Oferta pracy

Senior Traded Risk Portfolio Analyst

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

Rekrutacja zdalna

Rekrutacja zdalna

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Rekrutacja zdalna

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

Kapelanka 42A

Kraków

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 Traded Risk Portfolio AnalystNumer ref.: GRA/STRPA/07/2020

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.

In the wake of the financial crisis and other recent developments in global financial markets, the importance of risk management instruments to detect and assess susceptibilities in the financial system as a whole and to identify risks specific to particular financial institutions have been an area of significant focus for regulators and institutions. Investment banks, retail and commercial banks, central banks and supervisory authorities have found stress testing to be a key tool for quantifying this risk.

Stress Testing is in many countries now a regular exercise designed by the regulator to gauge the ability of the banks to cope in various stress scenarios. These scenarios are published in the form of a series of shocks. The framework provides a quantitative, forward-looking assessment of the capital adequacy of the banking system thereby supporting confidence in the banking system.

This is a role responsible for supporting a robust development and maintenance of traded risk stress testing models and methodologies.

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

Responsibilities:

  • Assess and validate performance of traded risk stress testing models for CCAR/DFAST/PRA/EBA exercises
  • Develop new traded risk stress testing models as required
  • Understand features, assumptions and limitations of the models and undertake validation work
  • Identify areas for improvements, automation and enhanced controls
  • Document enhancements in accordance with the on-shore standards
  • Articulate our stress testing modeling approach to internal and external stakeholders in a non-technical language
  • Assist in the on-going application of the models in a business-as-usual risk management framework
  • Assist in internal stress testing exercise

Requirements:

  • 2-4 years experience in roles involving quantitative finance
  • Ph.D./M.Sc. candidate/holder in Physics/Mathematics/Quantitative Finace or related disciplines
  • Strong analytical skills; any experience in market risk, counterparty credit risk or regulatory stress testing is a plus
  • Good understanding of statistics and linear algebra
  • Strong experience with sophisticated tools for numerical analysis eg. Python (preferred), Matlab, R
  • Prior experience of development and implementation of statistical risk models is a plus
  • Good understanding of market risk measures (VaR, ES, PnL) and derivatives (Forwards/Futures, Options, Swaps)
  • Professional qualifications such as FRM/PRM/CFA Levels are a plus
  • Ability to work under pressure and to tight time-lines is essential
  • 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:

  • 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

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: 

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: [email protected]

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