(Model Risk Management) Senior Quantitative Analyst, Market Risk

HSBC Service Delivery (Polska) Sp. z o.o.

  • Kapelanka 42a, Dębniki, Kraków
    Kraków, Lesser Poland
  • offer expired 2 months ago
  • contract of employment
  • full-time
  • specialist (Mid / Regular)
  • hybrid work
  • запрошуємо працівників з України
ukrainian-friendly-overlay
Запрошуємо працівників з України
Роботодавець відкритий для працевлаштування громадян України

HSBC Service Delivery (Polska) Sp. z o.o.

Kapelanka 42a

Dębniki

Kraków

Your responsibilities

  • Model reviews (i.e. quantitative analysis and qualitative research with focus on model data, design, performance and implementation) to formulate opinions about their conceptual soundness and adequacy for intended usage.

  • Documentation of conclusions and identified model limitations

  • Provision of technical support and guidance for junior team members

Our requirements

  • Academic degree (BSc, MSc or PhD) in Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or other related fields.

  • Programming skills – practical knowledge of one of the following: R, Python, SAS, Matlab, SQL.

  • 4 years’ experience in model validation, development and/or quantitative research

  • Good written and verbal communication skills in English.

  • Professional qualifications (e.g. PRM, FRM, CQF) are beneficial

Optional

  • Knowledge of Bloomberg.

  • Experience in writing and reviewing methodology documents.

  • Professional qualifications such as FRM/CQF/PRM.

What we offer

  • Remote work opportunities and flexible working hours.

  • Abundant technical and soft skills trainings by the best experts.

  • Refunding scheme for professional qualifications and relevant studies, language courses and personal development.

  • International and diversified team of professionals that will help you develop and 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.

Benefits

  • sharing the costs of sports activities

  • private medical care

  • sharing the costs of foreign language classes

  • sharing the costs of professional training & courses

  • life insurance

  • remote work opportunities

  • flexible working time

  • integration events

  • corporate sports team

  • doctor’s duty hours in the office

  • retirement pension plan

  • corporate library

  • no dress code

  • video games at work

  • coffee / tea

  • parking space for employees

  • leisure zone

  • extra social benefits

  • employee referral program

  • opportunity to obtain permits and licenses

  • charity initiatives

  • family picnics

  • extra leave

Recruitment stages
1

Phone interview

2

Online assessment

3

Zoom interview

4

Welcome to HSBC!

About the role

Do you have analytical mind and like solving quantitative problems? Can you perform statistical analyses and extract insights from 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? If so, your best match could be the Independent Model Review (IMR) team at HSBC Krakow! IMR is a specialist, quantitative team within the wider Model Risk Management department, which is responsible for independent validation/review of HSBC’s models.

The focus of this position is on credit risk models (i.e. IRB, IFRS9/CECL, Stress Testing/CCAR, Economic Capital, application and behavioural scorecards), but the role holder may also get involved in reviews of other model types e.g. Business Finance, Scenario Expansion and Customer Selection.

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.

Scroll to the company’s profile