Senior Risk Analyst (f/m/x)

Sii Polska operates across multiple cities including Kraków, Warszawa, Katowice, Łódź, Rzeszów, and provides services in market risk management and model development within a hybrid work environment.

• Minimum qualification in Maths, Engineering, Science, Finance, or Business Management, or 5 years relevant 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 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 requirements
• Maintain models through monitoring tests, periodic calibration, and performance assessment
• Implement model development and monitoring in 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 by identifying target market data and completing 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 clearly to non-technical stakeholders and assist in ongoing usage of models in daily risk management