Quant Developer with Climate Risk Experience

🌍Work mode – hybrid – 1 day per week in the office in Cracow.

📑Assignment type - B2B.

⏳ Contract length – 12 months with possibility of extensions.

⏰ Start – ASAP/ 1 month.

📕 Language – English.

⚙️Industry - banking.

Introduction & Summary:

emagine is seeking experienced Quant Developers with expertise in Climate Risk. The ideal candidate will possess strong modelling skills and relevant certifications in climate-related financial risk management. You will be responsible for developing and maintaining risk models that enhance the accuracy of traded risk measurement and management.

Main Responsibilities:

• Your core responsibility will be to enhance risk models focused on compliance with regulatory requirements.
• Develop and enhance risk models (e.g., VaR, RNIV) in Rates and Credit.
• Validate and assess model performance through testing and refining methodologies.
• Manage the full Model Life Cycle from development to documentation.
• Create Python-based tools and libraries for model testing and risk measurement.
• Support regulatory-driven projects, including Stressed VaR and Capital Models.
• Identify optimization opportunities for existing risk models and processes.
• Collaborate with teams to align risk methodologies with business objectives.
• Communicate complex quantitative concepts to non-technical stakeholders.

Key Requirements:

• Strong experience in quantitative development, particularly with Climate Risk.
• Proficient in Python for modelling and analytical applications.
• Science-Based Carbon Reduction (SCR) certification.
• GARP certification in Climate Risk Management.
• FRM (Financial Risk Management) certification.
• Experienced in developing VaR and RNIV models.
• Solid understanding of regulatory requirements relevant to risk management.
• Ability to document and communicate methodologies effectively.

Nice to Have:

• Experience with automation in risk analysis.
• Familiarity with FRTB and Incremental Risk Charge (IRC) projects.
• Background in financial services or investment banking.

Interested?

At emagine, we are committed to building an international and diverse team by embracing our different backgrounds. If you are up to the challenge and would like to find out more, get in touch with us immediately. Our internal recruitment team is always keen to hear from dynamic individuals looking to further their career and explore their full potential. emagine is an equal opportunity employer, and employment practices are based strictly on merit. It is the policy of the Company to give equal opportunity in employment regardless of sex, sexual orientation, marital status, race, age, disability, gender reassignment, pregnancy and maternity, religion, or ethnic origin.