Traded Risk Senior Analyst [Python, Market Risk]

ALTEN; Kraków; On-site; PLN 180,000 - 240,000; Full time

Benefits offered by this job

Medicover medical care

Medicover Benefits platform

Referral Program

Layette for a newborn employee’s child

Group life insurance

Job summary

ALTEN Polska is seeking a Market Risk professional to join the Rates/FX Market Risk (MR) Asset Class within the Traded Risk department in Kraków. The role focuses on measuring, monitoring, and reporting market risk in line with regulatory requirements and supporting audits and regulatory reviews.

You will lead initiatives to align MR processes with FRTB SA/IMA, collaborate across risk teams and IT functions, contribute to an AI-assisted workflow, and develop Python-based tools for platform

Qualifications

• Experience in Market Risk, preferably in banking environments.
• Understanding of risk measures and regulatory frameworks.
• Ability to learn quickly and work independently on projects.

Responsibilities

• Lead alignment of MR processes with regulatory changes.
• Collaborate with risk managers, risk analysts, Risk IT and Front Office IT.
• Support AI-assisted workflow development and risk monitoring.
• Develop and migrate Python-based tools to strategic platforms.
• Maintain a robust and comprehensive control framework.

Skills

Market Risk knowledge

Python

FRTB SA/IMA knowledge

Team collaboration

Tools

Python scripting

Job description

This Market Risk position sits within the Rates/FX Market Risk (MR) Asset Class team, which forms part of the wider Traded Risk department. The MR team is responsible for measuring, monitoring, and reporting market risk in line with current regulatory requirements, and for supporting internal and external audits, as well as regulatory reviews and onsite visits.

Tasks

• Lead support for current and upcoming initiatives to align existing Market Risk processes with the evolving regulatory landscape, with a primary focus on FRTB Standardised Approach (SA) and FRTB Internal Models Approach (IMA), while contributing to the ongoing transformation of Front Office and Market Risk systems and end-to-end process fl ows.
• Collaborate closely across teams, including risk managers and risk analysts within Traded Risk, as well as colleagues in Risk Transformation, Risk IT, Front Offi ce IT, and programme managers delivering bank-wide change initiatives.
• Support the delivery of an AI-assisted automated workfl ow, covering controls, risk explain, and the monitoring and investigation of excesses.
• Develop and enhance Python-based tools, including improving existing solutions and migrating them to strategic platforms and libraries.
• Support maintenance of robust and comprehensive control framework

Requirements

• Experience in Market Risk (either production or project roles)
• Knowledge of Market Risk concepts and measures
• Quick learners and independence – should be able to understand the current models, adapt, and get up to speed with project dynamics quickly

We offer a full-time employment contract

• Stable and long-term cooperation
• Well-defined career path at the European leader in engineering & IT consulting
• Opportunity to relocate and work in different ALTEN Polska branches
• After completion of the project, opportunity to engage in a subsequent one within the company
• Introduction and cooperation with dedicated Competences Manager
• Medicover medical care
• Medicover Benefits platformMedicover Sport card
• Referral Program
• Layette for a newborn employee’s child
• Group life insurance

We also guarantee:

• Access to professional certifications with our technology partners (e.g. Google, ISTQB)
• Access to relevant industry events
• Access to the Knowledge Sharing Program
• Access to Referral program

We also offer cooperation based on a B2B or Contract of mandate (UZ).

NOTICE: We kindly inform you that we will contact the selected people.