Senior Market Risk Analyst – Hybrid, Global Team

Sii Poland; Łódź; Hybrid; PLN 120,000 - 190,000; Full time

Benefits offered by this job

Great Place to Work

Profit sharing

Medical care

Centre of internal trainings

Team of experts to learn from

Open and accessible management

Job summary

Sii Poland is seeking a Senior Risk Analyst to develop and maintain market risk models and methodologies for accurate risk measurement. You will work with an international team and contribute to model enhancements in a hybrid setup, with 6 days per month in Cracow and collaboration across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.

Key requirements include a strong background in statistics, risk management, Python, and Excel VBA, plus excellent English and communication skills.

Qualifications

• Minimum qualification in Maths, Engineering, Science, Finance, or Business Management, or 5+ years in risk management.
• Strong statistical background and analytical skills.
• Proficiency in Python for analysis and prototyping; good Excel VBA.
• Knowledge of market risk measures and derivatives is a plus.

Responsibilities

• Develop and enhance market risk models per regulatory and internal requirements.
• Maintain models through monitoring tests, calibration, and performance assessment.
• Implement model development and monitoring in the in-house Python analytics library.
• Analyze real-world data to improve risk models; understand features and limitations.
• Participate in model validation and document data sources and timelines.
• Explain model details clearly to non-technical stakeholders.

Skills

Statistics

Risk management

Data analysis

English

Communication

Education

5+ years in risk management

Tools

Python

Excel VBA

Job description

Sii Poland is seeking a Senior Risk Analyst to develop and maintain market risk models and methodologies for accurate risk measurement. You will work with an international team and contribute to model enhancements in a hybrid setup, with 6 days per month in Cracow and collaboration across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.

Key requirements include a strong background in statistics, risk management, Python, and Excel VBA, plus excellent English and communication skills.