Hybrid Senior Risk Analyst: Market Models & Python

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

Benefits offered by this job

Great Place to Work

Profit sharing

Centre of internal trainings

Many experts you can learn from

Regular integration events and trips

Medical care

Job summary

Sii Poland seeks a Senior Risk Analyst to support development and maintenance of market risk models for accurate traded risk measurement and management. You will work within an international team to enhance models and collaborate across cities.

The role offers a hybrid work mode (6 times per month in Cracow) and opportunities across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz, requiring strong Python, statistics, and English skills, with FRM/PRM/CFA as a bonus.

Qualifications

• Strong background in risk management or finance with 5+ years.
• Proficiency in Python for analysis and prototyping.
• Knowledge of market risk measures and derivatives.
• Ability to process large data sets under pressure.
• Fluent English in an international team.

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 improve risk models and understand features and limitations.
• Participating in model validation and meeting validation timelines.
• Communicating model details clearly to non-technical stakeholders and supporting daily risk use.

Skills

Statistics

Analytical skills

Python

Excel VBA

English

Tools

C++

Job description

Sii Poland seeks a Senior Risk Analyst to support development and maintenance of market risk models for accurate traded risk measurement and management. You will work within an international team to enhance models and collaborate across cities.

The role offers a hybrid work mode (6 times per month in Cracow) and opportunities across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz, requiring strong Python, statistics, and English skills, with FRM/PRM/CFA as a bonus.