurisdictional frameworks
• Degree in a quantitative field such as mathematics, statistics, or finance

It is a strong plus if you have:

• Knowledge of internal banking procedures related to traded risk
• Experience mentoring junior team members or reviewing peer work
• Exposure to requests from external auditors or regulators

#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 #7358