ITDS
Join us, and turn complex data into actionable insights!Kraków - based opportunity with hybrid work model (1 day/week in the office).As a Traded Risk Contractor, you will be working for our client, a global financial institution focused on delivering advanced risk management solutions and ensuring compliance with regulatory requirements. You will be supporting the development and maintenance of market risk models used to measure and manage traded risk exposures across a range of asset classes. The project involves working with Python-based analytics libraries, conducting validation of models such as VaR, Stress Testing, and FRTB, while collaborating with risk experts to enhance accuracy, efficiency, and automation in risk management processes.Your main responsibilities: Developing and enhancing market risk models aligned with regulatory and internal requirements Implementing and maintaining model monitoring tests, calibration, and validation processes Building and validating models in Python-based analytics libraries Performing performance assessments and documenting model assumptions, features, and limitations Supporting automation initiatives to streamline model frameworks and processes Suggesting improvements to existing methodologies and implementing agreed changes Assisting in explaining model details and results to non-technical stakeholders Participating in ad-hoc projects and delivering timely, clear information Preparing documentation for all process changes and updates Collaborating with global teams in a dynamic risk management environment You're ideal for this role if you have: Strong knowledge of statistics and quantitative methods Proven experience with Python programming for model development Experience with Excel VBA for process automation and reporting Background in financial risk management, preferably in traded risk Understanding of market risk measures such as VaR and Stress Testing Familiarity with derivative products and their risk profiles Ability to perform model validation and performance assessment Excellent problem-solving and analytical thinking skills Strong communication skills for explaining technical details to non-technical stakeholders Degree in Maths, Engineering, Finance, or related field It is a strong plus if you have: Knowledge of C++ for advanced model development Professional qualifications such as FRM, PRM, or CFA Experience with economic capital or incremental risk charge models Familiarity with regulatory frameworks such as FRTB We offer you:ITDS Business Consultants is involved in many various, innovative and professional IT projects for international companies in the financial industry in Europe. We offer an environment for professional, ambitious and driven people. The offer includes: Stable and long-term cooperation with very good conditions Enhance your skills and develop your expertise in the financial industry Work on the most strategic projects available in the market Define your career roadmap and develop yourself in the best and fastest possible way by delivering strategic projects for different clients of ITDS over several years Participation in Social Events, training, and work in an international environment Access to an attractive Medical Package Access to Multisport Program #GETREADYInternal job ID #7682You can report violations in accordance with ITDS’s Whistleblower Procedure available here.
| Opublikowana | 5 dni temu |
| Wygasa | za 25 dni |
| Rodzaj umowy | B2B |
| Tryb pracy | Hybrydowa |
| Źródło |
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