HSBC
Job title:
Validation Analyst (Treasury models), Model Risk Management @ HSBC Technology Poland
Company:
HSBC
Job description
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.
- Experience in model validation, development and/or quantitative research is beneficial.
- Basic knowledge of Treasury risk models, including Interest Rate Risk in the Banking Book (IRRBB), Prepayment and Liquidity Risk models.
- Intermediate knowledge of statistical models.
- Good written and verbal communication skills in English.
Some 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 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 Independent Model Review (IMR) team at HSBC Krakow! IMR is a specialist, quantitative team within the wider Model Risk Management department, which is responsible for independent validation/review of HSBC’s models.The focus of this position is on Treasury models, but the role holder may also get involved in reviews of other model types. ,[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, treasury, and risk management teams to understand and mitigate model risk. , Provision of technical support and guidance for junior team members.] Requirements: Degree, MSc, PhD, Python, C++, VBA, Quantitative research, Communication skills Additionally: Training budget, Private healthcare, Flat structure, International projects, Multisport card, Monthly remote work subsidy, Psychological support, Conferences, PPK option, Annual performance based bonus, Integration budget, International environment, Small teams, Employee referral bonus, Mentoring, Workstation reimbursement, Company share purchase plan, Childcare support programme, Bike parking, Playroom, Shower, Canteen, Free coffee, Free beverages, Free parking, In-house trainings, In-house hack days, No dress code, Modern office, Knowledge sharing, Garden, Massage chairs, Kitchen.
Expected salary
Location
Kraków, małopolskie
Job date
Thu, 17 Apr 2025 22:14:55 GMT
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