Market Risk Analyst — VaR & Reporting Focus

Crisil Integral IQ; Kraków; Hybrid; PLN 120,000 - 180,000; Full time

Benefits offered by this job

Medicover health insurance

Multisport membership

Group insurance

Employee Referral Program

Education reimbursement policy

Career development opportunities

Job summary

Crisil Integral IQ is seeking a highly analytical Market Risk Analyst to join our Krakow office on a hybrid basis. The role focuses on VaR calculation, risk assessment, and regular reporting to senior management while coordinating with multiple stakeholders across risk, IT, and business teams.

The position supports a flexible hybrid work model with two in-office days per month in Krakow. We offer a comprehensive benefits package and opportunities for professional development in a globally

Qualifications

• VaR calculation and modeling across trading portfolios.
• Understanding risk reporting and VaR sensitivities, including Fixed Income context.
• Strong data analysis and problem-solving skills with attention to detail.
• Advanced knowledge of Microsoft Office; able to operate in an international team.

Responsibilities

• Develop, implement, and maintain VaR models for trading portfolios.
• Analyze market risk and its impact on VaR and risk metrics.
• Monitor positions and prepare VaR reports for senior management.
• Collaborate with Market Risk, Traded Risk, IT, BA and PM teams.
• Create controls, reports and tools to analyze Traded Risk data.

Skills

VaR modeling

Risk reporting

Data analysis

Excel proficiency

Team communication

Job description

Crisil Integral IQ is seeking a highly analytical Market Risk Analyst to join our Krakow office on a hybrid basis. The role focuses on VaR calculation, risk assessment, and regular reporting to senior management while coordinating with multiple stakeholders across risk, IT, and business teams.

The position supports a flexible hybrid work model with two in-office days per month in Krakow. We offer a comprehensive benefits package and opportunities for professional development in a globally