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Offer summary
(Summary generated by AI based on the full job description)
The project focuses on independent model validation for market risk models including VaR, Stressed VaR, IRC, Expected Shortfall, and DRC, complying with Basel III regulations. Key technologies include Python, R, Matlab, C++, VBA. Responsibilities involve model validation, input data risk assessment, back-testing, stress testing, and collaboration with risk management teams. Offered benefits include healthcare, Multisport card, and insurance.
from: 12 June 2026
to: 12 July 2026
30 000 - 36 000 złnet (+ VAT)/ mth.B2B contract (full-time)
Offer parameters
level:senior
working mode:hybrid
location:Kraków, Lesser Poland
Kraków, Lesser Poland
Requirements
Expected technologies
Python
R
Matlab
C++
VBA
Operating system
Windows
Our requirements
- Market Risk (Traded Risk), Stress Testing, Pricing Modelling.
- Statistical and financial modelling techniques.
- Market Risk models and performance metrics (VaR, Stressed VaR, IRC, Expected Shortfall, DRC).
- Basel 2.5, FRTB frameworks, and capital requirements.
- Internal banking procedures related to risk management (advantage).
- Proficiency in at least one statistical modelling language: Python, R, Matlab, C++, VBA.
- Experience in model development and/or independent model validation.
- Handling requests from internal/external audit and regulators (beneficial).
- Excellent written and verbal communication.
- Strong team player with ability to work independently.
- Ability to mentor junior team members and peer-review work.
Your responsibilities
- Perform independent model validations as part of a specialist quantitative team.
- Validate Market Risk models such as VaR, Stressed VaR, Incremental Risk Charge, Expected Shortfall, Default Risk Charge.
- Assess risks related to model input data quality, performance, and usage.
- Conduct back-testing, sensitivity analysis, and stress testing to evaluate model performance.
- Ensure compliance with Basel III, OCC guidelines, and internal policies.
- Provide critical opinions on conceptual soundness and adequacy of models for intended use.
- Collaborate with model developers, treasury, and risk management teams to mitigate model risk.
About the project
Ready to take your quantitative skills to the next level? Join an international team and work on cutting-edge risk models in a dynamic environment!
We are looking for an experienced Model Risk Manager to join the Model Risk Management team. This role focuses on Independent Model Validation for Market Risk models, ensuring compliance with regulatory requirements and internal risk management policies.
Hybrid: 1 day office in Cracow per week.
Note: Detailed project information will be shared during the recruitment process.
This is how we organize our work
This is how we work
at the client's siteagile
This is how we work on a project
- Continuous Deployment
- Continuous Integration
Joining this project you’ll become part of Mindbox – a tech-driven company where consulting, engineering, and talent meet to build meaningful digital solutions. We’ll back you up every step of the way, accelerate your development, and ensure your skills make a difference.
What we offer
- Flexible cooperation model – choose the form that suits you best (B2B, employment contract, etc.)
- Hybrid work setup – 1 day office in Cracow per week
- Collaborative team culture – work alongside experienced professionals eager to share knowledge
- Continuous development – access to training platforms and growth opportunities
- Comprehensive benefits – including Interpolska Health Care, Multisport card, Warta Insurance, and more
- High quality equipment – laptop and essential software provided
Benefits
- sharing the costs of sports activities
- private medical care
- sharing the costs of professional training & courses
- life insurance
Mindbox Sp. z o.o.
At Mindbox, we connect top IT talents with technology projects for leading enterprises across Europe.
Our focus is on matching your skills with work that matters – projects that use modern tech stacks, solve real business challenges, and give you space to grow. By joining us, you’ll deliver technology solutions for well-known brands, supported by the Mindbox team that values knowledge-sharing and continuous development. We make sure you have the tools, flexibility, and guidance to do your best work – and to keep moving forward in your career.
Model Risk Manager
30k–36k zł / mth. (B2B)
I apply to:
Mindbox Sp. z o.o.
Kraków, Lesser Poland
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