sharing the costs of sports activities
- Kapelanka 42a, KrakówKraków, Lesser Poland
- Offer expired a month ago
- Remote recruitment
- contract of employment
- specialist (Mid / Regular)
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
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
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
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 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.