Senior Risk Analyst (f/m/x)

Sii Poland; Katowice; Hybrid; PLN 180,000 - 240,000; Full time

Benefits offered by this job

Great Place to Work

Profit sharing

Medical care

Centre of internal trainings

More experts to learn from

Regular integration events

Job summary

Sii Poland is seeking a Senior Risk Analyst to develop and maintain market risk models and methodologies for accurate traded risk measurement. The role is hybrid, with six in-office days per month in Cracow and work flexibility across Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.

You will work with an international team, enhancing risk models and contributing to model validation and automation of controls. Fluency in English is required.

Qualifications

• Minimum qualification in maths, engineering, science, finance or business management, or 5 years in risk management.
• Strong statistical and analytical skills for risk modeling.
• Proficiency in Python for analysis and prototyping; Excel VBA skills desirable.
• Understanding of market risk measures and derivative products.
• Ability to work under pressure with large data sets in an international team.
• Advanced English communication skills.

Responsibilities

• Develop and enhance market risk models per regulatory/internal requirements.
• Maintain models through monitoring tests, calibration, and performance reviews.
• Implement model development and monitoring in the in-house Python analytics library.
• Analyze real-world data to improve risk models and document limitations.
• Participate in model validation and data sourcing for validation timelines.
• Engage in ad-hoc projects and provide timely, clear information.

Skills

Python

Excel VBA

Statistics

Data analysis

English language

Education

Maths/Engineering/Finance/Science/Business Management degree or 5 years risk experience

Tools

C++

Job description

We are looking for a Senior Risk Analyst to support the development and maintenance of market risk models and methodologies for accurate traded risk measurement and management. In this role, you will work within a dynamic team environment, contributing to the ongoing enhancement of risk models and collaborating with international colleagues. This position offers a hybrid work mode (6 times per month in Cracow office), allowing flexibility in your work location across various cities including Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.

Your tasks

• Developing and enhancing market risk models according to regulatory and internal risk management requirements
• Contributing to the maintenance of 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, ensuring understanding of features, assumptions, and limitations
• Participating in the validation of models, identifying target market data and completing validation within agreed timelines
• Engaging in ad-hoc projects, providing timely and coherent information as needed
• Suggesting and documenting improvements to existing frameworks to automate systems and enhance controls
• Explaining model details clearly to non-technical stakeholders, assisting in the ongoing usage of models in daily risk management

Requirements

• Minimum qualification in Maths, Engineering, Science, Finance, or Business Management, or relevant 5 years of experience in risk management
• Good understanding of statistics and strong analytical skills
• Proficiency in Python for analysis and prototyping, along with Excel VBA skills
• Basic knowledge of market risk measures and derivative products
• Ability to process and analyze large volumes of data under pressure and tight timelines
• Effective communication skills and the ability to work flexibly in an international team
• Desire to learn and grow in a challenging environment
• Advanced level of English

Nice to have

• Professional qualifications such as FRM, PRM, or CFA Levels are advantageous
• Knowledge of C++ is a plus

Job no. JOB-NTWMK

Sii ensures that all hiring decisions are made solely on the basis of qualifications and competence. We are committed to equal and fair treatment of all, regardless of legally protected characteristics. At Sii, we promote a diverse and inclusive work environment, in full compliance with applicable anti-discrimination laws.

Benefits For You

• Great Place to Work
• Solid financial situation
• Contracts with the biggest brands
• Centre of internal trainings
• Many experts you can learn from
• Open and accessible management team
• Profit sharing
• Passion Sponsorship program
• Regular integration events and trips
• Comfortable and well-equipped offices
• MySii app
• Medical care