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July 7, 2026

Advanced Market Risk Modeling Specialist – Python & Financial Analytics

Mid • Hybrid

Krakow, Poland

Empower risk analytics—shape the future of market risk modeling with innovative precision.

Krakow-based opportunity with hybrid work model (up to 4 remote days per week).

As an Advanced Market Risk Modeling Specialist, you will be working for a leading financial services organization focused on rigorous risk measurement and management. You will contribute to developing and maintaining sophisticated market risk models, improving tools that support regulatory compliance and strategic decision-making. Join a dynamic international environment focused on financial analytics innovation.

Your main responsibilities

  • Develop and enhance market risk models in accordance with regulatory standards and internal policies.
  • Perform model calibration, validation, and performance assessment through regular monitoring and testing.
  • Implement and maintain risk models within an in-house Python-based Analytics library.
  • Utilize real-world data to build models, understanding their features, assumptions, and limitations.
  • Collaborate on models including VaR, Stressed VaR, RNIV, Stress Testing, Economic Capital, IRC, and FRTB.
  • Participate in ad hoc projects, delivering timely and clear insights.
  • Automate processes and suggest improvements to current frameworks for increased efficiency and control.
  • Communicate complex model details effectively to non-technical stakeholders and support daily risk management processes.

You’re ideal for this role if you have

  • Minimum of 2 years of experience in risk management, quantitative analysis, or related fields.
  • Strong proficiency in Python and Excel VBA.
  • Good understanding of statistics and risk measurement techniques.
  • Basic knowledge of market risk measures and derivative products.
  • Analytical mindset with the ability to process large datasets and draw actionable insights.
  • Excellent communication skills in English with the ability to explain technical concepts clearly.
  • Capacity to work under pressure within tight deadlines.
  • Flexibility and team-oriented mindset suited for an international environment.
  • Desire to learn and develop in a challenging, evolving landscape.

Nice to have

  • Professional qualifications such as FRM, PRM, or CFA Levels.
  • Skills in C++.

Language Required for the Role

  • Fluent English with strong communication skills.

Eligibility to Work in Europe

  • Only candidates with an existing legal right to work in the European Union will be considered for this role.

Interested applicants should include a CV in English along with consent to the processing and storage of personal data.

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