GSC: Analyst/Senior Analyst/Manager, MRM (Pricing MSS & PC)

Job title:

GSC: Analyst/Senior Analyst/Manager, MRM (Pricing MSS & PC)

Company:

HSBC

Job description

Job Advert DetailsSome careers shine brighter than others.If you’re looking for a career that will help you stand out, join HSBC, and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.Your career opportunityDo you have an analytical mind and like solving quantitative problems? Can you perform statistical analyses or spot a complex mathematical model weakness? Would you like to work in an international and supportive environment, and to learn industry best practices in one of the world’s largest banks? If so, your best match could be the Model Risk Management (MRM) team at HSBC Krakow! MRM is a specialist, quantitative team responsible for independent validation/review of HSBC’s models.The focus of this position is on Credit Derivatives pricing and Treasury Risk Management models, but the role holder may also get involved in reviews of other model types.What you’ll do

• Model reviews (i.e. quantitative analysis and qualitative research with focus on model data, design, performance and implementation) to formulate opinions about their conceptual soundness and adequacy for intended usage.
• Documentation of conclusions and identified model limitations.
• Ensure models comply with regulatory requirements, such as Basel III guidelines, and internal risk management policies.
• Work closely with model developers and risk management teams to understand and mitigate model risk.
• Provision technical support and guidance for junior team members.

What you need to have to succeed in this role

• Academic degree (BSc, MSc or PhD) in Mathematics, Physics, Econometrics, Statistics, Quantitative Finance or other related fields.
• Programming skills – practical knowledge of one of the following: Python, R, C++, VBA.
• Some experience in model validation, model development and/or quantitative research.
• Knowledge of curve construction models, stochastic rates frameworks, copula/base-correlation credit models, and Greeks computation techniques.
• Good Knowledge of statistical models. Good written and verbal communication skills in English.

What we offer

• Competitive salary
• Annual performance-based bonus
• Additional bonuses for recognition awards
• Multisport card
• Private medical care
• Life insurance
• One-time reimbursement of home office set-up (up to 800 PLN).
• Corporate parties & events
• CSR initiatives
• Nursery discounts
• Financial support with trainings and education
• Social fund
• Flexible working hours
• Free parking

If your CV meets our criteria, you should expect the following steps in the recruitment process:

• Online behavioural test (for external candidates only)
• Telephone screen (for external candidates only)
• Zoom interview with the hiring manager

We are looking to hire as soon as possible so don’t wait and apply now!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.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: krakow.recruitment@hsbc.com

Expected salary

Location

Polska

Job date

Sat, 02 Aug 2025 02:26:27 GMT

To help us track our recruitment effort, please indicate in your email/cover letter where (vacanciesin.eu) you saw this job posting.