Market Risk Analyst
CRISIL Kraków, PolandMarket Risk Analyst
Crisil Integral IQ delivers solutions and analytics to top financial institutions, driving strategic transformation, risk optimization, and operational excellence. Our offerings across research, risk, lending, analytics and operations have empowered clients to navigate complex markets, mitigate risks, and unlock new opportunities. Our domain expertise, innovative solutions, and future-ready technologies such as AI and data science give clients the confidence to accelerate growth and achieve sustainable competitive advantage. Our globally diverse workforce operates in the Americas, Asia-Pacific, Europe, Australia and the Middle East.
This Market Risk position sits within the Rates/FX Market Risk (MR) Asset Class team, which forms part of the wider Traded Risk department. The MR team is responsible for measuring, monitoring, and reporting market risk in line with current regulatory requirements, and for supporting internal and external audits, as well as regulatory reviews and onsite visits.
Responsibilities:
- Lead support for current and upcoming initiatives to align existing Market Risk processes with the evolving regulatory landscape, with a primary focus on FRTB Standardised Approach (SA) and FRTB Internal Models Approach (IMA), while contributing to the ongoing transformation of Front Office and Market Risk systems and end-to-end process flows.
- Collaborate closely across teams, including risk managers and risk analysts within Traded Risk, as well as colleagues in Risk Transformation, Risk IT, Front Office IT, and programme managers delivering bank-wide change initiatives.
- Support the delivery of an AI-assisted automated workflow, covering controls, risk explain, and the monitoring and investigation of excesses.
- Develop and enhance Python-based tools, including improving existing solutions and migrating them to strategic platforms and libraries.
- Support maintenance of robust and comprehensive control framework.
Skills required:
- Significant experience withinMarket Risk ,Traded Risk , orRates Risk Management functions in a banking or financial services environment.
- Strong understanding of interest rate products, including: Interest Rate Swaps (IRS), Cross-Currency Swaps (CCS), Swaptions, Futures, Bonds and other fixed-income instruments.
- Experience working on risk system implementations, infrastructure change programmes, or regulatory initiatives.
- Good understanding of market risk methodologies such as VaR, Stressed VaR, Sensitivities, and FRTB-related concepts - nice to have.
- Knowledge of Front Office trading platforms and risk engines - nice to have.
- Experience working in Agile and project delivery environments.
Our offer:
- Stable Employment in an International Company : Be part of a globally recognized organization that values stability and growth.
- Secure Employment Contract : Enjoy the peace of mind that comes with a solid employment contract.
- Comprehensive Benefits Package : Take advantage of our extensive benefits, including Medicover health insurance, Multisport membership, and group insurance to keep you and your family protected.
- Employee Referral Program : Help us grow our team and get rewarded through our Employee Referral Program.
- Education Reimbursement Policy : Invest in your future with our education reimbursement policy, supporting your continuous learning and professional development,
- Career Development Opportunities : Explore numerous internal and external opportunities to advance your career within the Finance Domain. We are committed to your growth and success.
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