Market Risk Capital Expert – Financial Risk

Location: Warszawa (Pańska 97), Poland; onsite

Salary: 17,300–28,000 PLN gross per month

Company

hirify.global Poland provides head-office financial risk functions, setting and controlling financial risk strategy across the organization, supporting regulatory compliance, and owning market risk models for banking and trading books.

What you will do

• Perform and coordinate in-depth quantitative analyses and assessments of Market Risk and Capital.
• Act as a subject matter expert for quantitative aspects of Market Risk Capital frameworks and models.
• Analyze, challenge, develop, enhance, and implement methodologies and models for Market Risk Economic Capital and Regulatory Capital.
• Assess model assumptions, methodologies, sensitivities, limitations, and their impact on risk and capital measures.
• Support Capital Risk Appetite, limit-setting, allocation, and monitoring processes.
• Advise senior management and stakeholders, lead or support global financial risk projects, and interpret regulatory developments.

Requirements

• Several years of relevant professional experience in financial risk management, market risk, ALM, capital management, quantitative risk modelling, or a related financial-sector area.
• Strong quantitative expertise and hands-on experience in quantitative risk analysis, implementation, or assessment of risk methodologies.
• Strong understanding of Market Risk, Economic Capital, and capital frameworks, preferably in banking.
• Degree in Applied Mathematics, Econometrics, Quantitative Finance, Statistics, Economics, Finance, or another quantitative discipline.
• Experience translating complex quantitative analyses into clear messages and recommendations for senior stakeholders and management.
• Fluent English and comfort working in an international environment.

Nice to have

• Practical experience with Economic Capital, IRRBB, and/or Market Risk Capital models.
• Experience with quantitative tools and programming languages such as Python and SQL.
• Ability to perform quantitative analyses, model-related assessments, and data-driven investigations independently.
• Ability to identify assumptions, sensitivities, and limitations behind quantitative results and solve complex quantitative problems.
• Strong communication and stakeholder management skills, including advising and challenging senior stakeholders.
• Autonomous, result-driven approach with ownership of complex topics and ability to work across teams, functions, and cultural environments.

Culture & Benefits

• Full-time position within hirify.global Poland.
• International working environment and collaboration across different teams and functions.
• Opportunity to contribute to global financial risk projects with quantitative and methodological focus.