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Senior Quantitative Risk Model Analyst
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Senior Quantitative Risk Model Analyst

ITDS Polska Sp. z o.o.

Offer parameters

19 500–25 200 zł

net (+ VAT) / mth.

B2B contract (full-time)

hybrid work
senior
valid for 29 days
(from 22 Apr)
Warszawa, Masovian

Technologies we use

Expected

Python

Operating system

Windows
Linux

About the project

As a Senior Quantitative Risk Model Analyst, you will be working for our client, a global financial institution supporting millions of customers across various markets. You will join a Warsaw-based team focused on the development and enhancement of quantitative models used to assess counterparty credit risk for complex financial instruments. The client’s models support key regulatory capital calculations and internal risk management processes. This is a unique opportunity to work on advanced simulations, contribute to the calibration of sophisticated risk models, and interact with a diverse international team in a high-impact role.
Warsaw, hybrid mode - 3 days from the office, 2 days remotely.

Your responsibilities

  • Develop, enhance and maintain models for counterparty credit risk exposures
  • Calibrate simulation models and covariance matrices used in credit risk assessments
  • Contribute to user acceptance testing and production deployment of risk models
  • Perform impact analysis on model changes affecting regulatory and internal metrics
  • Design and implement robust diagnostic tools for model validation and performance checks
  • Prepare comprehensive technical documentation including mathematical derivations and quality controls
  • Support responses to regulatory queries and internal audit requirements
  • Collaborate with stakeholders across risk, model validation and IT teams
  • Prepare clear and concise reports for senior management and regulatory review
  • Maintain awareness of industry developments and regulatory expectations related to risk modeling

Our requirements

  • At least 3 years of experience as a quantitative or risk analyst in the financial sector
  • Advanced programming proficiency in Python
  • Solid understanding of counterparty credit risk and related regulatory frameworks
  • Strong background in mathematics, particularly in probability and statistics
  • Experience in model calibration and simulation techniques
  • Familiarity with financial products including OTC derivatives and securities financing transactions
  • Proven ability to document complex models clearly and thoroughly
  • Experience with impact analysis and performance benchmarking of risk models
  • Strong communication skills, both written and verbal, to engage technical and non-technical stakeholders
  • Ability to work effectively in a multicultural, collaborative team environment

This is how we organize our work

This is how we work

agilescrum

#GETREADY to meet with us!

ITDS Business Consultants is involved in many various, innovative and professional IT projects for international companies in the financial industry in Europe. We offer an environment for professional, ambitious, and driven people.
We would like to meet you. If you are interested please apply and attach your CV in English or Polish, including a statement that you agree to our processing and storing of your personal data.

ITDS’s Whistleblower Procedure

📌 You can report violations in accordance with ITDS’s Whistleblower Procedure available here: https://itds.pl/wp-content/uploads/2025/03/INFORMATION-ON-PROCEDURE-FOR-REPORTING-BREACHES-AND-PROTECTION-OF-WHISTLEBLOWERS-AT-ITDS-POLSKA.pdf
Company

What we offer

  • Stable and long-term cooperation with very good conditions
  • Enhance your skills and develop your expertise in the financial industry
  • Work on the most strategic projects available in the market
  • Define your career roadmap and develop yourself in the best and fastest possible way by delivering strategic projects for different clients of ITDS over several years
  • Participate in Social Events, training, and work in an international environment
  • Access to attractive Medical Package
  • Access to Multisport Program
  • Access to Pluralsight
  • Flexible hours & remote work

Benefits

  • sharing the costs of sports activities
  • private medical care
  • remote work opportunities
  • flexible working time
  • fruits
  • integration events
  • corporate gym
  • mobile phone available for private use
  • computer available for private use
  • saving & investment scheme
  • no dress code
  • coffee / tea
  • drinks
  • christmas gifts
  • birthday celebration
  • sharing the costs of a streaming platform subscription
  • access to +100 projects
  • access to Pluralsight

Recruitment stages

  • 1.
    first online interview
  • 2.
    second online interview

ITDS Polska Sp. z o.o.

ITDS supports financial service providers to take the next steps.
We identify what’s possible, every day. Opportunities in the areas of technology, organization, and digitization.
We see where banks, insurers, payment companies, or fintech can go and how they can get there.
That’s why we want to stimulate you to ramp up your ambition. Forget what you perceive as restraints and step towards the new reality.
ITDS in Poland - Pure player in new Technologies & Financial Industry
+300 IT implementation professionals
+20 clients in the Banking, Insurance, Payment & Fintech Industry
ITDS excels in digital strategy delivery and implementation of best-of-breed lending solutions. ITDS has delivered successful strategic projects throughout Europe since 1998. We combine the experience we’ve accumulated with in-depth knowledge of technologies, business processes, and EU legislation to unlock new business opportunities.

This is how we work

I apply to:
ITDS Polska Sp. z o.o.
Warszawa, Masovian

Need more information?

  • Make sure the body of the offer doesn’t already include what you’re looking for.
  • Ask a question if you need more information you’re interested in.
  • We’ll forward your question to the employer and aim to provide a response within 3 business days.