Hybrid Market Risk Analyst: Python Modeling & Global Team

Sii Poland; Kraków; Hybrid; PLN 180,000 - 260,000; Full time

Benefits offered by this job

Great Place to Work

Solid financial situation

Centre of internal trainings

Profit sharing

Regular integration events

Medical care

Job summary

Sii Poland is seeking a Senior Risk Analyst to join our market risk modeling team in a dynamic, internationally oriented environment. You will develop and maintain models and methodologies for accurate risk measurement, using Python-based analytics in collaboration with colleagues across cities.

The role combines hands-on modeling with validation support, data analysis, and explanation of complex model concepts to non-technical stakeholders.

Qualifications

• Minimum qualification in Maths, Engineering, Science, Finance, or Business Management or 5 years risk management experience.
• Strong statistics and analytical skills.
• Proficiency in Python for analysis and prototyping; Excel VBA is required.
• Knowledge of market risk measures and derivatives.
• Ability to handle large data volumes under pressure and tight timelines.
• Advanced English.

Responsibilities

• Develop and enhance market risk models per regulatory and internal requirements.
• Maintain models via monitoring tests, calibration, and performance review.
• Implement model development and monitoring in the in-house Python analytics library.
• Analyze real-world data to improve risk models, understanding features and limitations.
• Support model validation, identify data needs and meet deadlines.
• Contribute to ad-hoc projects and provide timely updates.
• Suggest improvements to frameworks to automate systems and strengthen controls.
• Explain model details to non-technical stakeholders and support daily risk use.

Skills

Python

Excel VBA

Statistics

Data analysis

English (Advanced)

Education

Maths/Statistics/Engineering/Finance degree

Tools

C++

Excel

Job description

Sii Poland is seeking a Senior Risk Analyst to join our market risk modeling team in a dynamic, internationally oriented environment. You will develop and maintain models and methodologies for accurate risk measurement, using Python-based analytics in collaboration with colleagues across cities.

The role combines hands-on modeling with validation support, data analysis, and explanation of complex model concepts to non-technical stakeholders.