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województwo mazowieckie, Polska
Hybrid
Fancy helping to shape the future of FinTech?
We have always been innovators. In 1996 we were the first company to share exchange rate information, free of charge on the internet. Today, we are a world leading online trading group.
Join us to:
We are only as good as our people. Luckily, our people are the best. Join us!
How do we work?
In this role, you will join a team of 5 members, including the Head of Operational Risk, based across our offices in Warsaw and Krakow. You will act as an independent quantitative authority responsible for the identification, measurement, management, and supervisory reporting of financial risks across our local and global portfolio. Working closely with cross-functional stakeholders, you will drive market, credit, counterparty, liquidity, and concentration risk initiatives, delivering mandatory reporting to regulatory authorities (including KNF and EBA) and ensuring continuous capital adequacy under the IFR/IFD framework.
We work in a hybrid model - we'd love to meet you in the office 2 times a week with respect to your own commitments.
In this role, you will:
Capital Adequacy & ICAAP / ICARA
Calculate and monitor daily regulatory capital consumption under the IFR/IFD framework (Pillar 1 K-Factors, FOR, PMCR).
Design and execute the annual ICAAP/ICARA process, developing quantitative stress-testing engines calibrated to CFD market shocks.
Model capital velocity and trajectory across trading cycles, establishing early-warning triggers and capital escalation protocols.
Market Risk & Hedging Controls
Define, calibrate, and enforce market risk limits (NOP, VaR, Expected Shortfall, Greeks) across all CFD asset classes.
Automate daily K-NPR calculations across proprietary books and residual B-Book inventory.
Reconcile end-of-day positions against automated A-Book hedging feeds, challenging latency, execution slippage, and basis risk.
Credit, Counterparty & Concentration Risk
Track daily Trading Counterparty Default (K-TCD) and K-Concentration risk (K-CON) across active counterparties, clearing houses, and prime brokers.
Formulate credit due diligence frameworks for foreign Prime Brokers and Tier-1 LPs, monitoring margin utilization and collateral haircuts.
Stress-test firm liabilities arising from statutory Negative Balance Protection (NBP) and extreme market gap events.
Liquidity Risk & ILAAP
Ensure continuous compliance with IFR liquid asset buffer requirements covering the Fixed Overhead Requirement.
Lead the design, execution, and annual updates of the Internal Liquidity Adequacy Assessment Process (ILAAP).
Act as 2nd Line control over intraday cash sweeps and segregated client money accounts in line with KNF regulations.\
Supervisory & Regulatory Reporting
Own quantitative calculations and data verification for regulatory returns submitted to KNF and EBA under IFR ITS.
Prepare technical documentation and defend capital calculation methodologies during KNF SREP examinations.
Ensure end-to-end data lineage from raw trade logs to supervisory returns, aligning with updated EBA RTS and UKNF guidelines.
What skillset do you need to be successful in this role?
Min. 5 years of experience in quantitative financial risk management but impact matters more than years.
Deep hands-on knowledge of Regulation (EU) 2019/2033 and Directive (EU) 2019/2034, including precise calculation of K-Factors (K-NPR, K-TCD, K-CON).
Ability to build macro-economic stress tests, reverse stress scenarios, and multi-currency liquidity drain models compliant with KNF/EBA supervisory expectations.
Expert-level understanding of market and credit risk measurement techniques (VaR, Monte Carlo, Expected Shortfall).
Experience compiling regulatory disclosure packages (ITS (EU) 2021/2284) for KNF, with solid knowledge of EBA Data Point Models (DPM) and XBRL/XML structures.
Strong SQL and Excel/VBA capabilities for querying trading databases.
Ability to analyze large volumes of complex, high-quantity risk data, swiftly cutting to root causes and solving multi-layered quantitative problems.
Skilled at translating intricate technical, financial, and regulatory insights into clear, actionable advice for C-level leadership, regulators, and non-technical stakeholders.
Nice to have:
Professional certifications such as FRM (Financial Risk Manager), PRM, or CFA.
Advanced proficiency in Python or R for risk engine modeling.
Prior experience within a brokerage house, investment bank, or asset manager.
Your perspective matters. We encourage you to apply even if you are hesitant about meeting every single qualification. We are excited to see what you can bring to the team!
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