Senior Hybrid Risk Analyst — Python & Market Models

Sii Poland; Rzeszów; Hybrid; PLN 180,000 - 300,000; Full time

Benefits offered by this job

Great Place to Work

Medical care

Profit sharing

Centre of internal trainings

Open and accessible management team

Job summary

Sii Poland is seeking a Senior Risk Analyst to support development and maintenance of market risk models and methodologies. You will work in a dynamic, international team, contributing to model enhancements and risk management.

The role offers hybrid work with six days a month in Cracow, and travel across Polish cities as needed. Key duties include model development, calibration, validation, and communicating complex concepts to non-technical stakeholders.

Qualifications

• Minimum qualification in Maths, Engineering, Science, Finance, or Business Management or at least 5 years in risk management.
• Strong analytical skills with good statistical knowledge.
• Proficiency in Python for analysis and prototyping; Excel VBA skills.
• Basic knowledge of market risk measures and derivatives.
• Ability to process large data volumes under tight timelines.
• Excellent communication and ability to work in an international team.
• Advanced English proficiency.

Responsibilities

• Develop and enhance market risk models per regulatory and internal requirements.
• Maintain models via monitoring, calibration, and performance assessment.
• Implement model development and monitoring in the in-house Python analytics library.
• Analyze real-world data to improve risk models, understanding features and limitations.
• Participate in model validation, identify target data, meet deadlines.
• Engage in ad-hoc projects, deliver timely information.
• Suggest and document improvements to automate systems and enhance controls.
• Explain model details clearly to non-technical stakeholders.

Skills

Python

Excel VBA

Statistics

Data analysis

Advanced English

Communication

Teamwork

English communication

Tools

Python

Job description

Sii Poland is seeking a Senior Risk Analyst to support development and maintenance of market risk models and methodologies. You will work in a dynamic, international team, contributing to model enhancements and risk management.

The role offers hybrid work with six days a month in Cracow, and travel across Polish cities as needed. Key duties include model development, calibration, validation, and communicating complex concepts to non-technical stakeholders.