Jobs Companies Capco Business Analyst - Market Risk

About this Business Analyst - Market Risk role at Capco

Capco · Hybrid · Poland - Warsaw

CAPCO POLAND 

* We are looking for Poland based candidate. 

At Capco Poland, we’re not just another consultancy - we’re the spark behind digital transformation in the financial world. As a global leader in technology and management consulting, we thrive on helping clients tackle the toughest challenges across banking, payments, capital markets, wealth, and asset management.

The Role

 

We are looking for an experienced Business Analyst to provide services within our Market Risk Platforms area. The engagement involves collaborating with Market Risk, Technology and Data stakeholders to support the evolution and automation of risk reporting and analytical processes.

The scope is technically hands-on and includes working directly with risk data, analysing existing reporting processes, and using Python to deliver automation, reconciliation and data-analysis solutions. The Business Analyst will be responsible for agreed deliverables and outcomes within the assigned project or service area.

What You’ll Do

  • Partner with Market Risk, Risk Technology, Product Owners and other stakeholders to understand business requirements and translate them into effective technology and data solutions.
  • Analyse Market Risk reporting and data processes, identifying opportunities for automation, simplification, improved controls and migration away from manual or spreadsheet-based processes.
  • Use Python to automate risk reporting, data processing, reconciliations and analytical workflows, while analysing large datasets to identify data quality issues, breaks and anomalies.
  • Translate business needs into clear functional requirements, user stories, process flows, data mappings and acceptance criteria, working closely with developers and technical teams through delivery.
  • Support data validation and UAT, investigate defects and reporting issues, and help ensure solutions meet appropriate standards for data quality, controls, auditability and operational resilience.

What We’re Looking For

  • Strong Business Analysis experience within banking or financial services, ideally gained within Market Risk, Risk Technology or a closely related Front Office/Risk environment.
  • Good understanding of Market Risk concepts and processes, including areas such as VaR / Expected Shortfall, sensitivities and Greeks, stress testing, P&L and risk reporting, limits, exposures and risk aggregation.
  • Hands-on Python capability, with experience using it for data manipulation, report automation, reconciliations, data quality checks and analysis of large datasets.
  • Strong requirements gathering and stakeholder management skills, with the ability to translate complex business requirements into clear functional and technical requirements.
  • Strong analytical and problem-solving capability, with experience supporting UAT and validating technology solutions against business requirements

Bonus Points For

  • Experience working directly with Market Risk platforms or risk reporting systems within an investment banking environment.
  • Experience with common Python data libraries such as Pandas and NumPy.
  • Knowledge of trading book products, risk factors and Market Risk data and reporting processes.
  • Experience migrating manual or spreadsheet-based reporting processes to automated and scalable Python-based solutions.
  • Experience investigating complex data quality, reconciliation or reporting issues across multiple Market Risk systems

 

We offer a flexible collaboration model based on a B2B contract, with the opportunity to work on diverse projects.

B2B cooperation in a hybrid model, with the option to provide services from the Warsaw office to the extent agreed based on project needs.

 

RECRUITMENT PROCESS:

  1. HR interview with the recruiter
  2. Skill Interview with Capco Hiring Manager
  3. Client interview 
  4. Feedback and offer

#LI-HYBRID

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