Model Risk Manager

Wymagania: - Market Risk (Traded Risk), Stress Testing, Pricing Modelling. - Statistical and financial modelling techniques. - Market Risk models and performance metrics (VaR, Stressed VaR, IRC, Expected Shortfall, DRC). - Basel 2.5, FRTB frameworks, and capital requirements. - Internal banking procedures related to risk management (advantage). - Proficiency in at least one statistical modelling language: Python, R, Matlab, C++, VBA. - Experience in model development and/or independent model validation. - Handling requests from internal/external audit and regulators (beneficial). - Excellent written and verbal communication. - Strong team player with ability to work independently. - Ability to mentor junior team members and peer-review work. O firmie: - At Mindbox, we connect top IT talents with technology projects for leading enterprises across Europe. - Our focus is on matching your skills with work that matters – projects that use modern tech stacks, solve real business challenges, and give you space to grow. By joining us, you’ll deliver technology solutions for well-known brands, supported by the Mindbox team that values knowledge-sharing and continuous development. We make sure you have the tools, flexibility, and guidance to do your best work – and to keep moving forward in your career. Zakres obowiązków: - Perform independent model validations as part of a specialist quantitative team. - Validate Market Risk models such as VaR, Stressed VaR, Incremental Risk Charge, Expected Shortfall, Default Risk Charge. - Assess risks related to model input data quality, performance, and usage. - Conduct back-testing, sensitivity analysis, and stress testing to evaluate model performance. - Ensure compliance with Basel III, OCC guidelines, and internal policies. - Provide critical opinions on conceptual soundness and adequacy of models for intended use. - Collaborate with model developers, treasury, and risk management teams to mitigate model risk. - Note: Detailed project information will be shared during the recruitment process. Oferujemy: - Flexible cooperation model – choose the form that suits you best (B2B, employment contract, etc.) - Hybrid work setup – remote days available depending on the client’s arrangements - Collaborative team culture – work alongside experienced professionals eager to share knowledge - Continuous development – access to training platforms and growth opportunities - Comprehensive benefits – including Interpolska Health Care, Multisport card, Warta Insurance, and more - High quality equipment – laptop and essential software provided