Senior Market Risk Analyst - Hybrid (Python & Models)

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

Benefits offered by this job

Great Place to Work

Centre of internal trainings

Profit sharing

Medical care

Open management

Job summary

Sii Poland is seeking a Senior Risk Analyst to support development and maintenance of market risk models and methodologies. The role is hybrid, with six days per month in Krakow and opportunities to work across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.

You will work with an international team to develop, calibrate, and monitor models, analysing real-world data, validating models, and documenting assumptions for clear communication to stakeholders.

Qualifications

• Mathematical/engineering/science/finance/business background or 5+ years in risk management
• Strong understanding of statistics and analytical abilities
• Proficiency in Python for analysis; Excel VBA experience preferred

Responsibilities

• Develop and enhance market risk models per regulatory and internal requirements
• Maintain models via 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 risk models and document features, assumptions, and limitations
• Participate in model validation, identify data needs, and meet validation timelines
• Engage in ad-hoc projects and provide timely, coherent information
• Suggest and document improvements to frameworks to automate systems and strengthen controls
• Explain model details to non-technical stakeholders to support daily risk management

Skills

Analytical skills

Advanced English

Effective communication

International teamwork

Education

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

Tools

Python

Excel VBA

Job description

Sii Poland is seeking a Senior Risk Analyst to support development and maintenance of market risk models and methodologies. The role is hybrid, with six days per month in Krakow and opportunities to work across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.

You will work with an international team to develop, calibrate, and monitor models, analysing real-world data, validating models, and documenting assumptions for clear communication to stakeholders.