Traded Risk Modelling Specialist

Analytics

Kapelanka, Kraków

ITDS

30 000 - 37 800PLN

Net per month - B2B

Full-time

B2B

Senior

Remote

Tech stack

Python

advanced

Basel 2.5

regular

R

regular

VaR, Stressed VaR, IRC, and ES

regular

Model validation

regular

Matlab

regular

FRTB

regular

VBA or C++

junior

Job description

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, andES

• 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

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

• Participate in Social Events, training, and work in an international environment

• Access to attractive Medical Package

• Access to Multisport Program

• Access to Pluralsight

• Flexible hours & remote work

Internal job number #7358

Published: 09.08.2025

Office location