sharing the costs of sports activities
Senior AVP (Quantitative Analyst) – Wholesale Credit Risk
HSBC Service Delivery (Polska) Sp. z o.o.
- Kapelanka 42a, Dębniki, KrakówKraków, Lesser Poland
- offer expired over a month ago
- contract of employment
- senior specialist (Senior), expert
- remote recruitment
- запрошуємо працівників з України
- Робота для іноземцівбез польської
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.
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
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
private medical care
sharing the costs of foreign language classes
sharing the costs of professional training & courses
remote work opportunities
flexible working time
corporate sports team
doctor’s duty hours in the office
retirement pension plan
no dress code
video games at work
coffee / tea
parking space for employees
extra social benefits
employee referral program
opportunity to obtain permits and licenses
Welcome to HSBC!
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.