Requirements: English
Company: emagine Polska
Region: Gdask , Pomeranian Voivodeship
Location: fully remote or Cracow Type: Full-time Rate: depends on your expectations Languages: English, Polish Key Responsibilities: 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. Cross-Functional Collaboration: Work closely with traders, risk managers, climate strategy teams, and IT to deliver risk insights and ensure robust risk management frameworks. Translate complex quantitative outputs into actionable insights for senior stakeholders. What Were 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 skillscapable of presenting technical content to non-technical stakeholders. Collaborative mindset, able to work across multidisciplinary teams.