Risk Model Developer
SAP
full-time
Posted on:
Location Type: Hybrid
Location: Warsaw • 🇵🇱 Poland
Visit company websiteJob Level
Junior
Tech Stack
PythonSQL
About the role
- advance our risk metrics calculation engine by strengthening its resilience and performance and expanding its coverage and functionality
- run the monthly production cycles, ensuring data and result quality
- collaborate across stakeholders and producing clear documentation
- contribute with keeping our risk models accurate, explainable, and compliant
- contribute to model development including stress testing and scenario analysis
- enhance existing models for accuracy, explainability, efficiency, and performance, aligned with regulatory standards and industry best practices
- maintain comprehensive, accessible documentation and ensuring models comply with internal standards and regulatory requirements
- collaborate across Group Risk and with stakeholders to translate requirements into fit-for-purpose solutions
- executing monthly production cycles of the risk metric engine: prepare inputs, monitor runs, troubleshoot issues, and deliver output on time to support second line reporting for management.
Requirements
- have strong Python skills and working knowledge of SQL and data handling
- have been exposed to stress testing and scenario analysis
- bring 1–3 years’ experience in a financial institution or energy/commodities company, ideally with some second line or risk analytics exposure
- communicate clearly and collaborate effectively across diverse business and technical stakeholders
- enjoy writing high-quality code and thrive in a role where coding is central to your impact.
Benefits
- Flexible working hours
- Professional development opportunities
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
PythonSQLdata handlingstress testingscenario analysisrisk metrics calculationmodel developmentdata quality assuranceperformance enhancementregulatory compliance
Soft skills
clear communicationcollaborationdocumentationproblem-solvingstakeholder engagementattention to detailadaptabilityteamworkanalytical thinkingtime management