Risk Quantitative Analyst Internship

  • Kraków, małopolskie pokaż mapę
  • Praktykant/Stażysta
  • 06.06.2018
  • Ważna jeszcze 13 dni (do 06.07.2018)

    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:

    Risk Quantitative Analyst Internship
    Location: Kraków
    Ref No: GRA/RQAIntern/06/2018
    Global Risk Analytics (GRA) is a global team responsible for model design and management of broad classes of financial and operational risk at HSBC. We are tasked with setting standards and providing mission-critical, cutting-edge tools to help identify, measure and manage risk, as well as enhance an enterprise-wide compliance across HSBC. This is a role responsible for supporting a robust development and maintenance of market risk models and methodologies.
     
    In this role you will be responsible for identifying and investigating deficiencies in Counterparty Credit Risk & XVA models, addressing them by developing enhanced methodologies and software/library components for a more accurate CCR&XVA risk measurement and management. Throughout the process, regular interaction with key stakeholders is expected which add to the role the requirement for strong communication skills.
     

    This role is a unique opportunity to join a team of quantitative analysts at the world’s leading bank.

    Key Accountabilities:

    • Review and improve or re-build the existing suite of models and methodologies
    • Drive improvements to the systems and data infrastructure supporting deployment of CCR&XVA
    • Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation
    • Identify areas for improvements, automation and enhanced controls
    • Document enhancements in accordance with the on-shore standards

    Requirements:

    • M.Sc. or Ph.D. candidate in Physics/Mathematics or related disciplines
    • Strong analytical skills; any experience in risk analysis is a plus
    • Good understanding of statistics, linear algebra, analysis
    • Excel and VBA skills are a pre-requisite
    • Familiarity with sophisticated tools for numerical analysis (eg. Mathematica, Matlab, Python)
    • Competent in the production of information, and the ability to process and analyse large data
    • Open personality and effective written and oral communication skills in English
    • Ability to work in a diverse international team

    We offer:

    • 3 months paid internship in professional team and international environment,
    • Consistent scope of responsibilities,
    • Interesting path of career in an international organization.

     


    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: krakow.recruitment@hsbc.com