Senior Market Risk Capital Specialist

Solid Company; Polska; Hybrid; PLN 120,000 - 180,000; Full time

Job summary

Solid Company in Poland seeks a Financial Risk Specialist V to perform and coordinate quantitative analyses of market risk and capital. You will develop methodologies and capital models, and advise senior management on risk topics in an international context.

The role requires strong quantitative skills, experience with Market Risk Capital frameworks, and fluency in English. You will contribute to global projects and monitor regulatory developments impacting methodologies.

Qualifications

• Several years of relevant financial sector experience in financial risk, market risk, ALM or capital management.
• Strong quantitative expertise and practical experience analysing risk or implementing risk methodologies.
• Understanding of Market Risk, Economic Capital and capital frameworks, preferably in banking.
• Degree in a quantitative discipline as listed above.
• Experience translating complex analyses into recommendations for senior stakeholders.
• Fluent English and comfort working internationally.

Responsibilities

• Perform and coordinate quantitative analyses and assessments of market risk and capital.
• Provide expertise on Market Risk Capital frameworks and models.
• Analyse, challenge and develop methodologies for Market Risk Economic and Regulatory Capital.
• Assess model assumptions, sensitivities and limitations and their impact on risk and capital measures.
• Develop, enhance and implement capital models and methodologies.
• Improve Capital Risk Appetite, limit-setting, allocation and monitoring processes.
• Advise senior management and stakeholders on quantitative market risk and capital topics.
• Lead or contribute to global quantitative financial risk projects.
• Monitor regulatory developments and assess their impact on methodologies and frameworks.
• Translate quantitative results into risk insights, recommendations and management information.

Skills

Quantitative risk

Market risk

Capital management

Econometrics

Python

SQL

Education

Degree in Applied Mathematics/Econometrics/Quantitative Finance/Statistics/Economics

Tools

Python

SQL

Job description

Solid Company in Poland seeks a Financial Risk Specialist V to perform and coordinate quantitative analyses of market risk and capital. You will develop methodologies and capital models, and advise senior management on risk topics in an international context.

The role requires strong quantitative skills, experience with Market Risk Capital frameworks, and fluency in English. You will contribute to global projects and monitor regulatory developments impacting methodologies.