Senior Risk Analyst (f/m/x)

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. You will work in a dynamic team environment, contribute to the ongoing enhancement of risk models, and collaborate with international colleagues.

The role offers a hybrid work mode, with six visits per month to the Cracow office, and flexibility to work from Cracow, Warsaw, Katowice, Kielce, Rzeszow, or Lodz.

Tasks

• Develop and enhance market risk models in line with regulatory and internal risk-management 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, with an understanding of their features, assumptions, and limitations.
• Participate in model validation, identify target market data, and complete validation within agreed timelines.
• Contribute to ad-hoc projects by providing timely, coherent information.
• Suggest and document improvements to existing frameworks to automate systems and strengthen controls.
• Explain model details to non-technical stakeholders and support the day-to-day use of models in risk management.

Requirements

• Minimum qualification in Maths, Engineering, Science, Finance, or Business Management, or 5 years of relevant risk-management experience.
• 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 flexibility to work in an international team.
• Desire to learn and grow in a challenging environment.
• Advanced English.

Nice-to-have requirements

• Professional qualifications such as FRM, PRM, or CFA Levels.
• Knowledge of C++.