Senior Market Risk Analyst — Hybrid, Python Modeling Expert

Sii; Poland; Hybride; PLN 180 000 - 240 000; Plein temps

Résumé du poste

Sii in Poland is seeking a Senior Risk Analyst to develop and maintain market risk models and methodologies for accurate risk measurement. You will work in a dynamic team and collaborate with international colleagues in a hybrid setup (6 days per month in the Cracow office) with flexibility across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.

The role requires strong statistics, Python proficiency, and the ability to analyze large data sets under tight timelines, with English at an

Qualifications

• Minimum 5 years in risk management or related field.
• Strong statistics knowledge and analytical abilities.
• Proficiency in Python for analysis and prototyping; Excel VBA.

Responsabilités

• Develop and enhance market risk models in line with regulatory and internal 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 improve risk models, understanding features and limitations.
• Assist in model validation, identifying data needs and meeting timelines.
• Engage in ad-hoc projects and provide clear information to stakeholders.
• Suggest and document improvements to automate systems and strengthen controls.
• Explain model details to non-technical stakeholders and support daily risk usage.

Connaissances

Statistics

Analytical skills

Python

Excel VBA

Data analysis

Communication

Teamwork

Formation

Relevant degree

Outils

Python

Excel

Description du poste

Sii in Poland is seeking a Senior Risk Analyst to develop and maintain market risk models and methodologies for accurate risk measurement. You will work in a dynamic team and collaborate with international colleagues in a hybrid setup (6 days per month in the Cracow office) with flexibility across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.

The role requires strong statistics, Python proficiency, and the ability to analyze large data sets under tight timelines, with English at an