Market Risk Reporting Senior Analyst

Market Risk Reporting Senior Analyst

As a Market Risk Reporting Senior Analyst, you will be working for our client, a global investment bank known for its expansive customer base and commitment to financial innovation. You will be part of a dynamic team responsible for monitoring, analyzing, and reporting market risks across Rates and FX portfolios. The client is currently undergoing a significant transformation, focusing on enhancing data sourcing capabilities and developing advanced self-service dashboards to optimize their risk reporting framework. This role offers the opportunity to work on strategic risk initiatives that support high-level decision-making and regulatory compliance.

Your main responsibilities: Prepare and distribute regular and ad hoc risk reports for Rates and FX portfolios

• Analyze market risk using metrics such as VaR/ESF, factor sensitivities, stress testing, and issuer risk
• Collaborate with risk managers to detect trends and emerging risks
• Participate in transformation initiatives aimed at automation and dashboard enhancement
• Support the fulfillment of regulatory and internal risk reporting obligations
• Execute controls to ensure data integrity in risk reporting deliverables
• Identify and manage data quality issues in collaboration with risk and technology teams
• Automate reporting processes using Tableau and Python
• Maintain and update market risk limits and triggers in the system
• Engage with both first and second line of defense teams to ensure accurate risk representation

You’re ideal for this role if you have:

• 5+ years of experience in Market Risk or Finance within a global banking environment
• Strong understanding of market risk metrics and financial products in interest rate and FX markets
• Proven ability to analyze complex data sets and identify key risk drivers
• Hands-on experience with Tableau for dashboard creation and reporting
• Proficiency in Python for data analysis and process automation
• Excellent problem-solving and critical-thinking skills
• Experience working on large-scale risk transformation projects
• Strong communication skills and the ability to collaborate across teams
• A degree in a quantitative or financial field; FRM/CFA or master’s degree is a plus
• Familiarity with data pipeline tools and data quality management practices

#GETREADY  to meet with us!

We would like to meet you. If you are interested please apply and attach your CV in English or Polish, including a statement that you agree to our processing and storing of your personal data. You can always also apply by sending us an email at recruitment@itds.pl.

Internal number #6942