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 traded risk models and methodologies.
This role is a unique opportunity to join a team of quantitative analysts at the world’s leading bank.
• Assess and validate performance of risk models using real world data
• Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation
• Identify areas for improvements, automation and enhanced controls
• Document enhancements in accordance with the on-shore standards
• Participate in ad hoc projects
• Articulate our modeling approach to internal and external stakeholders in a non-technical language
• Assist in the on-going application of the models in a business-as-usual risk management framework.
• 1-2 years experience in roles involving quantitative finance
• Ph.D./M.Sc. candidate/holder in Physics/Mathematics/Quantitative Finace or related disciplines
• Strong analytical skills; any experience in market risk analysis is a plus
• Good understanding of statistics, linear algebra, analysis
• Excel and VBA skills are a pre-requisite
• Familiarity with sophisticated tools for numerical analysis (eg. Mathematica, Matlab, Python)
• Basics of market risk measures (VaR, ES, PnL) and derivatives (Forwards/Futures, Options, Swaps)
• Professional qualifications such as FRM/PRM/CFA Levels are a plus
• Ability to work under pressure and to tight time-lines is essential
• 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
• Stable job in professional team
• Interesting path of career in an international organization
• Consistent scope of responsibilities
• Private health care, employees’ benefits.
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.