Traded Risk – Market Risk (Interest Rate)

Verita HR Group; Kraków; On-site; PLN 100,000 - 160,000; Full time

Benefits offered by this job

Exposure to high-profile project

Professional training

International environment

Autonomy and ownership

Job summary

Verita HR Group in Kraków is seeking a candidate to join the Traded Risk team, focusing on Interest Rate Risk within Market Risk, supporting the Rates Value Streams programme and infrastructure transformation.

The role will ensure Traded Risk processes adapt to the new target infrastructure, and will support requirements, testing, and analyses for risk measures across derivatives portfolios. It offers autonomy and professional development in a global environment.

Qualifications

• Experience in Market Risk, Traded Risk, or a related risk management area within banking.
• Understanding of Interest Rate Risk concepts and measures.
• Basic knowledge of Python required; more advanced skills considered an advantage.
• Strong analytical skills and attention to detail.
• Ability to work independently in a fast-paced, project-driven environment.
• Good communication and stakeholder management skills.

Responsibilities

• Join the Traded Risk team, supporting a new project-based role within Market Risk, focusing on Interest Rate Risk, primarily supporting the Rates Value Streams programme.
• Ensure that Traded Risk production processes within Market Risk (Interest Rates) are adapted to operate on the new target infrastructure.
• Support requirements definition, testing, business analysis, and validation of proposed solutions for market risk measures and capitalisation outputs.
• Conduct detailed review of derivatives portfolios and other financial instruments managed by trading desks.
• Ensure the new infrastructure delivers complete, correct, and accurate risk calculations across products and contracts.
• Contribute to ad-hoc analyses and process improvements related to Interest Rate Risk.

Skills

Polish

English

Python

SQL

Market risk

Interest rate risk concepts

Job description

• Polski
• Angielski
• Python
• SQL
• Experience in Market Risk, Traded Risk , or a related risk management area within banking
  
• Understanding of Interest Rate Risk concepts and measures
  
• Experience with LIBOR Cessation / LIBOR Transition projects is a strong plus
  
• Basic knowledge of Python required; more advanced skills considered an advantage
  
• Strong analytical skills and attention to detail
  
• Ability to work independently in a fast-paced, project-driven environment
  
• Good communication and stakeholder management skills
• We are currently looking for a candidate to join Traded Risk team, supporting a new project-based role within Market Risk, focusing specifically on Interest Rate Risk. The role will primarily support the Rates Value Streams programme, which is rebuilding key components of the Front Office infrastructure and its integration with Traded Risk systems, both of which are undergoing transformation.
• Ensure that Traded Risk production processes, specifically within Market Risk (Interest Rates) are appropriately adapted and re-engineered to operate effectively on the new target infrastructure
• Support requirements definition, testing, business analysis, and validation of proposed solutions relating to the generation of market risk measures and associated capitalisation outputs
• Conduct detailed review of the structure and characteristics of individual derivatives portfolios and other financial instruments managed by the trading desks
• Ensure the new infrastructure consistently delivers risk calculations that are complete, correct, and accurate across a broad range of products and contract types
• Contribute to ad-hoc analyses and process improvements related to Interest Rate Risk

Opis oferty

Opportunity to work in a major global financial institution
Exposure to a high-profile project within Market Risk
Clear career path in an international environment
Professional training and development
Autonomy and ownership of your work
Supportive team of experienced professionals