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 forCounterparty Credit Risk (CCR)andTraded Risk, includingVaR,Stressed VaR,RNIV,IRC,PFE,EPE,CVA, andCapital Models.
DevelopClimate Riskmodels aligned withScience-Based Targetsandsustainability objectives.
Ensure compliance withBasel 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 forinternal governanceandregulatory bodies.
Climate Risk Integration:
Support the integration ofclimate risk factorsinto existing credit exposure models and stress-testing frameworks.
Leverageclimate scenario analysisto evaluatephysicalandtransition 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 withtraders,risk managers,climate strategy teams, andITto deliver risk insights and ensure robust risk management frameworks.
Translate complex quantitative outputs into actionable insights forsenior stakeholders.
What Were Looking For:
Education & Qualifications:
Degree (MSc/PhD preferred) inQuantitative Finance,Mathematics,Statistics,Engineering, or a related field.
Professional certifications:GARP SCR,FRM, or equivalent Climate Risk credentials.
Experience:
Proven experience (4+ years) inquantitative risk modeling, preferably withininvestment bankingorconsulting.
Hands-on experience inClimate Risk modeling,Climate Scenario Analysis, and alignment withNet-Zero/SBTI targets.
Deep understanding ofCounterparty Credit Risk (CCR)andTraded Risk modelsunderFRTBandBaselframeworks.
Technical Skills:
Proficient inPythonfor model development (NumPy, Pandas, SciPy, scikit-learn).
Experience withSQL,MATLAB, orRis a plus.
Familiarity withclimate data setsandsustainability reporting frameworks(TCFD, EU Taxonomy, etc.).
Soft Skills:
Strong analytical and problem-solving abilities.
Excellent communication skillscapable of presenting technical content tonon-technical stakeholders.
Collaborative mindset, able to work acrossmultidisciplinary teams.