Senior Market Risk Analyst — FRTB & AI-Driven Tools

ALTEN; Kraków; On-site; PLN 180,000 - 240,000; Full time

Benefits offered by this job

Medicover medical care

Medicover Benefits platform

Referral Program

Layette for a newborn employee’s child

Group life insurance

Job summary

ALTEN Polska is seeking a Market Risk professional to join the Rates/FX Market Risk (MR) Asset Class within the Traded Risk department in Kraków. The role focuses on measuring, monitoring, and reporting market risk in line with regulatory requirements and supporting audits and regulatory reviews.

You will lead initiatives to align MR processes with FRTB SA/IMA, collaborate across risk teams and IT functions, contribute to an AI-assisted workflow, and develop Python-based tools for platform

Qualifications

• Experience in Market Risk, preferably in banking environments.
• Understanding of risk measures and regulatory frameworks.
• Ability to learn quickly and work independently on projects.

Responsibilities

• Lead alignment of MR processes with regulatory changes.
• Collaborate with risk managers, risk analysts, Risk IT and Front Office IT.
• Support AI-assisted workflow development and risk monitoring.
• Develop and migrate Python-based tools to strategic platforms.
• Maintain a robust and comprehensive control framework.

Skills

Market Risk knowledge

Python

FRTB SA/IMA knowledge

Team collaboration

Tools

Python scripting

Job description

ALTEN Polska is seeking a Market Risk professional to join the Rates/FX Market Risk (MR) Asset Class within the Traded Risk department in Kraków. The role focuses on measuring, monitoring, and reporting market risk in line with regulatory requirements and supporting audits and regulatory reviews.

You will lead initiatives to align MR processes with FRTB SA/IMA, collaborate across risk teams and IT functions, contribute to an AI-assisted workflow, and develop Python-based tools for platform