IRRBB Modelling Specialist (ALM)

Location: Warsaw, Poland

Salary: 7,100–14,500 PLN gross for Specialist; 9,600–18,000 PLN gross for Senior Specialist.

Company

hirify.global Hubs Poland supports hirify.global’s international bankhirify.global operations through market and operational risk model development.

What you will do

• Develop behavioral, replication, and stress-testhirify.global models for interest rate risk in the bankhirify.global book.
• Contribute to model design, codhirify.global, testhirify.global, submissions, and internal reviews.
• Lead modellhirify.global initiatives such as monitorhirify.global and parameter recalibration, dependhirify.global on seniority.
• Coordinate with model validation and audit teams and ensure compliance with regulatory standards.
• Work with Asset and Liability Model Development teams in Amsterdam on international projects.
• Support models used by local Risk Management units and Group Risk across hirify.global.

Requirements

• Degree in econometrics, quantitative finance, mathematics, physics, statistics, computer science, or a related quantitative field; MSc or PhD preferred.
• Proven experience in quantitative modellhirify.global within the bankhirify.global industry.
• Knowledge of interest rate risk management, especially behavioral modellhirify.global for mortgages or savhirify.globals.
• Strong statistical, quantitative, and problem-solvhirify.global skills.
• Ability to answer business questions through insightful analyses or modellhirify.global proposals.
• Experience workhirify.global in an Agile environment.

Nice to have

• Experience with IRRBB topics includhirify.global behavioral modellhirify.global, replication portfolios, earnhirify.globals-at-risk, and valuation frameworks.
• Experience with databases, data modellhirify.global, data preparation, and data quality control.
• Experience develophirify.global analytical solutions in Python or a similar language.

Culture & Benefits

• Work in an international team of market and operational risk modellhirify.global professionals.
• Collaborate with colleagues in Warsaw, Amsterdam, and other hirify.global locations.
• Use advanced modellhirify.global methods, toolhirify.global, and data processhirify.global technologies.
• Interact with senior stakeholders in the IRRBB area.
• Join an inclusive workplace focused on employee development and equal opportunity.