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Independent Model Review – Senior Analyst (Credit or Market Risk)

  • Kraków, małopolskie pokaż mapę
  • Specjalista
  • 14.03.2018

    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:

    Independent Model Review – Senior Analyst (Credit or Market Risk)
    Location: Kraków
    Ref No: IMR/SA/01/2018

    As an integral component of HSBC’s Risk Management Framework, the purpose of Independent Model Review (IMR) is to assess all models used within the Group. The function provides the Group's Management, Regulators and Shareholders with the necessary assurance that the Bank's models are well controlled and fit for purpose. This is achieved through:

    • best in class technical expertise, analysis and challenge;
    • in-depth knowledge of regulatory requirements, business and market practice;
    • examination of model risk including assumptions, limitations and implications of the use of a model.

    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.

    IMR is building a team of Analysts in Krakow and seeking Senior Analysts to join the team.

    Key Accountabilities:

    • To work as part of the Global IMR function to assist in the delivery of Model appraisals,
    • Undertake analysis to identify modelling assumptions and limitations for the proposed models,
    • Assist IMR global functions in documenting findings and appraisal outcomes,
    • Work effectively with the other IMR (local and other sites) quantitative analysts,
    • Assist in reporting requirements for Global IMR, producing detailed updates for Model Oversight Committees, Senior Internal Stakeholder Groups and Regulators, 
    • Mentor less experienced analysts and provide expertise and technical support across multiple projects,
    • Work with Senior Managers across IMR to build relationships with Model Developers / Owners.

    Requirements:

    • Masters / PhD Graduate in Quantitative Finance, Mathematics, Economics or Engineering discipline (Master Degree),
    • At least 3 years of experience in the financial/banking industry,
    • Knowledge in one or more of the following areas: Trading Models, Risk models, Statistical Models, Scorecard Development,
    • Knowledge of Basel II / III regulatory framework (BIPRU) and those of other country regulators,
    • Experience of developing Pricing Models / Basel II (PD, EAD, LGD) / Risk models,
    • Experience of conducting independent model reviews,
    • Evidence of successfully defining and shaping rigorous governance frameworks,
    • Fluency in English both spoken and written.

    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.

    All current positions are available on: http://www.hsbc.com/careers

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

    Wszystkim zainteresowanym kandydatom dziękujemy za zgłoszenia. Zastrzegamy sobie możliwość kontaktu tylko z wybranymi kandydatami. Rozpatrywane będą wyłącznie aplikacje zawierające zapis:Wyrażam zgodę na przetwarzanie moich danych osobowych w celach rekrutacji, zgodnie z Ustawą z dn. 29 sierpnia 1997 r. o ochronie danych osobowych (Dz. U. z 2002 r. Nr 101, poz. 926 z późniejszymi zmianami).