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- Senior Market Risk Specialist
Senior Market Risk Specialist
EMPLOYER: Bank Gospodarstwa Krajowego
Bank Gospodarstwa Krajowego (BGK) is seeking a Senior Market Risk Specialist to join our team.
Scope of Responsibilities
- Monitoring, Evaluating, and Analyzing Market Risk – with a focus on currency, equity security prices, and interest rates within the trading book.
- Implementing and Developing Market Risk Measurement Methods – ensuring ongoing improvement and innovation.
- Expanding Tools for Market Risk Management – creating and refining processes that support risk oversight.
- Managing the Market Risk Limit System – setting, controlling, and monitoring risk limits.
- Market Risk Reporting – preparing regular analyses and insights for internal and external stakeholders.
- Conducting Risk Simulations – forecasting potential market scenarios and evaluating associated risks.
- Drafting and Updating Internal Procedures – defining and maintaining best practices for market risk management.
- Adapting Market Risk Management Methods to Regulatory Requirements – staying compliant with national and international banking regulations.
Requirements
- At least 4 years of experience in market risk management.
- Higher Education – ideally in finance, banking, mathematics, or quantitative methods.
- Knowledge of Financial Instruments – including derivatives and valuation methodologies.
- Proficiency in Market Risk Measurement Methods.
- Familiarity with MS SQL and VBA for Excel.
- Advanced MS Excel Skills and a strong command of other MS Office applications.
- Experience with Market Risk Management Systems (preferred).
- Understanding of Domestic and International Market Risk Regulations in the banking sector.
- Communicative English – both written and spoken.
What We Offer
- Employment Contract – full-time position.
- Hybrid Work Model – 8 remote workdays per month.
- Occasional Remote Work – up to 24 days per year.
- Annual Bonus.
- Private Healthcare (Luxmed), including dental coverage.
- Sports Card Subsidy (Multisport).
- MyBenefit Cafeteria System.
- Employee Pension Plan.
- eTutor Language Learning App – English, German, Spanish, Italian, French.

EMPLOYER
Bank Gospodarstwa Krajowego
PUBLISHED: 27 styczeń 2025
OFFER DUE TO: 28 luty 2025
locations:
Warszawa