Senior Risk Analyst (f/m/x)

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