Business Analyst - Market Risk

At Capco Poland, a global leader in technology and management consulting, the company focuses on digital transformation in the financial sector. They assist clients in banking, payments, capital markets, wealth, and asset management.

• Strong Business Analysis experience within banking or financial services, preferably in Market Risk, Risk Technology, or related Front Office/Risk environments.
• Good understanding of Market Risk concepts including VaR / Expected Shortfall, sensitivities and Greeks, stress testing, P&L and risk reporting, limits, exposures, and risk aggregation.
• Hands-on experience with Python for data manipulation, report automation, reconciliations, data quality checks, and analysis of large datasets.
• Strong requirements gathering and stakeholder management skills.
• Strong analytical and problem-solving capabilities with experience supporting UAT and validating technology solutions.

Nice to have:

• Experience with Market Risk platforms or risk reporting systems in investment banking.
• Experience with Python data libraries such as Pandas and NumPy.
• Knowledge of trading book products, risk factors, and Market Risk data and reporting processes.
• Experience migrating manual/spreadsheet reporting to automated, scalable Python-based solutions.
• Experience investigating complex data quality, reconciliation, or reporting issues across multiple Market Risk systems.

• Partner with Market Risk, Risk Technology, Product Owners, and other stakeholders to understand business requirements and translate them into effective technology and data solutions.
• Analyse Market Risk reporting and data processes to identify opportunities for automation, simplification, improved controls, and migration from manual or spreadsheet-based processes.
• Use Python to automate risk reporting, data processing, reconciliations, and analytical workflows.
• Analyse large datasets to identify data quality issues, breaks, and anomalies.
• Translate business needs into clear functional requirements, user stories, process flows, data mappings, and acceptance criteria.
• Support data validation and UAT, investigate defects and reporting issues, ensuring solutions meet standards for data quality, controls, auditability, and operational resilience.

*We are looking for Poland based candidate.