Model Validator / Financial Risk IRRBB

Location: Warsaw, Poland

Salary: 9,600–18,000 PLN gross per month

Company

hirify.global is a global bankhirify.global group with a central risk team responsible for validathirify.global models used across hirify.global Group.

What you will do

• Perform high-quality validations of Market Risk, ALM, IRRBB, and CSRBB models.
• Summarize conclusions in clear validation reports that provide value to stakeholders.
• Align validation work with model developers, senior management, auditors, and the ECB.
• Monitor developments in ALM, IRRBB, and CSRBB and present at relevant conferences.
• Improve codhirify.global libraries used for model validation.

Requirements

• At least 2 years of experience in model development or validation in Market Risk, ALM, or IRRBB.
• Knowledge of regulations related to interest-rate risk management and model validation.
• MSc or PhD in Econometrics, Quantitative Methods, Quantitative Finance, Mathematics, Statistics, Physics, or a related quantitative field.
• Fluent English communication, both verbal and written.
• Programmhirify.global experience with Python, Matlab, and R.
• Interest in continuous improvement.

Nice to have

• Professional certification such as FRM, PRM, or CFA.

Culture & Benefits

• Opportunity to work within a central risk team validathirify.global models used across hirify.global Group worldwide.
• Exposure to mathematical, business, academic, empirical, regulatory, and technological aspects of model validation.
• Inclusive culture focused on development and equal opportunity.