Market Risk Reporting Senior Analyst / Lead Analyst

Join us, and transform complex data into strategic decisions!

Warsaw-based opportunity with the possibility to work 40% remotely!

As a Market Risk Reporting Senior Analyst / Lead Analyst, you will be working for one of the most prestigious investment banks in the world. You will be responsible for producing risk reports, analyzing market risk exposures, and monitoring risk limits across multiple asset classes, including Equities, Rates, and FX. Your role will be crucial in supporting Global Market Risk Management through regulatory reporting, risk transformation initiatives, and automation improvements, ensuring data accuracy and enhanced risk analytics.

Your main responsibilities:

• Prepare and distribute market risk reports, identifying trends and ensuring accurate representation of risk exposures
• Perform portfolio analysis using key risk measures such as VaR, ESF, Factor Sensitivities, Issuer Risk Monitoring, and Stress Testing
• Collaborate with risk managers to identify emerging risks and provide actionable insights
• Support regulatory reporting requirements, including contributions to COREP, Pillar disclosures, and backtesting
• Drive risk transformation initiatives, focusing on automation, data quality improvements, and self-service dashboard development
• Enhance risk reporting frameworks using Tableau, Python, and data pipeline tools to improve efficiency and visualization
• Identify and manage data quality issues, ensuring proper documentation and resolution
• Maintain strong governance and controls for production deliverables to ensure transparency and accuracy in reporting

You’re ideal for this role if you have:

• 5+ years of experience in Market Risk, Risk Reporting, or Finance within a large bank
• A Bachelor’s degree in a related field; a Master’s degree or relevant certifications (FRM/CFA) are advantageous
• Strong knowledge of market risk metrics and financial products across Equities, Rates, and FX
• Experience working with regulatory risk-based capital rules (ECB, FED, PRA)
• Proficiency in Tableau (mandatory), Python (highly desirable), and data manipulation techniques
• Strong analytical, problem-solving, and project management skills
• The ability to work both independently and collaboratively with stakeholders across different teams
• Experience with big data platforms, Power BI, and Microsoft Office 365 (Excel, PowerPoint, SharePoint) is a plus

#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 #6502