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Market Risk Quantitative Analyst/ Senior Analyst/ Expert

  • Kraków, małopolskie pokaż mapę
  • Specjalista
  • 07.08.2018

    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:

    Market Risk Quantitative Analyst/ Senior Analyst/ Expert
    Location: Kraków
    Ref No: GRA/MRSA/08/2018
    Global Risk Analytics (GRA) is a global team covering all risk types and is accountable for model risk in HSBC. To name a few, it covers credit risk, market risk, traded risk, counterparty credit risk, anti-money laudering, sanctions, anti-bribery and corruption, conduct risk, operational Risk. GRA is tasked with setting policy and standards, and providing cutting-edge tools to help identify, measure and manage risk, and ensure compliance across HSBC group-wide. This applies to both internal models as well as models also used for external reporting purposes. In our approaches, we apply models used in many different areas of applied research, including machine learning, bio-tech and aerospace engineering, supported by applying the latest techniques in data analytics, prototyping, visualisation approaches and infrastructure.
     
    Having one analytics team spanning all risk types means that we are able to share best practice and drive innovation by bringing together competence from across different areas. Being part of a global team in one of the largest banks is also an opportunities for talented analysts to build careers across a range of disciplines.
     

    This is a role responsible for supporting the development and maintenance of market risk models and methodologies for more accurate traded risk measurement and management.

     

    Key Accountabilities:

    • Assess and validate the performance of risk models using real world data. The model could be an existing or a new model,
    • Understand the features, assumptions and limitations of the model, propose a validation approach, identify target market data for the purposes of validation and undertake the validation within agreed time lines,
    • Participate in adhoc projects as they arise from time to time and provide any information relating to in a prompt and coherent fashion,
    • Suggest improvements to the existing frameworks with a view to automate systems and help implement agreed changes,
    • Identify areas for efficiency improvements, automation and enhanced controls in existing processes,
    • Document proposed changes and agree with the on-shore process team prior to implementation. Document all process changes and improvements to reflect the latest process
    • Being able to clearly explain model details to other areas of the bank in non-technical language, and assisting in the on-going usage of these models in a day-to-day risk management setting, e.g. helping to explain significant model value changes.

    Requirements:

    • Qualification in Maths/Engineering/Science/Finance/Business Management,
    • Strong analytical skills and experience in market risk analysis,
    • Professional qualifications such as FRM/PRM/CFA Levels are an added plus,
    • Good understanding of statistics,
    • Excel and VBA skills are a pre-requisite,
    • Familiarity with sophisticated tools for numerical analysis (eg. Matlab),.
    • Basic understanding of market risk measures and derivative products,
    • Ability to work under pressure and to tight time-lines is essential,
    • Strong analytical skills,
    • Competent in the production of information, and the ability to process and analyse large volumes of data,
    • Open personality and effective communication skills, ability and flexibility to work in an international team,
    • Ability to write clear and understandable documents,
    • Desire to learn and grow in a challenging environment.

     

    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.

    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]