Hybrid Market Risk Analyst | Model Development & Python

Sii Poland; Katowice; Hybrid; PLN 180,000 - 240,000; Full time

Benefits offered by this job

Great Place to Work

Profit sharing

Medical care

Centre of internal trainings

More experts to learn from

Regular integration events

Job summary

Sii Poland is seeking a Senior Risk Analyst to develop and maintain market risk models and methodologies for accurate traded risk measurement. The role is hybrid, with six in-office days per month in Cracow and work flexibility across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.

You will work with an international team, enhancing risk models and contributing to model validation and automation of controls. Fluency in English is required.

Qualifications

• Minimum qualification in maths, engineering, science, finance or business management, or 5 years in risk management.
• Strong statistical and analytical skills for risk modeling.
• Proficiency in Python for analysis and prototyping; Excel VBA skills desirable.
• Understanding of market risk measures and derivative products.
• Ability to work under pressure with large data sets in an international team.
• Advanced English communication skills.

Responsibilities

• Develop and enhance market risk models per regulatory/internal requirements.
• Maintain models through monitoring tests, calibration, and performance reviews.
• Implement model development and monitoring in the in-house Python analytics library.
• Analyze real-world data to improve risk models and document limitations.
• Participate in model validation and data sourcing for validation timelines.
• Engage in ad-hoc projects and provide timely, clear information.

Skills

Python

Excel VBA

Statistics

Data analysis

English language

Education

Maths/Engineering/Finance/Science/Business Management degree or 5 years risk experience

Tools

C++

Job description

Sii Poland is seeking a Senior Risk Analyst to develop and maintain market risk models and methodologies for accurate traded risk measurement. The role is hybrid, with six in-office days per month in Cracow and work flexibility across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.

You will work with an international team, enhancing risk models and contributing to model validation and automation of controls. Fluency in English is required.