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Traded Risk Analytics Manager

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

  • Kapelanka 42a, Kraków
    Kraków, Lesser Poland
  • Offer expired a month ago
  • Remote recruitment
  • contract of employment
  • full-time
  • manager / supervisor

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

Kapelanka 42a

Kraków

Your responsibilities

  • Assess and validate performance of risk models using real world data

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

  • Identify areas for improvements, automation and enhanced controls

  • Document enhancements in accordance with the on-shore standards

  • Participate in ad hoc projects

  • Articulate our 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

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

  • Work with senior stakeholders in Risk Management, Risk Analytics, Front Office and Validation teams

  • Manage a small team of risk quants including their projects’ guidance and career development

Our requirements

  • Several years of experience in the financial industry in roles involving quantitative finance

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

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

  • Sound understanding of risk measures and how derivatives are priced

  • Experience in writing and reviewing methodology documents (Word, LateX)

  • Industry experience in programming is required, knowledge of Python is required. Excel and VBA skills are a pre-requisite

  • Knowledge of key regulatory requirements and bodies

  • 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

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

  • 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. Its focus are risk models used for Credit, Interest Rates, Equity and FX asset classes. This includes market risk, credit counterparty risk and stress testing models. The team is scattered across two main hubs (London and Kraków) 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 TTOP team. The role is a senior role in Kraków-based team.