Oferta pracy

Traded Risk Stress Testing Process Manager

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 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 Process ManagerNumer ref.: WMR/TRSTPM/10/2020

This role resides under Wholesale Credit and Market Risk function and is part of the Global Risk Organization.

The Traded Risk function monitors, evaluates and manages market and counterparty risks impacting across the HSBC Group. It is responsible for establishing the global risk management framework for Traded Risk and plays a key role in ensuring that the Bank is compliant with current and future regulatory requirements relating to Traded Risks and their capitalization.

The Stress Testing team ensures that stress testing activity is implemented and executed consistently across the group with regards to market risk and counterparty risk as well as in line with best practice for the purpose of risk management, compliance with the Basel II/III regulatory framework and meeting enterprise-wide stress testing needs.

The Traded Risk Stress Testing Process Manager is an innovative and results-driven individual with a deep understanding of risks arising from loans and derivatives trading. He has extensive technical and theoretical background that enable finding simple and pragmatic solutions to complex problems in stress testing space and thus contributes to effective risk management.

Responsibilities:

Market & Economics:

  • Lead regular market and economic analyses to ensure that our stress scenario library is suited for pro-active risk management
  • Lead the calibration of relevant stress scenarios ensuring consistency across all risk factors used both
    in market and credit risk

Risk Management:

  • Ensure integrity of both BAU & regulatory stress testing results as well as provide relevant commentary and analysis
  • Form a judgment on the appropriateness of exposure/positions vs. risk appetite using stress results computed by numerous teams across the Group as well as identify and escalate concerns
  • Help risk appetite definition
  • Transform Senior Management strategy and questions into practical stress testing approach to improve risk-reward decisions
  • Take initiatives to develop innovative solutions

Regulation & Methodology:

  • Take responsibility for ensuring that stressed risk measures are in line with best practice and meet regulatory requirements
  • Guide the methodology team to develop robust tools and infrastructure as well as document
    the methodology, results and basis of preparation of stress testing exercises
  • Support and coordinate regulatory stress tests from various regulator (PRA, EBA, HKMA & the Fed)

Expertise:

  • Act as a subject matter expert in WMR for stress testing questions (inc. systems and processes) coming from local regions, other GMO teams and regulators
  • Drive the incentive and provide directions to the local sites so that stress testing is used appropriately
    by risk managers for decision making, vulnerabilities in the traded portfolio are well understood by senior management
  • Ensure alignment of function with Global Operating Model as well as guide WMR on transformation projects providing requirement, assisting development and UAT testing

Requirements:

  • University graduate in finance, mathematics, computer science or any other quantitative related degrees
  • Preferably international financial/risk accreditation e.g. CFA, FRM, PRM
  • 5+ years of relevant experience in banking (e.g. Risk, Product Control, Front Office, Middle Office) with exposure to multiple stakeholders and analytical reporting
  • Previous exposure to large projects involving technical IT considerations
  • Very good understanding of financial products including derivatives, macro-economics, econometrics and financial markets
  • In-depth understanding of advanced risk management techniques across a diverse portfolio of assets with regards to market risk and/or credit risk
  • Financial engineering skills and experience in building credit or market risk models as well as development of stress test scenarios
  • Understanding of the changing regulatory landscape
  • Knowledge of software development tools (VBA, Python, etc.) is desirable
  • Ability to make decisions quickly in a wide range of fields: risk management, technical and governance related
  • Ability to learn abstract concepts and to operate effectively against uncertainty and on unfamiliar ground
  • Ability to communicate with a various range of stakeholders including technical and non-technical staff and articulate complex ideas in a clear manner

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

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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