Senior Risk Analyst (f/m/x)

Senior Risk Analyst (f/m/x)

Miejsce pracy: Kraków

Your responsibilities

• Develop and enhance market risk models according to regulatory and internal risk management requirements
• Contribute to the maintenance of 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 the validation of models, identifying target market data and completing validation within agreed timelines
• Engage in ad-hoc projects, providing timely and coherent information as needed
• Suggest and document improvements to existing frameworks to automate systems and enhance controls
• Explain model details clearly to non-technical stakeholders, assisting in the ongoing usage of models in daily risk management

Our 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

Optional

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

What we offer

• Great Place to Work since 2015 - it’s thanks to feedback from our workers that we get this special title and constantly implement new ideas
• Employment stability - revenue of PLN 2.1BN, no debts, since 2006 on the market
• We share the profit with Workers - over PLN 76M has already been allocated for this aim since 2022
• Attractive benefits package - private healthcare, benefits cafeteria platform, car discounts and more
• Comfortable workplace – class A offices or remote work
• Dozens of fascinating projects for prestigious brands from all over the world – you can change them thanks to Job Changer application
• PLN 1 000 000 per year for your ideas - with this amount, we support the passions and voluntary actions of our workers
• Investment in your growth – meetups, webinars, training platform and technology blog – you choose
• Fantastic atmosphere created by all Sii Power People

Recruitment stages

• Send your CV
• Talk to us about your expectations
• Learn more about our projects and choose the best
• Start your adventure with Sii!

Sii Sp. z o.o.

Sii is the leading technology consulting, digital transformation, engineering, and business services vendor in Poland. We already employ more than 7 300 professionals and implement projects in a variety of industries for clients from many countries around the world. The Great Place to Work title, won 10 times in a row, proves that at Sii, we create a friendly work environment.

Sii ensures that all employment-related decisions are made solely on the basis of qualifications and competencies. We are committed to equal treatment of all individuals, regardless of any protected characteristics, and promoting a diverse and inclusive work environment.