Senior Risk Analyst (f/m/x)

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

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

Wyrażam zgodę na przetwarzanie moich danych osobowych zamieszczonych w niniejszym CV przez Sii sp. z o.o. z siedzibą przy Al. Niepodległości 69, 02-626 Warszawa („Sii”) dla celów procesów rekrutacyjnych prowadzonych przez Sii.