Senior Risk Analyst (f/m/x)

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

Job summary

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.

Responsibilities

• 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.

Skills

Statistics

Analytical skills

Python

Excel VBA

Data analysis

Communication

Teamwork

Education

Relevant degree

Tools

Python

Excel

Job description

Introduction to offer:

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 requirements:

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