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

Traded Risk Stress Testing Analyst

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

Rekrutacja zdalna

Rekrutacja zdalna

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Rekrutacja zdalna

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

Kapelanka 42A

Kraków

HSBC Service Delivery (Polska) Sp. z o.o. is a part of HSBC Holdings plc, the parent company of the HSBC Group, headquartered in London. The Group serves customers worldwide from over 6,300 offices in over 75 countries and territories in Europe, Asia, North and Latin America, and the Middle East and North Africa. HSBC is one of the world’s largest banking and financial services organisations. Currently, we are looking for a candidate for the position of:

Traded Risk Stress Testing Analyst
Location: Kraków
Ref No: WMR/TRSTA/01/2020

The Traded Risk Team is one of the teams within Wholesale and Market Risk [WMR]. Group WMR reports directly to the Group CRO and is responsible for the approvals, policies, portfolio management and reporting on the Group’s Wholesale and Market Risk exposures. Group WMR also works with Regional WMR functions across Global Risk to ensure functional consistency and delivery across all group offices. The team is responsible for stress testing activities for both on-going risk management and Enterprise-Wide stress testing.

The purpose of the role is to provide a technical and expert knowledge/skills to the stress testing teams across sites and ensures the integrity of different risk systems with the objective of assuring the completeness and correctness of the reported stress testing risk numbers. The job demands a good interpersonal skill and ability to work cross culturally with a team, whose work is highly time-critical.

Accountabilities:

  • Regulation:
    - Support the preparation for the yearly regulatory exercises, oversight of the production of stress results and aggregate and generate reports to analyse risk before results are submitted to the regulators
    - Support the WMR stress testing teams for the management and the delivery of responses to regulatory queries following enterprise-wide stress exercises
  • On-going risk management:
    - Support the production of group stress testing reports for internal risk management purpose
  • Act as subject matter expert on Stress Testing and must meet expectations of high standards for delivery to senior management and regulators.
  • Management and monitoring of stress testing scenarios for Market risk and Counterparty credit risk
  • Evaluating risk factors with a view of global economic perspective
  • Support to Regulatory stress testing teams to update systems, EUCs and delivery change as per the requirements
  • Analysis and reporting of market risk calculations to traders, risk managers, senior management and regulators
  • Management of market data and generation of risk model parameters such as VaR, PFE, EEPE
  • Analysis and rating of country risk where HSBC has any exposure
  • Review, validation and improvement of risk calculation and management models
  • Collation of Risk related MI and preparation of Stress Testing and Reverse stress testing governance committee packs
  • Work with global business and regional businesses to improve existing models, write requirements for new models and conduct UAT

Requirements & Skills & Experience:

  • 4 - 7 years’ experience in financial services
  • Experience in risk reporting
  • Previous stress testing experience (preferable
  • Very good knowledge and working experience of analysing financial risk products and their movements
  • Proficient in VBA-Excel
  • Good knowledge of financial markets
  • Strong understanding of market risk and counterparty risk concepts
  • Masters in Finance/Econometrics/Quants
  • PRM/FRM will be preferred

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

 

You'll achieve more when you join HSBC.

We thank all interested candidates for their applications. We reserve the right to contact only selected candidates.

We thank all interested candidates for their applications. We reserve the right to contact only selected candidates. Applications sent to us will be taken into consideration only if they include the following statement:
 
I hereby declare that I have familiarized myself with the Privacy Statement for Applicants published at http://www.about.hsbc.pl/careers and I hereby give consent for personal data included in my application to be processed for the purposes of recruitment in HSBC Service Delivery (Polska) Sp. z o. o. according to rules described in the Privacy Statement for Applicants, as per the Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (GDPR).”
In case you would like to resign from participation in recruitment process or withdraw previously sent to us application, please email us at: [email protected]

HSBC Service Delivery (Polska) Sp. z o. o. is a part of the HSBC Group. Headquartered in London, HSBC is one of the largest banking and financial services organizations in the world. HSBC's international network comprises around 6,900 offices in over 84 countries and territories in Europe, the Asia-Pacific region, the Americas, the Middle East and Africa. HSBC provides a comprehensive range of financial services to around 60 million customers. We are looking for candidates for the position of:

Traded Risk Stress Testing AnalystNumer ref.: WMR/TRSTA/01/2020

The Traded Risk Team is one of the teams within Wholesale and Market Risk [WMR]. Group WMR reports directly to the Group CRO and is responsible for the approvals, policies, portfolio management and reporting on the Group’s Wholesale and Market Risk exposures. Group WMR also works with Regional WMR functions across Global Risk to ensure functional consistency and delivery across all group offices. The team is responsible for stress testing activities for both on-going risk management and Enterprise-Wide stress testing.

The purpose of the role is to provide a technical and expert knowledge/skills to the stress testing teams across sites and ensures the integrity of different risk systems with the objective of assuring the completeness and correctness of the reported stress testing risk numbers. The job demands a good interpersonal skill and ability to work cross culturally with a team, whose work is highly time-critical.

Accountabilities:

  • Regulation:
    - Support the preparation for the yearly regulatory exercises, oversight of the production of stress results and aggregate and generate reports to analyse risk before results are submitted to the regulators
    - Support the WMR stress testing teams for the management and the delivery of responses to regulatory queries following enterprise-wide stress exercises
  • On-going risk management:
    - Support the production of group stress testing reports for internal risk management purpose
  • Act as subject matter expert on Stress Testing and must meet expectations of high standards for delivery to senior management and regulators.
  • Management and monitoring of stress testing scenarios for Market risk and Counterparty credit risk
  • Evaluating risk factors with a view of global economic perspective
  • Support to Regulatory stress testing teams to update systems, EUCs and delivery change as per the requirements
  • Analysis and reporting of market risk calculations to traders, risk managers, senior management and regulators
  • Management of market data and generation of risk model parameters such as VaR, PFE, EEPE
  • Analysis and rating of country risk where HSBC has any exposure
  • Review, validation and improvement of risk calculation and management models
  • Collation of Risk related MI and preparation of Stress Testing and Reverse stress testing governance committee packs
  • Work with global business and regional businesses to improve existing models, write requirements for new models and conduct UAT

Requirements & Skills & Experience:

  • 4 - 7 years’ experience in financial services
  • Experience in risk reporting
  • Previous stress testing experience (preferable
  • Very good knowledge and working experience of analysing financial risk products and their movements
  • Proficient in VBA-Excel
  • Good knowledge of financial markets
  • Strong understanding of market risk and counterparty risk concepts
  • Masters in Finance/Econometrics/Quants
  • PRM/FRM will be preferred

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

You'll achieve more when you join HSBC.

We thank all interested candidates for their applications. We reserve the right to contact only selected candidates.

We thank all interested candidates for their applications. We reserve the right to contact only selected candidates. Applications sent to us will be taken into consideration only if they include the following statement:
 
I hereby declare that I have familiarized myself with the Privacy Statement for Applicants published at http://www.about.hsbc.pl/careers and I hereby give consent for personal data included in my application to be processed for the purposes of recruitment in HSBC Service Delivery (Polska) Sp. z o. o. according to rules described in the Privacy Statement for Applicants, as per the Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (GDPR).”
In case you would like to resign from participation in recruitment process or withdraw previously sent to us application, please email us at: [email protected]

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