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Traded Risk Analytics Expert (Risk Analytics for Global Debt Markets)

HSBC Service Delivery (Polska) Sp. z o.o.About the company

  • Kapelanka 42a, Kraków
    Kraków, Lesser Poland
  • Offer expired 14 days ago
  • Remote recruitment
  • contract of employment
  • full-time
  • expert

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

Kapelanka 42a

Kraków

Your responsibilities

  • Identify areas for improvements, automation and enhanced controls for risk models for Credit and Interest Rates asset classes.

  • Assess and validate performance of the models using real world data.

  • Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation.

  • Articulate our modeling approach to internal and external stakeholders (incl. regulators) in a non-technical language if required.

  • Assist in the on-going application of the models in a business-as-usual risk management framework.

  • Work with a degree of autonomy, dealing with complex technical information while still being able to provide judgment and clear direction.

  • Supervise less experienced team members.

  • Manage assigned projects.

  • Participate in ad hoc projects.

  • Develop new models (methodology and computing tools) to cover new / identified risks.

Our requirements

  • Several years of experience in the financial industry in roles involving quantitative finance and/or risk modelling.

  • Ph.D./M.Sc. candidate/holder in Quantitative Finance/Physics/Mathematics/Financial Econometrics or related disciplines.

  • Sound understanding of financial mathematics, mathematical analysis, statistics and linear algebra.

  • Sound understanding of risk measures.

  • Knowledge of key regulatory requirements and bodies.

  • Knowledge of Credit and Interest Rates products and their pricing.

  • Knowledge of Bloomberg and MarkIT Credit and Interest Rates products data is a plus.

  • Good knowledge of Python programming language. Other programming skills are a plus.

  • Experience in writing and reviewing methodology documents.

  • Professional qualifications such as FRM/PRM/CFA Levels are a plus.

  • Open personality and effective written and oral communication skills in English.

  • Ability to work in a diverse international team.

  • Ability to present analytical results to senior stakeholders with high level of clarity.

  • Ability to work to tight deadlines.

What we offer

  • Stable job in professional team.

  • Interesting path of career in an international organization.

  • Consistent scope of responsibilities.

  • Private health care, employees’ benefits.

  • Being part of a team dealing directly with risk modelling applied to trading book of one of the world’s largest banks.

  • 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!

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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Job Description

Global Risk Analytics (GRA) is a global team responsible for development of risk models for broad classes of financial and operational risks 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.

The GRA Traded, Treasury and Operational (TTOP) Risk Analytics team deals with risk models for measurement of trading book risks, treasury and liquidity risks as well as operational risk.

The GRA Global Debt Markets & RWA optimization (GDM) sub-team is focused on risk models used for Credit and Interest Rates asset classes. This includes market risk, credit counterparty risk and stress testing models. The team is scattered across two main hubs (London and Cracow) and holds responsibility for development and First-line-of-Defense validation of these models. The team focuses on models used for risk reporting for the whole HSBC group and cooperates with regional GRA teams on matters related to local risk reporting.

This role is responsible for supporting a robust development and maintenance of risk models and methodologies that are under remit of the GRA GDM team. The role is a senior role in Cracow-based GRA GDM team.