Junior Quantitative Risk Analyst

Crisil Integral IQ delivers solutions and analytics to top financial institutions, driving strategic transformation, risk optimization, and operational excellence. Our offerings across research, risk, lending, analytics and operations have empowered clients to navigate complex markets, mitigate risks, and unlock new opportunities. Our domain expertise, innovative solutions, and future-ready technologies such as AI and data science give clients the confidence to accelerate growth and achieve sustainable competitive advantage.

Our globally diverse workforce operates in the Americas, Asia-Pacific, Europe, Australia and the Middle East.

As a member of the CCR EMEA Capital team, the Junior Quantitative Risk Analyst will support CCR risk management, ICAAP execution, regulatory CCR stress testing with a focus on legal entities in EMEA.

Please be informed that the role is hybrid - we expect 2 working days in a month from the office in Krakow.

• Perform daily risk monitoring, reporting and analysis against risk limits as well as major risk drivers,
• Perform enhanced EEPE and PFE (Potential Future Exposure) counter party reviews and analyse data providing quantitative and qualitative summary to the risk managers, relationship managers and senior management,
• Develop and implement new reports / risk engines to improve risk visibility (e.g. PFE, Wrong Way Risk),
• Support internal initiatives to deal with regulatory challenges as well as optimise the control framework of the Traded Risk function,
• Support the change delivery of risk systems by providing requirements, assisting development and UAT testing,
• Build and maintain relationships with key stakeholders including Risk Managers, Front Office, Middle Office, Product Control, etc.

• Bachelor’s degree in a discipline such as Financial Engineering, Mathematics, Physics, Statistics, Engineering, Finance and/or Economics,
• Proficiency with MS Excel, familiarity with Bloomberg,
• Proficiency in Python programming and data visualization tools such as Tableau and Alteryx,
• Good understanding of derivatives (bilateral and cleared), Futures and Options, Margin Lending and Securities Financing products,
• Adept at using LLM capabilities to drive efficiency,
• Understanding of concepts relating to CCR exposures, PFE, wrong-way risk, risk sensitivity and stress testing across asset classes,
• Strong written and verbal communication skills: able to clearly explain technical concepts to non-specialists, adapt communication style to different audiences, and assertively present and defend viewpoints when necessary,
• Strong sense of accountability and ownership: diligent, self-motivated, and results-oriented; demonstrates a risk mindset and confidence in making, articulating, and challenging risk judgments.
• Prior experience in market and/or counter party credit risk, particularly with a focus on margin, collateral, or exposure metrics, is preferred; strong candidates from other backgrounds will also be considered - nice to have,
• Knowledge of capital rules for CCR (IMM and SA-CCR) - nice to have,
• Experience in ICAAP, capital management, or regulatory capital reporting - nice to have.

• Stable Employment in an International Company
  :
  Be part of a globally recognized organization that values stability and growth.
• Secure Employment Contract
  :
  Enjoy the peace of mind that comes with a solid employment contract.
• Flexible Hybrid Work Model
  :
  Experience the best of both worlds with our hybrid work model, allowing you to work from the office just twice a week and enjoy the flexibility of remote work the rest of the time.
• Comprehensive Benefits Package
  :
  Take advantage of our extensive benefits, including Medicover health insurance, Multisport membership, and group insurance to keep you and your family protected.
• Employee Referral Program
  :
  Help us grow our team and get rewarded through our Employee Referral Program.
• Education Reimbursement Policy
  :
  Invest in your future with our education reimbursement policy, supporting your continuous learning and professional development,
• Career Development Opportunities
  :
  Explore numerous internal and external opportunities to advance your career within the Finance Domain. We are committed to your growth and success.