Hybrid Senior Market Risk Analyst (Python)

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

Benefits offered by this job

Great Place to Work

Profit sharing

Medical care

Centre of internal trainings

Regular integration events

Job summary

Sii Poland is seeking a Senior Risk Analyst to help develop and maintain market risk models and methodologies for accurate traded risk measurement. You will work in a dynamic team, collaborating with international colleagues, with a hybrid work mode (6 days per month in Cracow) and options across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.

The role requires strong statistics, Python analytics, Excel VBA, and advanced English.

Qualifications

• Minimum qualification in Maths, Engineering, Science, Finance, or Business Management, or relevant 5 years of experience in risk management
• Good understanding of statistics and strong analytical skills
• Proficiency in Python for analysis and prototyping, along with Excel VBA skills
• Basic knowledge of market risk measures and derivative products
• Ability to process and analyze large volumes of data under pressure and tight timelines
• Effective communication skills and the ability to work flexibly in an international team
• Desire to learn and grow in a challenging environment
• Advanced level of English

Responsibilities

• Developing and enhancing market risk models according to regulatory and internal risk management requirements
• Maintaining models through monitoring tests, calibration, and performance assessment
• Implementing model development and monitoring in the in-house Python-based Analytics library
• Analyzing real-world data to develop and enhance risk models, understanding features, assumptions, and limitations
• Participating in model validation, identifying target market data and completing validation within timelines
• Engaging in ad-hoc projects and providing timely information
• Suggesting and documenting improvements to automate systems and enhance controls
• Explaining model details clearly to non-technical stakeholders and supporting daily risk management

Skills

Python

Excel VBA

Statistics

Risk management

C++

English (Advanced)

Education

Maths/Engineering/Finance degree

5 years risk management experience

Tools

Python Analytics

Excel

Job description

Sii Poland is seeking a Senior Risk Analyst to help develop and maintain market risk models and methodologies for accurate traded risk measurement. You will work in a dynamic team, collaborating with international colleagues, with a hybrid work mode (6 days per month in Cracow) and options across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.

The role requires strong statistics, Python analytics, Excel VBA, and advanced English.