• Location: fully remote or Cracow
• Type: Full-time
• Rate: depends on your expectations
• Languages: English, Polish

• Risk Model Development & Enhancement:
• Design, implement, and maintain models for Counterparty Credit Risk (CCR) and Traded Risk, including VaR, Stressed VaR, RNIV, IRC, PFE, EPE, CVA, and Capital Models.
• Develop Climate Risk models aligned with Science-Based Targets and sustainability objectives.
• Ensure compliance with Basel III/IV, FRTB, and climate-related regulations.
• Model Validation & Governance:
• Validate model assumptions and methodologies, assessing performance and regulatory alignment.
• Document model development processes and results for internal governance and regulatory bodies.
• Climate Risk Integration:
• Support the integration of climate risk factors into existing credit exposure models and stress-testing frameworks.
• Leverage climate scenario analysis to evaluate physical and transition risks.
• Programming & Automation:
• Develop Python-based tools, libraries, and analytics to enhance model efficiency and risk measurement processes.
• Optimize and automate existing risk workflows and reporting processes.

What We’re Looking For:

• Education & Qualifications:
• Degree (MSc/PhD preferred) in Quantitative Finance, Mathematics, Statistics, Engineering, or a related field.
• Professional certifications: GARP SCR, FRM, or equivalent Climate Risk credentials.
• Experience:
• Proven experience (4+ years) in quantitative risk modeling, preferably within investment banking or consulting.
• Hands-on experience in Climate Risk modeling, Climate Scenario Analysis, and alignment with Net-Zero/SBTI targets.
• Deep understanding of Counterparty Credit Risk (CCR) and Traded Risk models under FRTB and Basel frameworks.
• Technical Skills:
• Proficient in Python for model development (NumPy, Pandas, SciPy, scikit-learn).
• Experience with SQL, MATLAB, or R is a plus.
• Familiarity with climate data sets and sustainability reporting frameworks (TCFD, EU Taxonomy, etc.).
• Soft Skills:
• Strong analytical and problem-solving abilities.
• Excellent communication skills—capable of presenting technical content to non-technical stakeholders.
• Collaborative mindset, able to work across multidisciplinary teams.