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

  • Kraków, małopolskie pokaż mapę
  • Specjalista
  • 30.06.2018

    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/07/2018

    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 & Wholesale Credit Risk models, Stress Testing and Scenario Analysis models, Traded Risk Models and Pricing Models.

    IMR is currently seeking candidates at a Senior Analyst level to join their established Credit or Market Risk teams in Krakow.

    Key Accountabilities:

    • Comprehensive model reviews to assess conceptual soundness, data integrity, performance, implementation and adherence to regulatory and/or internal requirements
    • Documentation of conducted assessments and findings in thorough review reports including recommendations for model improvements
    • Tracking completion of review recommendations
    • Providing guidance and technical support to junior team members

    General Requirements:

    • Master’s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering
    • Experience with some statistical modelling software / programming language e.g. SAS, Python, R, Matlab, C++, VBA
    • Ability to clearly articulate technical topics in English, both written and spoken
    • Team-oriented mentality combined with ability to complete tasks independently to a high quality standard

    Credit Specific Requirements:

    • Prior experience with development or validation of one or more of the following model types:
    • Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD)
    • Application and Behavioral scorecards
    • Stress Testing
    • IFRS9

    Market Specific Requirements:

    • Knowledge in one or more of the following areas: Stress Testing and Scenario Analysis models, Traded Risk and Pricing Models, Global Markets Trading & Hedging models, Asset Liability Models etc.
    • Strong understanding of highly exotic derivatives trades [PK1] 

    We offer:

    • Interesting path of career in an international organization,
    • Diverse and stimulating working environment
    • Private health care and employees’ benefits.

    You'll achieve more when you join HSBC.


    To apply for this position please send your curriculum vitae and a cover letter 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]