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Senior AVP (Quantitative Analyst) – Wholesale Credit Risk

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

  • Kapelanka 42a, Dębniki, Kraków
    Kraków, Lesser Poland
  • offer expired over a month ago
  • contract of employment
  • full-time
  • specialist (Mid / Regular)
  • remote recruitment
  • 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

  • Development, validation, and maintenance Stress Testing & IFRS9 methodologies.

  • To develop wholesale credit PD, LGD, EAD and impairment projection models and methodology for use in Stress Testing, IFRS9 and portfolio management

  • Support development of global methodology frameworks, development and assessment procedures, review of regional model developments, functional specifications for globally consistent model implementation

  • Work with Change Delivery and stakeholders in Risk, Finance and the Global Businesses to make sure that models are implemented in a robust, globally consistent manner, and are used to support Business decision making, risk management, accounting and regulatory requirements.

Our requirements

  • MSc and / or Ph.D. in a quantitative quantitative or technical field such as Statistics, Mathematics, Physics, Operational Research, Computer Science

  • Good understanding of statistics and familiarity with sophisticated tools for numerical analysis

  • Good knowledge of wholesale credit analytics, as well as wholesale credit business and wholesale credit products

  • Knowledge in programming in Python, SAS, R, MATLAB

  • Knowledge of PD, LGD and EAD modelling

  • Knowledge of impairment assessment approaches IFRS 9 and/or Stress Testing

  • Understanding of model governance and controls

  • Relevant working experience in a bank, rating agency, consultancy or advisory firm

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

  • Language / Studies Reimbursement Scheme

  • Professional trainings

  • An environment where you will be given space to take ownership and accountability for your work

  • A Team of professionals that will help you develop & succeed

  • Exposure on all HSBC lines of business and markets

  • Employees’ benefits: private medical and dental health care, Multisport Card, 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!

Job Description

The role is located in Group Risk and has global reach through the implementation of globally consistent wholesale models and methodologies in all HSBC regions.

The jobholder will work on wholesale portfolio methodologies, model development and support the model implementation.

The jobholder will abide by the Group business risk and control management policy by containing Information risk in conjunction with relevant Compliance Department. The jobholder will continually re-assess the operational risks inherent in the business, taking account of changing economic or market conditions, legal and regulatory requirements, operating procedures, management restructures, and the impact of new technology in conjunction with other Group companies.

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.

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