Quantitative Analyst with French

  • Kraków, małopolskie pokaż mapę
  • Specjalista
  • 2019-01-23
  • Ważna jeszcze 2 dni (do 2019-02-22)

    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:

    Quantitative Analyst with French
    Location: Kraków
    Ref No: GRA/QA/ 01/2019

    This role will be responsible for credit risk methodology development within HBFR GRA team. The focus will be mainly related to supporting AIRB model development, stress-testing, and IFRS 9 methodology development. Work related to other areas may also be required. The role holder will need to develop a good understanding of risk data flows from customer and product systems through to the finance and regulatory reporting systems. They will need to work with finance, business and other risk teams in order to produce portfolio and impact analysis as well as UAT testing. Responsibility also includes implementation support for the proposed credit risk methodology and/or models.

    Accountabilities:

    • Manage bank's credit risk data to ensure that risk parameters and models accurately reflect the credit risk of wholesale lending portfolios.
    • Design impact analyses for the calculation of Risk Weighted Asset (RWA) and Expected Loss (EL). Source accurate portfolio data to undertake impact analyses.
    • Develop and test complex programs and prototypes according to business specifications and support implementation of methodology and models.
    • The jobholder will work with Global Risk Analytics team on data request and reporting.
    • The jobholder will work with the wholesale business teams on both model related impact analysis and on regulatory data requests.
    • The jobholder will work with IT to understand data linkages and to propose improvements in data quality.
    • Position assists the work of quantitative analysts covering HBFR methodology development, validation, monitoring and implementation.
    • The jobholder will work with European sites to manage data driven work relating to GRA Risk Models.
    • Role must have a very good control of data sources, model data quality, model development and an oversight of the model delivery.
    • Compliance with requirements of group policies, standards and procedures with prudent manner and high level control sense.

    Experience:

    • Minimum 2 years of credit risk analysis experience
    • Good exposure to credit model methodologies data requirement for AIRB and IFRS 9 modelling
    • Proven ability to take ownership of and solve complex data related issues
    • Strong database and credit risk systems experience including coding in SAS, MS Excel/VBA, SQL
    • Good understanding and interpretation of regulatory rules

    Qualifications:

    • Academic qualifications that give a strong background in quantitative analysis and finance

    Skills:

    • Good attention to detail and accuracy
    • Ability to manage complex projects to a tight deadline.
    • Ability to communicate technical concepts effectively
    • Ability to work as part of a team with key customers and stakeholders.
    • Fluency in written and in spoken French and English
    • Excellent documentation, presentation and communication skills

    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.

    We thank all interested candidates for their applications. We reserve the right to contact only selected candidates.
    Applications sent to us will be taken into consideration only if they include the following statement:
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    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]