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HSBC GRA Junior Traded Risk Quantitative Analyst

  • Kraków, małopolskie
  • Specjalista
  • 30.12.2018

    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:

    HSBC GRA Junior Traded Risk Quantitative Analyst
    Location: Kraków
    Ref No: GRA/JTRQA/12/2018

    Global Risk Analytics (GRA) is a global team responsible for model design and management of broad classes of financial and operational risk at HSBC. We are tasked with setting standards and providing mission-critical, cutting-edge tools to help identify, measure and manage risk, as well as enhance an enterprise-wide compliance across HSBC. This is a role responsible for supporting a robust development and maintenance of traded risk models and methodologies.

    This role is a unique opportunity to join a team of quantitative analysts at the world’s leading bank.

    Key Accountabilities:

    • Assess and validate performance of risk models using real world data
    • Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation
    • Identify areas for improvements, automation and enhanced controls
    • Document enhancements in accordance with the on-shore standards
    • Participate in ad hoc projects
    • Articulate our modeling approach to internal and external stakeholders in a non-technical language
    • Assist in the on-going application of the models in a business-as-usual risk management framework.

    Requirements:

    • 1-2 years experience in roles involving quantitative finance
    • Ph.D./M.Sc. candidate/holder in Physics/Mathematics/Quantitative Finace or related disciplines
    • Strong analytical skills; any experience in market risk analysis is a plus
    • Good understanding of statistics, linear algebra, analysis
    • Excel and VBA skills are a pre-requisite
    • Familiarity with sophisticated tools for numerical analysis (eg. Mathematica, Matlab, Python)
    • Basics of market risk measures (VaR, ES, PnL) and derivatives (Forwards/Futures, Options, Swaps)
    • Professional qualifications such as FRM/PRM/CFA Levels are a plus
    • Ability to work under pressure and to tight time-lines is essential
    • Competent in the production of information, and the ability to process and analyse large data
    • Open personality and effective written and oral communication skills in English
    • Ability to work in a diverse international team

    We offer:

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

     


    To apply for this position please send your curriculum vitae in English including reference number, using "Apply now" button below.

    We thank all interested candidates for their applications. We reserve the right to contact only selected candidates.
    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]