Senior Market Risk Analyst - Hybrid (Python & Models)

Sii Poland; Łódź; Hybrid; PLN 140,000 - 200,000; Full time

Benefits offered by this job

Great Place to Work

Profit sharing

Medical care

Centre of internal trainings

Open management

Job summary

Sii Poland is hiring a Senior Risk Analyst to develop and maintain market risk models and methodologies for accurate traded risk measurement. The role involves collaborating with international colleagues in a hybrid setup across multiple Polish cities, with regular in-office days in Cracow.

Responsibilities include model development, monitoring, validation, and communicating complex model details to stakeholders.

Qualifications

• Minimum degree in Maths, Engineering, Science, Finance, or Business Management, or 5 years risk management experience.
• Strong statistics and analytical skills required.
• Proficiency in Python and Excel VBA for analysis and prototyping.

Responsibilities

• Develop and enhance market risk models per regulatory and internal requirements.
• Maintain models with monitoring tests, calibration, and performance assessment.
• Implement model development and monitoring in the in-house Python analytics library.
• Analyze real-world data to refine risk models and understand features/assumptions.
• Validate models and coordinate data needs and timelines.
• Explain model details to non-technical stakeholders for daily risk use.

Skills

Statistical analysis

Python for analysis

Excel VBA

Communication

Team collaboration

English proficiency

Education

Mathematics/Engineering/Science/Finance/Business background or 5 years risk exp.

Tools

Python

Excel

Job description

Sii Poland is hiring a Senior Risk Analyst to develop and maintain market risk models and methodologies for accurate traded risk measurement. The role involves collaborating with international colleagues in a hybrid setup across multiple Polish cities, with regular in-office days in Cracow.

Responsibilities include model development, monitoring, validation, and communicating complex model details to stakeholders.