17,300 - 28,000 pln gross; not specified; not spec...
6+ years financial risk management experience
Expertise in market risk modelling and statistics
Strong python programming skills
The role involves managing a team of 8+ quantitative experts to steer model development and monitoring within the Market & Operational Risk domain
Job Summary
The role involves managing a team of 8+ quantitative experts to steer model development and monitoring within the Market & Operational Risk domain.
Candidates must possess a strong quantitative background including an MSc or PhD in fields such as Financial Econometrics or Mathematics.
The position offers the opportunity to support business domains by maintaining and rolling out interest rate curves and indices on an in-house platform.
Matching Summary
The role involves managing a team of 8+ quantitative experts to steer model development and monitoring within the Market & Operational Risk domain.
Salary
17,300 - 28,000 PLN gross; Not specified; Not specified
Skills & Requirements
Must-have
6+ years financial risk management experience
Expertise in market risk modelling and statistics
Strong Python programming skills
Extensive knowledge of interest rate modelling
Understanding of regulatory ALM risk policies
C1 English proficiency level
Nice-to-have
Experience advising Senior Management
FRM/PRM/CFA or CQF professional certification
Experience solving ECB findings
Knowledge of SOT regulatory models NII EVE
Experience with EBA IRRBB/CSRBB Guidelines
Key Requirements
6+ years experience in financial risk management
MSc or PhD in Quantitative Finance or related field
English level C1
Team leadership experience over short/medium timescales