Senior Market Risk Analyst - Hybrid & Python Models

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

Benefits offered by this job

Great Work Environment

Training & Development

Profit Sharing

Job summary

Sii Poland is seeking a Senior Risk Analyst to develop and maintain market risk models and methodologies for accurate traded risk measurement within an international team.

You will contribute to model validation and monitoring, implement development in our Python analytics library, analyse real‑world data, and explain model details to non‑technical stakeholders in a hybrid setup across Cracow, Warsaw and other Polish cities.

Qualifications

• Minimum qualification in Maths, Engineering, Science, Finance, or Business Management (or 5 years risk management experience).
• Strong analytical skills and good understanding of statistics.
• Proficiency in Python for analysis and prototyping; Excel VBA skills.
• Basic knowledge of market risk measures and derivative products.
• Ability to process and analyze large datasets under tight timelines.
• Advanced level of English.

Responsibilities

• Developing and enhancing market risk models according to regulatory and internal risk management requirements.
• Maintaining models through monitoring tests, periodic calibration, and performance assessment.
• Implementing model development and monitoring in the in-house Python-based Analytics library.
• Analyzing real-world data to develop and enhance risk models, understanding features and limitations.
• Participating in model validation and ensuring timely completion of validation tasks.
• Engaging in ad-hoc projects and documenting improvements to automate systems and enhance controls.
• Explaining model details clearly to non-technical stakeholders and supporting daily risk management usage.

Skills

Python

Excel VBA

C++

Education

Bachelor's degree in Maths/Engineering/Finance/Business

Tools

None

Job description

Sii Poland is seeking a Senior Risk Analyst to develop and maintain market risk models and methodologies for accurate traded risk measurement within an international team.

You will contribute to model validation and monitoring, implement development in our Python analytics library, analyse real‑world data, and explain model details to non‑technical stakeholders in a hybrid setup across Cracow, Warsaw and other Polish cities.