Market Risk Analyst

Job Description

About the role:
State Street Portfolio and Risk Analytics combines unique capabilities in data and analytics to better serve our clients and build relationships with new customers. Through information and insights, investment analytics and data solutions, our goal is to help our clients to generate the most value.

Our client offering provides a full suite of analytics that give clients insight into the risks and performance of their investment portfolios. Supporting all asset classes the platform produces analytics such as: Stress Testing, Value at Risk (VaR), position specific analytics for derivatives (delta, gamma, vega etc.), fixed income characteristics such as duration and convexity, liquidity and ESG metrics.

This position is a hybrid role, with working from both home and office ( Krakow or Gdansk). During the onboarding time it is important to us that you will be available fully in the office, what will help us to prepare you well to your work. Working hours: flexible from 8-10 AM till 4-6 PM, depending on the business needs.

Your new role
As a Market Risk Analyst you will:

• Reconcile risk results against accounting reports and independent data. Investigates further where necessary.
• Review risk reports before delivering to existing clients.
• Provide client service and direct client support, resolve client issues, and demonstrate a firm understanding of the product to users (risk managers, traders etc.).
• Execute the department strategy as outlined by senior management.
• Drive efficiencies, streamline operational processes.
• Develop and execute user acceptance tests.
• Assist team development and in the implementation projects for new risk clients.
• Work co-operatively with other risk groups in different locations and time zones.
• Take care of the other project-based tasks as assigned.

What we value :

• Degree in Finance, Engineering, Mathematics, Statistics, Econometrics or a related technical field.
• Experience in financial servicing area is an advantage.
• Understanding of risk management techniques including VaR, it’s characteristics and calculation methods, VaR contribution, back-testing, stress testing.
• Understanding of financial instruments and their valuation methods (for example: options, bonds pricing).
• Strong analytical and problem solving skills.
• Willingness to learn and develop within role.
• Effective verbal and written communication skills.
• FRM or CFA qualification is an advantage.
• Proven work experience with SQL query, Advanced Excel, Bloomberg is an advantage.

What we offer

• Permanent contract of employment from day one
• Additional holidays (Birthday Day Off, 3rd and 5th year anniversary Day Off)
• Gold medical package for employees and their families (partner and children)
• Premium life insurance package and private pension plan
• Employee savings plan
• Cafeteria benefits system: Multisport Card
• Wide range of soft skills training, technical workshops, language classes and development programs
• Opportunities to volunteer your time to company-driven initiatives, employee networks or organizations of your choice
• Variety of well-being programs
• Technical or leadership career pathway

About State Street

What we do. State Street is one of the largest custodian banks, asset managers and asset intelligence companies in the world. From technology to product innovation, we’re making our mark on the financial services industry. For more than two centuries, we’ve been helping our clients safeguard and steward the investments of millions of people. We provide investment servicing, data & analytics, investment research & trading and investment management to institutional clients.

Work, Live and Grow. We make all efforts to create a great work environment. Our benefits packages are competitive and comprehensive. Details vary by location, but you may expect generous medical care, insurance and savings plans, among other perks. You’ll have access to flexible Work Programs to help you match your needs. And our wealth of development programs and educational support will help you reach your full potential.

Inclusion, Diversity and Social Responsibility. We truly believe our employees’ diverse backgrounds, experiences and perspectives are a powerful contributor to creating an inclusive environment where everyone can thrive and reach their maximum potential while adding value to both our organization and our clients. We warmly welcome candidates of diverse origin, background, ability, age, sexual orientation, gender identity and personality. Another fundamental value at State Street is active engagement with our communities around the world, both as a partner and a leader. You will have tools to help balance your professional and personal life, paid volunteer days, matching gift programs and access to employee networks that help you stay connected to what matters to you.

State Street is an equal opportunity and affirmative action employer.

Discover more at StateStreet.com/careers

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