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Senior Quantitative Expert

  • Kraków, małopolskie pokaż mapę
  • Specjalista
  • 26.06.2018

    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:

    Senior Quantitative Expert
    Location: Kraków
    Ref No: GRA/SQE/1022018

    Key Accountabilities:

    • Credit risk models’ quality, methodology and design directly impact business investment decisions through loss given default and exposure at default and probability default
      (LGD, EAD and PD)
    • Credit risk models directly impact bank’s capital position
    • Credit risk models impact business portfolio management decisions
      (by allocating of the capital to different business lines and sectors)

    Requirements: 

    • Minimum 4 years of  wholesale modelling experience
    • Desirable Masters/PhD level in Math (or equivalent)/Science/Engineering discipline)
    • Desirable experience with Moody’s RiskCalc and RA5
    • Excellent understanding of AIRB modelling, IFRS9 and stress testing
    • Proficiency in manipulation of large data sets and excellent understanding
      of credit risk related data
    • Excellent knowledge of SAS data manipulation and statistical analysis is of benefit
    • Excellent communication skills and the ability to maintain close working relationship
      with related parties
    • Fluency in English and French or German (written and spoken) is expected for this role
    • Assisting to develop and implement the changes in process, including policy and procedure
    • Good understanding and interpretation of regulatory rules

    We offer:

    • Stable job in professional team
    • Interesting path of career in an international organization
    • Consistent scope of responsibilities
    • Private health care, employee benefits

     

    Osoby zainteresowane prosimy o przesyłanie aplikacji klikając w przycisk aplikowania.
    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:
    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