sharing the costs of sports activities
- Kapelanka 42a, KrakówKraków, Lesser Poland
- Offer expired a month ago
- Remote recruitment
- contract of employment
- manager / supervisor
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
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
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!
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.
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.