sharing the costs of sports activities
HSBC Service Delivery (Polska) Sp. z o.o.
- Kapelanka 42a, Dębniki, KrakówKraków, Lesser Poland
- offer expired over a month ago
- contract of employment
- manager / supervisor
- remote recruitment
- запрошуємо працівників з України
Assess quantitative or expert-based models and formulate an opinion about their adequacy for the intended usage.
Perform quantitative and qualitative research with focus on model data, design, performance and implementation.
Quantify model risk drivers to assess their impact on the model credibility.
Academic degree (MSc or PhD) -- best fit in Statistics, Mathematics, Physics, Econometrics, Quantitative Finance, or related fields
Programming skills; knowledge of one of the following: R, Python, SAS, Matlab, C++, SQL.
Good communication skills in English.
Experience in independent model validation, model building and/or quantitative research (for the more senior roles).
Professional qualifications (e.g. PRM, FRM, CQF) are beneficial.
What we offer
Long-term job in one of the largest banking and financial services organization in the world.
Interesting path of career in an international organization.
International and diversified team.
Remote work opportunity and flexible working hours.
Abundant technical and soft skills trainings by the best experts.
Refunding scheme for professional qualifications and relevant studies, language courses.
A Team of professionals that will help you develop & succeed.
Exposure to all HSBC lines of business and markets.
Multiple employees’ benefits including private medical and dental health care, Multisport Card, and life insurance.
private medical care
sharing the costs of foreign language classes
sharing the costs of professional training & courses
remote work opportunities
flexible working time
corporate sports team
doctor’s duty hours in the office
retirement pension plan
no dress code
video games at work
coffee / tea
parking space for employees
extra social benefits
employee referral program
opportunity to obtain permits and licenses
Welcome to HSBC!
Do you have analytical mind and like to solve quantitative problems? Can you extract statistical insights from the data? Would you like to work in an international and supportive environment, and to learn industry best practices in one of the world’s largest banks? Well, then your best match could be the Model Risk Management Team at HSBC Krakow! The Model Risk Management is an international team consisting of Model Risk Stewards, Model Risk Governance and Independent Model Review.
We are currently looking for a Junior Quantitative Analyst to join Independent Model Review (IMR). IMR is a specialist quantitative group which aims at independently validating HSBC’s models. Our team structure covers multiple functional areas linked to model risk. The two largest groups are:
- Credits IMR is the department that assess credit risk models (e.g. IRB, IFRS9, Stress Testing, Economic Capital, application and behavioural scorecards) as well as climate risk models.
- Markets IMR is the department that assess models which risk is linked to market moves. This includes Market Risk models (e.g. VaR, IRC, RNIV), Counterparty Credit Risk models (e.g. Exposure at Default, CCR RWA), Pricing models (all asset classes); algorithmic trading models, ALCM models, or Valuation models (eg. IPV, CVA, FVA, IFRS13).
We have roles on different levels of experience ranging from entry-level positions for graduates to seasoned professionals. We encourage you to apply regardless of your experience in quantitative model validation, we might just have the right fit for you!
HSBC Service Delivery (Polska) Sp. z o.o.
HSBC is one of the world’s largest banking and financial services organisations. Our global businesses serve more than 40 million customers worldwide through a network that covers 64 countries and territories.
HSBC Service Delivery (Polska) Sp. z o.o. is HSBC's global finance, operations, risk and technology centre. We use our unique expertise and capabilities to provide specialised services – our people range from technologists transforming the banking experience to operations professionals managing 1.7 trillion payments a year.
Our Purpose – Opening up a world of opportunity – explains why we exist. We are bringing together the people, ideas and capital that nurture progress and growth, helping to create a better world – for our customers, our people, our investors, our communities and the planet we all share.