Senior Model Validator

Belvedere Recruitment; Kraków; Hybrid; PLN 180,000 - 300,000; Full time

Benefits offered by this job

Flexible working hours

Hybrid arrangements

Corporate events

Mentoring and support

Job summary

Belvedere Recruitment supports a leading financial services organisation in Krakow, seeking a Senior Model Validator. You will conduct independent validations of traded risk models, ensuring regulatory alignment and robust governance across an international team.

The role offers exposure to VaR, Stressed VaR and Expected Shortfall, with opportunities to mentor colleagues and grow within a value-driven, globally oriented environment.

Qualifications

• Experience in validating market risk models across global institutions.
• Ability to assess model inputs, performance and usage for governance.
• Familiarity with regulatory requirements in model risk management.

Responsibilities

• Lead independent validations of market risk models (VaR, Stressed VaR, Expected Shortfall) across a global banking organisation.
• Collaborate with an international model risk governance team to ensure regulatory compliance.
• Develop expertise in traded risk, stress testing and pricing models; mentor junior staff.
• Support hybrid and remote work arrangements and participate in corporate events.

Skills

Market risk modelling

Independent validations

Regulatory compliance

Tools

VaR modelling

Stressed VaR

Expected Shortfall

Job description

Location: Krakow, Poland

Contract Type: Contract

Remote Status: Hybrid

• Lead independent validations of market risk models including VaR, Stressed VaR and Expected Shortfall across a global banking organisation


• Work with an international team dedicated to model risk governance and regulatory compliance in a collaborative, supportive environment


• Develop your expertise in traded risk, stress testing and pricing models whilst mentoring junior team members


• Enjoy flexible working arrangements with hybrid and full remote options, plus free parking and corporate events


• Join a leading financial services organisation committed to helping you fulfil your potential and advance your career

Our client is one of the world's largest banking and financial services organisations. They're looking for a Senior Model Validator to join their Model Risk Management team in Krakow. This is your opportunity to take on a pivotal role ensuring model risk is managed within approved tolerance levels, working with an experienced international team on complex market risk challenges.

Position Overview

You’ll perform independent model validations for traded risk models, ensuring they remain suitable for business decisions and comply with regulatory requirements. Your work will directly support the organisation’s risk governance framework by assessing model inputs, performance and usage across the business. You’ll identify and quantify model risk drivers, collaborate with developers and risk teams to mitigate risks, and provide objective assurance on critical financial models used across the organisation.

Benefits

• Flexible working hours and hybrid arrangements with full remote options available


• Corporate events and team activities


• Opportunity to work with highly experienced professionals on complex financial models


• Mentoring and support to develop your expertise in model risk management

Alongside these benefits, you’ll join a value-driven organisation that fosters an international and supportive environment where diverse perspectives are valued. You’ll collaborate with experienced colleagues committed to industry best practice, with genuine opportunities to grow your career and take on exciting new directions.