Hybrid Senior Risk Analyst — Market Risk Modeling & Python

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

Benefits offered by this job

Great Place to Work

Centre of internal trainings

Profit sharing

Medical care

Flexible hybrid work arrangement

International collaboration

Job summary

Sii Poland seeks a Senior Risk Analyst to support development and maintenance of market risk models and methodologies for accurate traded risk measurement. You will work in a dynamic team environment, collaborating with international colleagues in a hybrid setup across Cracow and other Polish cities.

Responsibilities include Python-based model development, validation, and communicating complex model details to non-technical stakeholders, with flexibility to operate in multiple cities including

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.
• Advanced level of English.

Responsibilities

• Developing and enhancing market risk models according to regulatory and internal risk management requirements.
• Contributing to the maintenance of models through monitoring tests, periodic 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, ensuring understanding of features, assumptions, and limitations.
• Participating in the validation of models, identifying target market data and completing validation within agreed timelines.
• Engaging in ad-hoc projects, providing timely and coherent information as needed.
• Suggesting and documenting improvements to existing frameworks to automate systems and enhance controls.
• Explaining model details clearly to non-technical stakeholders, assisting in the ongoing usage of models in daily risk management

Skills

Statistics

Python

Excel VBA

English

Risk management

Education

Degree in Maths/Engineering/Science/Finance/Business

Tools

Python

Excel VBA

C++

Job description

Sii Poland seeks a Senior Risk Analyst to support development and maintenance of market risk models and methodologies for accurate traded risk measurement. You will work in a dynamic team environment, collaborating with international colleagues in a hybrid setup across Cracow and other Polish cities.

Responsibilities include Python-based model development, validation, and communicating complex model details to non-technical stakeholders, with flexibility to operate in multiple cities including