Senior Risk Analyst (f/m/x)

Sii Polska is a company operating in the risk management domain with a diverse portfolio of clients and contracts with big brands. The role is part of a dynamic team working on market risk models and methodologies for accurate traded risk measurement and management.

• Minimum qualification in Maths, Engineering, Science, Finance, or Business Management, or 5 years of relevant experience in risk management
• Good understanding of statistics and strong analytical skills
• Proficiency in Python for analysis and prototyping, along with Microsoft 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 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++

• Develop and enhance market risk models according to regulatory and internal risk management requirements
• Maintain models through monitoring tests, periodic calibration, and performance assessment
• Implement model development and monitoring using the in-house Python-based Analytics library
• Analyze real-world data to develop and enhance risk models ensuring understanding of features, assumptions, and limitations
• Participate in model validation, identify target market data, and complete validation within agreed timelines
• Engage in ad-hoc projects, providing timely and coherent information
• Suggest and document improvements to existing frameworks to automate systems and enhance controls
• Explain model details to non-technical stakeholders and assist in daily risk management usage