Senior Risk Analyst (f/m/x)

Sii Poland; Rzeszów; Hybrid; PLN 180.000 - 300.000; Vollzeit

Benefits dieser Stelle

Great Place to Work

Medical care

Profit sharing

Centre of internal trainings

Open and accessible management team

Zusammenfassung

Sii Poland is seeking a Senior Risk Analyst to support development and maintenance of market risk models and methodologies. You will work in a dynamic, international team, contributing to model enhancements and risk management.

The role offers hybrid work with six days a month in Cracow, and travel across Polish cities as needed. Key duties include model development, calibration, validation, and communicating complex concepts to non-technical stakeholders.

Qualifikationen

• Minimum qualification in Maths, Engineering, Science, Finance, or Business Management or at least 5 years in risk management.
• Strong analytical skills with good statistical knowledge.
• Proficiency in Python for analysis and prototyping; Excel VBA skills.
• Basic knowledge of market risk measures and derivatives.
• Ability to process large data volumes under tight timelines.
• Excellent communication and ability to work in an international team.
• Advanced English proficiency.

Aufgaben

• Develop and enhance market risk models per regulatory and internal requirements.
• Maintain models via monitoring, calibration, and performance assessment.
• Implement model development and monitoring in the in-house Python analytics library.
• Analyze real-world data to improve risk models, understanding features and limitations.
• Participate in model validation, identify target data, meet deadlines.
• Engage in ad-hoc projects, deliver timely information.
• Suggest and document improvements to automate systems and enhance controls.
• Explain model details clearly to non-technical stakeholders.

Kenntnisse

Python

Excel VBA

Statistics

Data analysis

Advanced English

Communication

Teamwork

English communication

Tools

Python

Jobbeschreibung

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 the 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
• Knowledge of C++

Job no. JOB-6DZRM

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