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Traded Risk Quantitative Analyst

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

  • Kapelanka 42a, Kraków
    Kraków, Lesser Poland
  • Offer expired 2 months ago
  • Remote recruitment
  • contract of employment
  • full-time
  • specialist (Mid / Regular)

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

Kapelanka 42a

Kraków

Your responsibilities

  • Build, assess and validate performance of risk models using real world data

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

  • Understand the features, assumptions and limitations of the model, propose a validation approach, identify target market data for the purposes of validation and undertake the validation within agreed time lines

  • Articulate modelling approach to internal and external stakeholders in a non-technical language and assisting in the on-going usage of these models in a day-to-day risk management setting

  • Participate in ad-hoc projects as they arise from time to time and provide any information relating to in a prompt and coherent fashion

  • Suggest improvements to the existing frameworks with a view to automate systems and help implement agreed changes

  • Document all process changes and improvements to reflect the latest process

Our requirements

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

  • Strong analytical skills, good understanding of statistics, linear algebra and analysis

  • Excel and VBA skills are a pre-requisite, experience in Python is highly valued

  • Basics of risk measures (VaR, ES, PnL) and derivatives (Forwards/Futures, Options, Swaps)

  • Ability to write clear and understandable documents

  • Professional qualifications such as FRM/PRM/CFA Levels are a plus but not required

  • 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

What 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

  • 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 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. This is a role responsible for supporting a robust development and maintenance of market risk models and methodologies.

This is a role responsible for supporting development and maintenance of market risk models and methodologies for more accurate traded risk measurement and management. The market risk models may include Value-at-Risk (VaR), Stressed VaR, Risk Not In VaR (RNIV), Incremental Risk Charge (IRC), Stress Testing, Fundamental Review of Trading Book (FRTB), Capital Models.