Your responsibilities, Lead independent validation of CCR (IMM) and XVA models, covering conceptual soundness, implementation integrity, and ongoing performance monitoring, Own IMM backtesting / outcomes analysis (EPE, EEPE, PFE), including methodology design, segmentation, thresholds, exception governance, and root-cause analysis, Provide effective challenge of key modeling components:, Monte Carlo exposure engines, risk factor simulation and calibration, curve construction, discounting, and portfolio aggregation, Validate netting and collateral (CSA) mechanics (VM/IM where applicable), MPoR, close-out assumptions, and model limitations, Develop and maintain benchmark / challenger models, sensitivity and stress-testing frameworks, Perform implementation verification and controls testing (replication, reconciliation, numerical stability, data lineage/quality, change management), Present validation conclusions to MRM governance forums / Model Risk Committees and drive remediation plans with model owners and Technology, Partner with Front Office, Market & Credit Risk, Finance, and Technology teams, Mentor junior team members and contribute to CCR/XVA validation standards and best practices

Advanced degree (Master’s or PhD preferred) in a quantitative discipline, 5+ years of experience in model validation, model development, or quantitative risk, Strong exposure to CCR / XVA and IMM frameworks, Advanced understanding of Monte Carlo simulation, calibration techniques, and derivatives pricing, Proven experience leading IMM backtesting / outcomes analysis, Strong Python skills (NumPy, pandas), Excellent communication skills with the ability to translate quantitative topics into clear risk conclusions

Optional, Familiarity with supervisory guidance and Model Risk Management (MRM) frameworks, Experience with:, Margin models and SIMM / IM, Market data risk controls (curves, volatility surfaces), XVA desk frameworks in front-office environments, Experience leading cross-functional initiatives and mentoring

This is how we work, in house, at the client's site

What we offer, Multisport card, Private medical care

HIBERUS POLAND SPÓŁKA Z OGRANICZONĄ ODPOWIEDZIALNOŚCIĄ, We are part of hiberus - one of the leading technology companies in Spain with a presence in over 14 countries, employing over 3,000 specialists and serving Clients all over the world., , We are professionals who have many years of experience in areas such as: IT, BI, project and enterprise management. We are characterized by high quality and efficiency of implemented projects by properly matching the candidate to the profile of the sought position and the organizational culture prevailing in the company. We currently cooperate with prestigious institutions in the areas of banking, finance, insurance, pharmacy, health care and tourism, both in Poland and abroad., , Partnership, reliability and transparency - these are the values that guide us in all our activities.

About the project

We are supporting an international financial project and are looking for a senior quantitative professional to lead the validation of CCR (IMM) and XVA models across derivatives portfolios.

About the project

We are supporting an international financial project and are looking for a senior quantitative professional to lead the validation of CCR (IMM) and XVA models across derivatives portfolios.

Your responsibilities

• Lead independent validation of CCR (IMM) and XVA models, covering conceptual soundness, implementation integrity, and ongoing performance monitoring
• Own IMM backtesting / outcomes analysis (EPE, EEPE, PFE), including methodology design, segmentation, thresholds, exception governance, and root-cause analysis
• Provide effective challenge of key modeling components:
• Monte Carlo exposure engines
• risk factor simulation and calibration
• curve construction, discounting, and portfolio aggregation
• Validate netting and collateral (CSA) mechanics (VM/IM where applicable), MPoR, close-out assumptions, and model limitations
• Develop and maintain benchmark / challenger models, sensitivity and stress-testing frameworks
• Perform implementation verification and controls testing (replication, reconciliation, numerical stability, data lineage/quality, change management)
• Present validation conclusions to MRM governance forums / Model Risk Committees and drive remediation plans with model owners and Technology
• Partner with Front Office, Market & Credit Risk, Finance, and Technology teams
• Mentor junior team members and contribute to CCR/XVA validation standards and best practices

HIBERUS POLAND SPÓŁKA Z OGRANICZONĄ ODPOWIEDZIALNOŚCIĄ, We are part of hiberus - one of the leading technology companies in Spain with a presence in over 14 countries, employing over 3,000 specialists and serving Clients all over the world., , We are professionals who have many years of experience in areas such as: IT, BI, project and enterprise management. We are characterized by high quality and efficiency of implemented projects by properly matching the candidate to the profile of the sought position and the organizational culture prevailing in the company. We currently cooperate with prestigious institutions in the areas of banking, finance, insurance, pharmacy, health care and tourism, both in Poland and abroad., , Partnership, reliability and transparency - these are the values that guide us in all our activities.

About the project

We are supporting an international financial project and are looking for a senior quantitative professional to lead the validation of CCR (IMM) and XVA models across derivatives portfolios.