Sii · Warszawa
Introduction to offer:
We are looking for a Senior Risk Analyst to support the development and maintenance of market risk models and methodologies for accurate traded risk measurement and management. In this role, you will work within a dynamic team environment, contributing to the ongoing enhancement of risk models and collaborating with international colleagues. This position offers a hybrid work mode (6 times per month in Cracow office), allowing flexibility in your work location across various cities including Cracow, Warsaw, Katowice, Kielce, Rzeszow, and Lodz.
Your tasks:
Developing and enhancing market risk models according to regulatory and internal risk management requirements
Contributing to the maintenance of 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, ensuring understanding of features, assumptions, and limitations
Participating in the validation of models, identifying target market data and completing validation within agreed timelines
Engaging in ad-hoc projects, providing timely and coherent information as needed
Suggesting and documenting improvements to existing frameworks to automate systems and enhance controls
Explaining model details clearly to non-technical stakeholders, assisting in the ongoing usage of models in daily risk management
Requirements:
Minimum qualification in Maths, Engineering, Science, Finance, or Business Management, or relevant 5 years of 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 the ability to work flexibly in an international team
Desire to learn and grow in a challenging environment
Advanced level of English
Nice-to-have requirements:
Professional qualifications such as FRM, PRM, or CFA Levels are advantageous
Knowledge of C++ is a plus