Basel III, Market Risk Modelling- Krakow / Warsaw - U

Description

We are seeking an experienced risk modeller to join our Financial Risk advisory practice, focused on delivering quantitative solutions for our clients. In this role, you will leverage your deep quantitative and regulatory capital expertise to advise clients on risk modelling, and regulatory compliance, contributing directly to the execution of their regulatory compliance programmes.

Responsibilities :

Provide advanced quantitative analysis and modelling to address complex market risk challenges.

Develop, validate, and implement quantitative risk models (including VaR, ES, Stress Testing, Risk Factor scenario generation etc.).

Provide thought leadership in quantitative methodologies, regulatory requirements (e.g. Basel III, FRTB), derivatives pricing techniques.

Collaborate with multiple internal stakeholders across the lines of defence and Technology to ensure accurate implementation.

Lead project teams, mentor and supervise junior team members, and ensure high-quality delivery.

Support business development initiatives, including identifying new opportunities and developing proposals.

Requirements

Required Skills & Experience :

Minimum of 3 - 10 years of relevant experience in quantitative modelling, market risk management or counterparty risk management, derivatives pricing, or risk advisory within financial services.

Demonstrated experience in one or more of the following areas : derivatives portfolio analysis, derivatives pricing, statistical methods including AI / ML, stochastic modelling techniques, and programming (e.g. Python).

Excellent analytical and problem-solving skills with the ability to translate complex quantitative concepts clearly to non-technical stakeholders.

Strong understanding of financial markets, trading products, and risk management principles.

Preferred Qualifications :

Degree in Finance, Mathematics, Engineering, or a related quantitative field.

Experience with Basel III regulations.

Exposure to risk transformation projects or global capability centre environments.

Professional certifications are a plus.

How We Work :

Delta Capita is an equal opportunity employer. We positively encourage applications from suitably qualified and eligible candidates regardless of age, colour, disability, national origin, ancestry, race, religion, gender, sexual orientation, gender identity and / or expression, veteran status, genetic information, or any other status protected by applicable law.

We will ensure that individuals with disabilities are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment. If you require any reasonable adjustments through your interview process, please use the designated space within the application questionnaire.

This is a permanent full-time position located in Krakow or Warsaw, Poland. As the selection and interview process is ongoing, please submit your application in English as soon as possible, if your profile is selected, a member of our team will contact you within 4 weeks. For this role a valid working permit for the EU is mandatory.

Expectations regarding hybrid working : As we are a Service Provider and Consulting firm servicing clients, our policy for physically working from the office (which may be the client’s offices or our own offices depending on the client) aligns to what our client’s policies and expectations are and these vary. Most of our client’s now require a minimum of 3 days per week in the office, 2 days from home, and accordingly this is also the minimum expectation that Delta Capita require.

Who We Are :

Delta Capita Group is a global managed services, consulting and solutions provider with a unique combination of experience in Financial Services and technology innovation capability. Our mission is to reinvent the financial services value chain providing technology based mutualized services for financial institutions for non differentiating services.

Our 3 offerings are :

Managed Services

Consulting & Solutions

Technology

To know more about Delta Capita and our culture click here : Working at DC - Delta Capita.