Senior Market Risk Analyst | Hybrid, Python & Model Innovation

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

Benefits offered by this job

Great Place to Work

Solid finances

Brand projects

Internal trainings

Expert mentors

Accessible management

Profit sharing

Sponsorship program

Team events

Modern offices

MySii app

Medical care

Job summary

Sii Poland is seeking 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 with international colleagues in a hybrid setup across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.

You will develop and enhance models, monitor performance, implement in the in-house Python analytics library, validate data, and explain complex model details to non-technical stakeholders.

Qualifications

• Minimum qualification in Maths, Engineering, Science, Finance, or Business Management, or relevant 5 years of experience in risk management.
• Strong statistical and analytical background.
• Proficiency in Python for analysis and prototyping; Excel VBA is a plus.

Responsibilities

• Develop and enhance market risk models according to regulatory and internal risk management requirements.
• Maintain models through monitoring tests, calibration, and performance assessment.
• Implement model development and monitoring in the in-house Python-based Analytics library.
• Analyze real-world data to develop and enhance risk models, understanding features, assumptions, and limitations.
• Participate in validation of models, identify target market data and complete validation within timelines.
• Engage in ad-hoc projects, providing timely and coherent information as needed.
• Suggest and document improvements to automate systems and enhance controls.
• Explain model details clearly to non-technical stakeholders; assist in ongoing usage in daily risk management.

Skills

Statistics

Analytical skills

Python

Excel VBA

Risk management

Data analysis

English

Education

Maths/Engineering/Science/Finance or 5 years risk management

Tools

Python

C++

Job description

Sii Poland is seeking 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 with international colleagues in a hybrid setup across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.

You will develop and enhance models, monitor performance, implement in the in-house Python analytics library, validate data, and explain complex model details to non-technical stakeholders.