GRA Stress Testing

  • Kraków, małopolskie pokaż mapę
  • Specjalista
  • 08.03.2019
  • Ważna jeszcze 17 dni (do 07.04.2019)

    Pracodawca ma prawo zakończyć rekrutację we wcześniejszym terminie.

    HSBC Service Delivery (Polska) Sp. z o.o. is a part of HSBC Holdings plc, the parent company of the HSBC Group, headquartered in London. The Group serves customers worldwide from over 6,300 offices in over 75 countries and territories in Europe, Asia, North and Latin America, and the Middle East and North Africa. HSBC is one of the world’s largest banking and financial services organisations. Currently, we are looking for a candidate for the position of:

    GRA Stress Testing
    Location: Kraków
    Ref No: GRA/ 01/2019

     

    Perform the automation, implementation and execution of all CCAR/ PRA/ EBA stress testing models for wholesale credit risk. In addition, work with business for BAU stress test and what if analysis in order to enable business growth. Also enhancing and maintaining the HNAH CCAR Stress Test Tool (STAT)

     

    Accountabilities:

    • The environment in which Risk Analytics, and model validation, operates is fast-developing owing to the regulatory pressure of Basel 3/CRD IV, accounting pressures of IFRS 9 which demands ever more comprehensive assessment of models, risk rating systems and measurement of model risk
    • Expertise in highly technical areas (e.g. statistical analysis) is required as well as deep understanding of credit processes, and business products
    • The role needs to identify synergies between the different work tasks (such as validation across IRB, IFRS 9 and stress testing), be able to realize the synergies, manage interconnected projects, and communicate this to the affected stakeholders
    • The ability to communicate technically detailed information simply and clearly so that stakeholders understand the impact upon them is essential
    • Undertaking original research that helps in ensuring the bank’s leading position in risk analytics
    • Delivery of model monitoring reports working closely with the wider GRA Team

    Responsibilities:

    Work with onsite team to

    • Automate the CCAR models developed by HNAH wholesale team
    • Develop and implement CECL based stress testing framework
    • Perform/support execution of stress testing for CCAR/DFAST/PRA/EBA exercise
    • Develop decks and documents for senior management, IMR, Audit, BRCM, and Regulators etc.
    • Perform Quarterly BAU Stress testing for RMM and Risk Senior Management.
    • Maintain and Manage existing STAT tool and infrastructure
    • Work on migration of the tool to Cloud (PoC completed)
    • Liaise with New Business growth enabling analytical framework to be developed in the tool (new initiatives)
    • Respond on the adhoc requests for analysis/ reports from Business/Risk/Finance management
    • Timely provide response to the regulatory questions during the CCAR exam.
    • New initiative/ POC’s undertaken by the team, like including model monitoring and validation framework within the tool

    Qualifications & Skills:

    • Academic qualifications that give a strong background in quantitative analysis and programming
    • Strong experience (at least 2 years) in programming on R or Python or Java or C++(R is preferred)
    • Web application development experience
    • Prior experience of development and implementation of statistical models
    • Proficient in working with databases like Microsoft SQL, My SQL etc.
    • Knowledge of credit risk analysis and financial regulations
    • Good attention to detail and accuracy
    • Ability to work as part of a team with key customers and stakeholders

    We offer:

    • Stable job in professional team,
    • Interesting path of career in an international organization,
    • Consistent scope of responsibilities,
    • Private health care, employees’ benefits.

     

     
    You'll achieve more when you join HSBC.
    To apply for this position please send your curriculum vitae in English including reference number, using "Apply now" button below.
    Applications sent to us will be taken into consideration only if they include the following statement:
    I hereby declare that I have familiarized myself with the Privacy Statement for Applicants published at http://www.about.hsbc.pl/careers and I hereby give consent for personal data included in my application to be processed for the purposes of recruitment in HSBC Service Delivery (Polska) Sp. z o. o. according to rules described in the Privacy Statement for Applicants, as per the Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (GDPR).”
    In case you would like to resign from participation in recruitment process or withdraw previously sent to us application, please email us at: [email protected]