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Independent Model Review Manager

  • Kraków, małopolskie
  • Kierownik
  • 21.03.2019

    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:

    Independent Model Review Manager
    Location: Kraków
    Ref No: IMR/Mn/01/2019

    Independent Model Review (IMR) is a specialist quantitative group within the Risk department which independently validates HSBC’s models.

    Model types include Asset Management models, Economic Capital models, Financial Vulnerability Models, Global Markets Trading & Hedging models, Insurance Risk models, Retail Credit Risk models, Stress Testing and Scenario Analysis models, Traded Risk Models and Wholesale Credit Risk models. This includes the traditional model types as well as modern approaches such as machine learning (ML) and artificial intelligence (AI)
     

    KEY ACCOUNTABILITIES:

    • The purpose of IMR is to review/validate models provided by the model Owner based on a quantitative analysis of their structure. As a part of this process, the findings and recommendations of the published appraisal reports need to be explained clearly to other functions in order to ease the implementation of the recommended controls
    • Provide the analysis and appraisals
    • Work effectively with the other IMR (local and other sites) quantitative analysts
    • Ensure model limitations are correctly understood and managed
    • Being able to challenge constructively model owner choices
    • Building effective relationships with the model developers to ensure proper communication and anticipate requests
    • To explain technical issues and synthesize complex analyses in a form that is appropriate for the given audience.
    • Provide guidance and support for junior team members
    • Ensure that model risk and limitations are managed in accordance with the Group Standard Manual and Markets IMR Policy and regulatory environment.
    • Significantly contribute to the team and provide guidance and support for junior team members either as
      • A team-leader or
      • As a senior expert in one or more domains of expertise

    SKILLS:

    Qualification:

    Graduate in Quantitative Finance, Mathematics, Physics, Economics or Engineering (MSc, PhD) discipline

    Experience (in one or more of the following):

    • one or more of the following areas: Trading Models, Risk models, Statistical Models, Scorecard Development;
    • Basel II / III regulatory framework (BIPRU) and those of other country regulators;
    • Pricing Models / Basel II (PD, EAD, LGD) / Risk models;
    • conducting independent model reviews/validations;
    • defining and shaping rigorous governance frameworks;
    • 5 to 10 years of relevant experience;
    • team or project management;
    • interfacing with Internal Audit and Regulators;
    • stress testing;

    We offer:

    • the opportunity to be part of a leading Centre of excellence where a dynamic learning environment thrives career-path in an international organization,
    • 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.

    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]