Model Risk Manager @ Mindbox Sp. z o.o.

Knowledge: Market Risk (Traded Risk), Stress Testing, Pricing Modelling. Statistical and financial modelling techniques. Market Risk models and performance metrics (VaR, Stressed VaR, IRC, Expected Shortfall, DRC). Basel 2.5, FRTB frameworks, and capital requirements. Internal banking procedures related to risk management (advantage). Experience: Proficiency in at least one statistical modelling language: Python, R, Matlab, C++, VBA . Experience in model development and/or independent model val…