Senior Financial Risk Lead

OANDA TMS Brokers S.A.; Warszawa; Hybrid; PLN 260,000 - 380,000; Full time

Job summary

OANDA TMS Brokers S.A. is seeking a senior Quantitative Risk Manager to lead regulatory capital, risk measurement, and reporting across global portfolios. The role emphasizes IFR/IFD compliance, KNF/EBA expectations, and cross-functional collaboration with traders and tech teams.

You will develop stress tests, monitor liquidity measures, and ensure data lineage from raw logs to supervisory returns. Hybrid work model with office presence in Poland.

Qualifications

• Min. 5 years of experience in quantitative financial risk management.
• Deep hands-on knowledge of Regulation (EU) 2019/2033 and Directive (EU) 2019/2034.
• Expertise in market and credit risk measurement techniques (VaR, Monte Carlo, ES).
• Strong SQL and Excel/VBA capabilities for querying trading databases.
• Proficiency in Python or R for risk engine modeling.
• Experience compiling regulatory disclosure packages (ITS EU 2021/2284).

Responsibilities

• Calculate and monitor regulatory capital consumption under IFR/IFD (Pillar 1 K-Factors).
• Define risk limits (NOP, VaR, ES) across CFD asset classes and automate KPI calculations.
• Track counterparty and concentration risk across traders and prime brokers; monitor margins.
• Lead ILAAP design, execution, and updates; ensure intraday cash controls.
• Prepare regulatory reporting packs for KNF and EBA; defend methodologies.

Skills

SQL

Excel/VBA

Python/R

Regulatory knowledge

Job description

OANDA TMS Brokers S.A. is seeking a senior Quantitative Risk Manager to lead regulatory capital, risk measurement, and reporting across global portfolios. The role emphasizes IFR/IFD compliance, KNF/EBA expectations, and cross-functional collaboration with traders and tech teams.

You will develop stress tests, monitor liquidity measures, and ensure data lineage from raw logs to supervisory returns. Hybrid work model with office presence in Poland.